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Inozyme Pharma, Inc. (INZY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US45790W1080

CUSIP

45790W108

Sector

Healthcare

IPO Date

Jul 24, 2020

Highlights

Market Cap

$256.96M

EPS (TTM)

-$1.55

Total Revenue (TTM)

$1.98M

Gross Profit (TTM)

$1.11M

EBITDA (TTM)

-$99.18M

Year Range

$3.11 - $7.80

Target Price

$18.75

Short %

5.16%

Short Ratio

16.34

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
INZY vs. ARDX INZY vs. AXSM
Popular comparisons:
INZY vs. ARDX INZY vs. AXSM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Inozyme Pharma, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-35.74%
11.09%
INZY (Inozyme Pharma, Inc.)
Benchmark (^GSPC)

Returns By Period

Inozyme Pharma, Inc. had a return of -28.64% year-to-date (YTD) and -6.75% in the last 12 months.


INZY

YTD

-28.64%

1M

-45.12%

6M

-33.91%

1Y

-6.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of INZY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202429.11%15.64%20.44%-42.43%9.30%-7.47%30.04%-4.48%-5.60%-17.97%-28.64%
2023130.48%16.94%102.47%-3.84%8.71%-7.01%-8.44%-3.92%-14.29%-29.29%29.63%10.65%305.71%
2022-2.05%-13.62%-29.12%-3.42%-6.58%29.27%-22.64%-18.70%-10.67%-34.33%-17.61%-27.59%-84.60%
20211.94%-4.94%-1.00%-6.67%-11.47%4.16%-1.58%-8.05%-24.84%-19.41%-14.99%-14.11%-66.96%
202011.46%53.35%-12.31%-12.63%13.28%-20.68%17.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of INZY is 38, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of INZY is 3838
Combined Rank
The Sharpe Ratio Rank of INZY is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of INZY is 3838
Sortino Ratio Rank
The Omega Ratio Rank of INZY is 3636
Omega Ratio Rank
The Calmar Ratio Rank of INZY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of INZY is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Inozyme Pharma, Inc. (INZY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for INZY, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.092.51
The chart of Sortino ratio for INZY, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.000.353.37
The chart of Omega ratio for INZY, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.47
The chart of Calmar ratio for INZY, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.063.63
The chart of Martin ratio for INZY, currently valued at -0.19, compared to the broader market0.0010.0020.0030.00-0.1916.15
INZY
^GSPC

The current Inozyme Pharma, Inc. Sharpe ratio is -0.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Inozyme Pharma, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.09
2.51
INZY (Inozyme Pharma, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Inozyme Pharma, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-89.93%
-1.75%
INZY (Inozyme Pharma, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Inozyme Pharma, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Inozyme Pharma, Inc. was 96.52%, occurring on Dec 30, 2022. The portfolio has not yet recovered.

The current Inozyme Pharma, Inc. drawdown is 89.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.52%Sep 2, 2020587Dec 30, 2022
-9.38%Aug 5, 20203Aug 7, 20202Aug 11, 20205
-4.38%Aug 18, 20206Aug 25, 20204Aug 31, 202010
-2.55%Aug 13, 20202Aug 14, 20201Aug 17, 20203
-1.66%Jul 31, 20201Jul 31, 20201Aug 3, 20202

Volatility

Volatility Chart

The current Inozyme Pharma, Inc. volatility is 14.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.91%
4.07%
INZY (Inozyme Pharma, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Inozyme Pharma, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Inozyme Pharma, Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items