PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ShockWave Medical, Inc. (SWAV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS82489T1043
CUSIP82489T104
SectorHealthcare
IndustryMedical Devices

Highlights

Market Cap$12.57B
EPS (TTM)$4.25
PE Ratio78.76
Total Revenue (TTM)$607.80M
Gross Profit (TTM)$529.77M
EBITDA (TTM)$151.30M
Year Range$157.00 - $334.90
Target Price$324.27
Short %5.50%
Short Ratio2.24

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.


ShockWave Medical, Inc.

Popular comparisons: SWAV vs. DOCS, SWAV vs. MNHYX, SWAV vs. MEDP, SWAV vs. SITE, SWAV vs. VOO, SWAV vs. COST, SWAV vs. SPY, SWAV vs. AAPL, SWAV vs. IWM, SWAV vs. NVDA

Performance

Performance Chart

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


0.00%200.00%400.00%600.00%800.00%1,000.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26
997.54%
90.46%
SWAV (ShockWave Medical, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A17.16%
1 monthN/A2.10%
6 monthsN/A17.92%
1 yearN/A22.68%
5 years (annualized)N/A13.47%
10 years (annualized)N/A10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202418.73%15.30%24.82%1.40%75.67%
2023-8.60%1.23%13.98%33.82%-5.19%3.75%-8.69%-15.43%-9.66%3.60%-15.37%9.17%-7.32%
2022-18.71%22.25%17.00%-27.12%8.65%16.42%10.34%40.74%-6.33%5.42%-13.49%-18.92%15.30%
202111.88%0.62%11.56%25.49%10.06%5.46%-4.07%17.70%-3.89%3.80%-15.66%-1.06%71.93%
2020-1.14%-7.55%-17.34%20.92%9.70%7.63%4.12%28.83%19.29%-9.87%43.19%6.02%136.16%
20199.74%27.31%40.32%-4.52%-14.31%-14.45%-28.48%13.67%15.11%12.16%44.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWAV is 63, 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 SWAV is 6363
SWAV (ShockWave Medical, Inc.)
The Sharpe Ratio Rank of SWAV is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of SWAV is 6060Sortino Ratio Rank
The Omega Ratio Rank of SWAV is 6363Omega Ratio Rank
The Calmar Ratio Rank of SWAV is 6868Calmar Ratio Rank
The Martin Ratio Rank of SWAV is 5858Martin 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 ShockWave Medical, Inc. (SWAV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SWAV
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market-5.000.005.0010.0015.0020.0025.007.83

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for ShockWave Medical, Inc.. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26
0.50
2.14
SWAV (ShockWave Medical, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


ShockWave Medical, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26
-0.02%
-1.61%
SWAV (ShockWave Medical, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ShockWave Medical, 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 ShockWave Medical, Inc. was 64.92%, occurring on Mar 20, 2020. Recovery took 115 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.92%Jun 11, 2019197Mar 20, 2020115Sep 2, 2020312
-52.07%Nov 5, 2021127May 9, 202263Aug 9, 2022190
-48.16%Aug 26, 2022305Nov 10, 202392Mar 26, 2024397
-34.72%Jan 20, 202133Mar 8, 202131Apr 21, 202164
-21.97%Mar 18, 201918Apr 10, 201910Apr 25, 201928

Volatility

Volatility Chart

The current ShockWave Medical, Inc. volatility is 1.39%, 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%2.00%4.00%6.00%8.00%10.00%12.00%14.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26
1.39%
2.69%
SWAV (ShockWave Medical, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

P/E Ratio

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


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

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