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Novavax, Inc. (NVAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6700024010
CUSIP670002401
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$668.98M
EPS-$5.41
Revenue (TTM)$983.71M
Gross Profit (TTM)-$156.05M
EBITDA (TTM)-$510.99M
Year Range$3.53 - $11.36
Target Price$15.40
Short %40.08%
Short Ratio4.04

Share Price Chart


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Novavax, Inc.

Popular comparisons: NVAX vs. AMGN, NVAX vs. PLUG, NVAX vs. OCGN, NVAX vs. MRNA, NVAX vs. VOO, NVAX vs. SCHD, NVAX vs. AZN, NVAX vs. SPY, NVAX vs. FSELX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Novavax, 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%NovemberDecember2024FebruaryMarchApril
-38.32%
17.08%
NVAX (Novavax, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Novavax, Inc. had a return of -16.87% year-to-date (YTD) and -57.82% in the last 12 months. Over the past 10 years, Novavax, Inc. had an annualized return of -26.00%, while the S&P 500 had an annualized return of 10.43%, indicating that Novavax, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-16.87%5.29%
1 month-24.57%-2.47%
6 months-38.14%16.40%
1 year-57.82%20.88%
5 years (annualized)-17.54%11.60%
10 years (annualized)-26.00%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-16.67%23.50%-3.24%
2023-9.50%-8.01%-17.42%-12.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NVAX is 17, indicating that it is in the bottom 17% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of NVAX is 1717
Novavax, Inc.(NVAX)
The Sharpe Ratio Rank of NVAX is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of NVAX is 1919Sortino Ratio Rank
The Omega Ratio Rank of NVAX is 2222Omega Ratio Rank
The Calmar Ratio Rank of NVAX is 1717Calmar Ratio Rank
The Martin Ratio Rank of NVAX is 66Martin 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 Novavax, Inc. (NVAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NVAX
Sharpe ratio
The chart of Sharpe ratio for NVAX, currently valued at -0.65, compared to the broader market-2.00-1.000.001.002.003.00-0.65
Sortino ratio
The chart of Sortino ratio for NVAX, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.006.00-0.82
Omega ratio
The chart of Omega ratio for NVAX, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for NVAX, currently valued at -0.57, compared to the broader market0.001.002.003.004.005.00-0.57
Martin ratio
The chart of Martin ratio for NVAX, currently valued at -1.54, compared to the broader market-10.000.0010.0020.0030.00-1.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market-10.000.0010.0020.0030.007.21

Sharpe Ratio

The current Novavax, Inc. Sharpe ratio is -0.65. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.65
1.89
NVAX (Novavax, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Novavax, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-98.75%
-3.86%
NVAX (Novavax, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Novavax, 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 Novavax, Inc. was 98.82%, occurring on Feb 5, 2024. The portfolio has not yet recovered.

The current Novavax, Inc. drawdown is 98.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.82%Feb 9, 2021752Feb 5, 2024
-98.77%Oct 10, 20014561Nov 20, 2019305Feb 8, 20214866
-83.08%Jun 11, 1996576Sep 21, 1998349Feb 8, 2000925
-58.92%Mar 9, 200032Apr 24, 2000323Aug 3, 2001355
-30.26%Dec 13, 19955Dec 19, 199526Jan 26, 199631

Volatility

Volatility Chart

The current Novavax, Inc. volatility is 8.96%, 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%NovemberDecember2024FebruaryMarchApril
8.96%
3.39%
NVAX (Novavax, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items