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Incyte Corporation

INCY
Equity · Currency in USD
Sector
Healthcare
Industry
Biotechnology
ISIN
US45337C1027
CUSIP
45337C102

INCYPrice Chart


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S&P 500

INCYPerformance

The chart shows the growth of $10,000 invested in Incyte Corporation on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $81,421 for a total return of roughly 714.21%. All prices are adjusted for splits and dividends.


INCY (Incyte Corporation)
Benchmark (S&P 500)

INCYReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-8.68%
6M-15.25%
YTD-11.07%
1Y-21.10%
5Y-3.03%
10Y16.67%

INCYMonthly Returns Heatmap


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INCYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Incyte Corporation Sharpe ratio is -0.69. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


INCY (Incyte Corporation)
Benchmark (S&P 500)

INCYDividends


INCY doesn't pay dividends

INCYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


INCY (Incyte Corporation)
Benchmark (S&P 500)

INCYWorst Drawdowns

The table below shows the maximum drawdowns of the Incyte Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Incyte Corporation is 61.68%, recorded on Dec 24, 2018. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.68%Mar 16, 2017448Dec 24, 2018
-52.04%Sep 16, 2015127Mar 17, 2016238Feb 27, 2017365
-43.26%May 11, 2011139Nov 25, 2011104Apr 26, 2012243
-38.24%Jul 10, 201279Oct 31, 2012189Aug 2, 2013268
-37.38%Feb 13, 201443Apr 15, 2014144Nov 7, 2014187
-28.55%Apr 13, 201057Jul 1, 201055Sep 20, 2010112
-22.13%Oct 13, 2010105Mar 14, 201119Apr 8, 2011124
-17.27%Jul 17, 201527Aug 24, 20154Aug 28, 201531
-15.15%Jan 12, 20107Jan 21, 201016Feb 12, 201023
-14.97%Oct 4, 20134Oct 9, 201318Nov 4, 201322

INCYVolatility Chart

Current Incyte Corporation volatility is 24.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


INCY (Incyte Corporation)
Benchmark (S&P 500)

Portfolios with Incyte Corporation


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