IMTX's Sharpe Ratio of 1.23 indicates that for each unit of volatility, it generates 1.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
IMTX Sharpe Ratio Rank
IMTX ranks above 76.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
IMTX Sharpe Ratio Market Positioning
The chart shows IMTX's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): -0.39 or lower
- Yellow zone (middle 50%): -0.39 to 1.16
- Green zone (top 25%): 1.16 or higher
- Top 1%: 5.77+
- Median: 0.23 — half of all investments score higher
How it compares to other similar stocks
The table compares Immatics N.V.'s Sharpe Ratio with other stocks in the Biotechnology industry across multiple time periods, showing how IMTX's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| RVMDW | Revolution Medicines Inc. Warrant | 14.24 | |||
| SLGL | Sol-Gel Technologies Ltd. | 9.11 | |||
| CLYM | Climb Bio Inc | 7.55 | |||
| ERAS | Erasca, Inc. | 7.50 | |||
| TNGX | Tango Therapeutics, Inc. | 6.69 | |||
| NBTX | Nanobiotix S.A. | 6.56 | |||
| DRTSW | Alpha Tau Medical Ltd. Warrant | 6.34 | |||
| OVID | Ovid Therapeutics Inc. | 6.24 | |||
| RLMD | Relmada Therapeutics, Inc. | 6.20 | |||
| ORKA | Oruka Therapeutics, Inc | 5.80 | |||
| IMTX | Immatics N.V. | 1.23 |
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