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ISIN
US6707031075
CUSIP
670703107
IPO Date
Jul 29, 2021

Highlights

Market Cap
$7.19B
Enterprise Value
$7.03B
EPS (TTM)
-$6.05
EBITDA (TTM)
-$362.61M
Year Range
$71.13 - $113.02
Target Price
$144.40
ROA (TTM)
-33.81%
ROE (TTM)
-38.32%

Share Price Chart


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Nuvalent, Inc.

Performance

NUVL Performance Chart

Nuvalent, Inc. (NUVL) is down 9.2% since the beginning of the year. At $91 per share, NUVL is trading 19.2% below its 52-week high of $113.


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S&P 500 Index

Returns By Period

Nuvalent, Inc. (NUVL) has returned -9.19% so far this year and 16.85% over the past 12 months.


Nuvalent, Inc.

1D
-1.78%
1M
-10.98%
YTD
-9.19%
6M
-14.55%
1Y
16.85%
3Y*
27.01%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NUVL Monthly Returns History

Based on dividend-adjusted daily data since Jul 29, 2021, NUVL's average daily return is +0.23%, while the average monthly return is +4.63%. At this rate, an investment would double in approximately 1.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Aug 2021 with a return of +99.6%, while the worst month was Sep 2021 at -38.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NUVL closed higher 49% of trading days. The best single day was Oct 28, 2022 with a return of +60.6%, while the worst single day was Mar 14, 2022 at -24.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.29%-0.91%0.49%-2.12%10.08%-17.25%-9.19%
20259.62%-12.62%-5.41%8.22%-2.79%2.27%2.69%-2.26%12.93%14.85%10.10%-8.01%28.50%
20242.15%11.91%-10.73%-8.27%-4.73%15.60%5.38%6.49%20.17%-13.50%9.26%-19.03%6.37%
20231.58%0.13%-13.87%35.65%18.96%0.17%18.21%-8.59%0.88%13.31%25.49%12.57%147.11%
2022-29.15%10.82%-7.09%-25.92%-13.90%53.05%9.59%13.59%15.17%83.69%-7.92%-9.43%56.41%
2021-2.67%99.62%-38.10%8.34%-12.69%-10.74%1.55%

Benchmark Metrics

Nuvalent, Inc. has an annualized alpha of 49.56%, beta of 1.46, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since July 30, 2021.

  • This stock captured 250.74% of S&P 500 Index gains and 126.73% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.11 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
49.56%
Beta
1.46
0.11
Upside Capture
250.74%
Downside Capture
126.73%

Return for Risk

Risk / Return Rank

NUVL ranks 56 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NUVL Risk / Return Rank: 5656
Overall Rank
NUVL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NUVL Sortino Ratio Rank: 5050
Sortino Ratio Rank
NUVL Omega Ratio Rank: 5050
Omega Ratio Rank
NUVL Calmar Ratio Rank: 6161
Calmar Ratio Rank
NUVL Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuvalent, Inc. (NUVL) and compare them to S&P 500 Index.


NUVLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.42

2.39

-1.96

Sortino ratio

Return per unit of downside risk

0.87

3.25

-2.38

Omega ratio

Gain probability vs. loss probability

1.11

1.43

-0.32

Calmar ratio

Return relative to maximum drawdown

1.00

3.11

-2.11

Martin ratio

Return relative to average drawdown

2.45

14.38

-11.93

Dividends

Dividend History


Nuvalent, 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nuvalent, 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 Nuvalent, Inc. was 80.70%, occurring on May 16, 2022. Recovery took 240 trading sessions.

The current Nuvalent, Inc. drawdown is 18.56%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-80.70%May 2022
8mo 10d11mo 20d
1y 7moSep 2021 - May 2023
2025 selloff2025
-47.12%Apr 2025
6mo 23d
1y 8moSep 2024 - now
2024 bear market2024
-29.48%Apr 2024
1mo 21d4mo 23d
6mo 14dFeb 2024 - Sep 2024
2023 bear market2023
-22.09%Oct 2023
14d1mo 8d
1mo 22dOct 2023 - Nov 2023
2023 correction2023
-17.53%Aug 2023
16d1mo 18d
2mo 4dAug 2023 - Oct 2023

Drawdown Indicators


NUVLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.70%

-56.78%

-23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.43%

-9.10%

-9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-47.12%

-18.90%

-28.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-18.56%

0.00%

-18.56%

Average Drawdown

Average peak-to-trough decline

-25.24%

-10.72%

-14.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.52%

1.97%

+5.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Nuvalent, Inc. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for NUVL in comparison with other companies in the Biotechnology industry. Currently, NUVL has a P/B value of 6.1. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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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