PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Roivant Sciences Ltd. (ROIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

BMG762791017

CUSIP

612657106

Sector

Healthcare

IPO Date

Oct 1, 2021

Highlights

Market Cap

$8.36B

EPS (TTM)

$5.54

PE Ratio

2.07

Total Revenue (TTM)

$125.68M

Gross Profit (TTM)

$111.57M

EBITDA (TTM)

$4.40B

Year Range

$8.61 - $13.06

Target Price

$16.21

Short %

8.35%

Short Ratio

11.66

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
ROIV vs. RXRX ROIV vs. ENVX ROIV vs. SDGR ROIV vs. HACAX ROIV vs. BBIO
Popular comparisons:
ROIV vs. RXRX ROIV vs. ENVX ROIV vs. SDGR ROIV vs. HACAX ROIV vs. BBIO

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.04%
12.93%
ROIV (Roivant Sciences Ltd.)
Benchmark (^GSPC)

Returns By Period

Roivant Sciences Ltd. had a return of 5.25% year-to-date (YTD) and 31.33% in the last 12 months.


ROIV

YTD

5.25%

1M

0.77%

6M

8.04%

1Y

31.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.95%14.40%-7.87%3.42%-4.95%2.03%2.65%12.72%-5.64%0.09%5.25%
20233.88%-2.53%-8.78%15.85%6.32%10.89%18.85%-3.42%0.95%-26.03%10.65%17.47%40.55%
2022-31.05%-9.50%-21.46%-25.30%20.33%-8.33%-2.21%-10.55%-9.55%59.63%4.28%49.07%-20.73%
2021-15.08%-16.50%52.04%7.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROIV is 74, 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 ROIV is 7474
Combined Rank
The Sharpe Ratio Rank of ROIV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ROIV is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ROIV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ROIV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ROIV is 7777
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 Roivant Sciences Ltd. (ROIV) 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 ROIV, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.142.54
The chart of Sortino ratio for ROIV, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.803.40
The chart of Omega ratio for ROIV, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.47
The chart of Calmar ratio for ROIV, currently valued at 1.10, compared to the broader market0.002.004.006.001.103.66
The chart of Martin ratio for ROIV, currently valued at 5.01, compared to the broader market0.0010.0020.0030.005.0116.26
ROIV
^GSPC

The current Roivant Sciences Ltd. Sharpe ratio is 1.14. 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 Roivant Sciences Ltd. 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
1.14
2.54
ROIV (Roivant Sciences Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


Roivant Sciences Ltd. 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.57%
-0.88%
ROIV (Roivant Sciences Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Roivant Sciences Ltd.. 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 Roivant Sciences Ltd. was 79.22%, occurring on May 12, 2022. The portfolio has not yet recovered.

The current Roivant Sciences Ltd. drawdown is 12.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.22%Dec 21, 202199May 12, 2022
-37.33%Oct 4, 202111Oct 18, 202135Dec 7, 202146
-20.04%Dec 10, 20212Dec 13, 20214Dec 17, 20216

Volatility

Volatility Chart

The current Roivant Sciences Ltd. volatility is 8.23%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.23%
3.96%
ROIV (Roivant Sciences Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Roivant Sciences Ltd. 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 Roivant Sciences Ltd..


Loading data...

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