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Merus N.V. (MRUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

NL0011606264

Sector

Healthcare

IPO Date

May 19, 2016

Highlights

Market Cap

$3.07B

EPS (TTM)

-$4.03

Total Revenue (TTM)

$35.93M

Gross Profit (TTM)

-$1.53M

EBITDA (TTM)

-$248.91M

Year Range

$25.83 - $61.61

Target Price

$86.07

Short %

12.81%

Short Ratio

17.78

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:
MRUS vs. TRIP MRUS vs. APLT MRUS vs. NVO MRUS vs. MLI MRUS vs. NEE MRUS vs. WMT MRUS vs. PANW
Popular comparisons:
MRUS vs. TRIP MRUS vs. APLT MRUS vs. NVO MRUS vs. MLI MRUS vs. NEE MRUS vs. WMT MRUS vs. PANW

Performance

Performance Chart

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


150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
322.71%
187.85%
MRUS (Merus N.V.)
Benchmark (^GSPC)

Returns By Period

Merus N.V. had a return of 54.33% year-to-date (YTD) and 58.30% in the last 12 months.


MRUS

YTD

54.33%

1M

-4.13%

6M

-21.76%

1Y

58.30%

5Y*

20.15%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202429.75%35.87%-7.12%-0.27%18.55%11.14%-10.36%-3.87%-2.02%-0.06%-10.19%54.33%
20230.84%22.24%-3.51%4.24%13.24%21.22%-0.34%-14.75%5.41%-14.72%23.02%11.16%77.76%
2022-22.61%14.14%-5.87%-22.84%-9.02%21.98%6.80%-2.07%-15.41%2.35%-25.12%0.78%-51.35%
202156.99%-18.24%-7.16%0.24%1.00%-0.38%-18.37%51.63%-15.64%27.50%-7.27%22.26%81.40%
202016.12%3.36%-28.40%22.64%-8.02%17.88%-14.92%-11.83%-0.58%1.50%40.64%2.34%24.50%
2019-13.50%-3.55%26.46%4.54%-9.97%5.40%7.51%1.59%11.37%-12.12%5.24%-14.56%0.57%
2018-4.23%-5.76%5.83%-2.91%3.95%21.71%-1.80%-4.12%-7.89%-24.01%-17.27%12.81%-27.84%
201723.69%-6.13%-0.49%-8.98%-12.79%-18.13%3.28%-11.12%36.56%-20.43%11.26%10.29%-8.10%
2016-14.24%-7.20%31.91%-13.66%84.07%6.27%-14.80%39.19%110.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, MRUS is among the top 15% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MRUS is 8585
Overall Rank
The Sharpe Ratio Rank of MRUS is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MRUS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of MRUS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of MRUS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MRUS is 8181
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 Merus N.V. (MRUS) 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 MRUS, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.191.90
The chart of Sortino ratio for MRUS, currently valued at 2.43, compared to the broader market-4.00-2.000.002.004.002.432.54
The chart of Omega ratio for MRUS, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.35
The chart of Calmar ratio for MRUS, currently valued at 2.25, compared to the broader market0.002.004.006.002.252.81
The chart of Martin ratio for MRUS, currently valued at 5.04, compared to the broader market0.0010.0020.005.0412.39
MRUS
^GSPC

The current Merus N.V. Sharpe ratio is 1.19. 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 Merus N.V. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.19
1.90
MRUS (Merus N.V.)
Benchmark (^GSPC)

Dividends

Dividend History


Merus N.V. 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.50%
-3.58%
MRUS (Merus N.V.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Merus N.V.. 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 Merus N.V. was 67.42%, occurring on Apr 3, 2020. Recovery took 435 trading sessions.

The current Merus N.V. drawdown is 29.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.42%Mar 7, 2017776Apr 3, 2020435Dec 23, 20211211
-60.36%Dec 31, 2021244Dec 19, 2022263Jan 8, 2024507
-31.15%Jun 28, 2024117Dec 12, 2024
-26.33%Oct 25, 201633Dec 16, 20163Dec 21, 201636
-25.44%May 26, 20162May 27, 201643Jul 29, 201645

Volatility

Volatility Chart

The current Merus N.V. volatility is 15.27%, 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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.27%
3.64%
MRUS (Merus N.V.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Merus N.V. 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 Merus N.V..


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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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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