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Vanda Pharmaceuticals Inc. (VNDA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US9216591084

CUSIP

921659108

Sector

Healthcare

IPO Date

Apr 12, 2006

Highlights

Market Cap

$314.86M

EPS (TTM)

-$0.19

PEG Ratio

-2.42

Total Revenue (TTM)

$198.77M

Gross Profit (TTM)

$183.69M

EBITDA (TTM)

-$32.53M

Year Range

$3.71 - $6.75

Target Price

$10.43

Short %

8.25%

Short Ratio

5.23

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:
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Popular comparisons:
VNDA vs. AMD VNDA vs. PLTR VNDA vs. NVDY

Performance

Performance Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-15.76%
9.31%
VNDA (Vanda Pharmaceuticals Inc.)
Benchmark (^GSPC)

Returns By Period

Vanda Pharmaceuticals Inc. had a return of -5.01% year-to-date (YTD) and 4.60% in the last 12 months. Over the past 10 years, Vanda Pharmaceuticals Inc. had an annualized return of -8.82%, while the S&P 500 had an annualized return of 11.31%, indicating that Vanda Pharmaceuticals Inc. did not perform as well as the benchmark.


VNDA

YTD

-5.01%

1M

4.36%

6M

-15.74%

1Y

4.60%

5Y*

-17.96%

10Y*

-8.82%

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-7.93%-5.01%
2024-14.69%24.17%-8.05%15.82%7.35%10.57%3.36%-9.42%-11.34%-0.85%10.75%-6.99%13.51%
20233.92%-16.15%5.43%-9.57%-3.09%10.76%-12.29%-10.21%-16.76%1.39%-15.07%13.44%-42.90%
2022-3.38%-25.07%-0.44%-12.29%-0.91%10.89%-1.10%-1.86%-6.62%5.97%4.20%-32.26%-52.90%
20219.13%30.06%-19.46%10.52%6.57%21.59%-24.17%2.64%2.39%-0.12%-5.37%-3.15%19.41%
2020-22.30%-13.49%-6.07%11.00%1.91%-2.39%-11.89%2.08%-6.12%10.66%14.22%7.62%-19.93%
20193.83%-25.40%-9.09%-11.47%-9.88%-4.02%-11.64%13.17%-5.75%1.73%23.83%-1.91%-37.20%
20184.28%18.93%-10.61%-17.21%26.16%8.24%9.45%-7.31%18.76%-17.34%32.00%4.35%71.91%
2017-11.29%0.71%-1.75%8.93%-9.84%18.55%-4.60%10.61%4.07%-12.29%-10.51%8.19%-4.70%
2016-8.38%-7.97%6.50%6.46%16.85%7.60%1.88%34.91%8.19%-10.76%10.77%-3.04%71.32%
2015-22.28%-3.32%-13.57%-1.61%10.27%25.77%-3.55%-3.68%-4.33%-4.79%-8.19%-5.58%-34.99%
20146.61%14.36%7.40%-14.28%-26.13%57.24%-9.15%-11.97%-19.78%15.70%8.49%9.90%15.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VNDA is 49, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VNDA is 4949
Overall Rank
The Sharpe Ratio Rank of VNDA is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VNDA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VNDA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VNDA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VNDA is 4848
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 Vanda Pharmaceuticals Inc. (VNDA) 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 VNDA, currently valued at 0.06, compared to the broader market-2.000.002.000.061.74
The chart of Sortino ratio for VNDA, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.006.000.752.35
The chart of Omega ratio for VNDA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.32
The chart of Calmar ratio for VNDA, currently valued at 0.05, compared to the broader market0.002.004.006.000.052.61
The chart of Martin ratio for VNDA, currently valued at 0.20, compared to the broader market0.0010.0020.0030.000.2010.66
VNDA
^GSPC

The current Vanda Pharmaceuticals Inc. Sharpe ratio is 0.06. 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 Vanda Pharmaceuticals Inc. 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.06
1.74
VNDA (Vanda Pharmaceuticals Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Vanda Pharmaceuticals 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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.63%
0
VNDA (Vanda Pharmaceuticals Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanda Pharmaceuticals 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 Vanda Pharmaceuticals Inc. was 98.42%, occurring on Dec 31, 2008. The portfolio has not yet recovered.

The current Vanda Pharmaceuticals Inc. drawdown is 85.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.42%Jan 25, 2007489Dec 31, 2008
-29.04%Apr 21, 200648Jun 28, 200679Oct 19, 2006127
-28.45%Nov 3, 20067Nov 13, 20062Nov 15, 20069
-8.75%Dec 12, 20067Dec 20, 200613Jan 11, 200720
-7.22%Nov 21, 20063Nov 24, 20066Dec 4, 20069

Volatility

Volatility Chart

The current Vanda Pharmaceuticals Inc. volatility is 12.52%, 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%12.00%14.00%SeptemberOctoberNovemberDecember2025February
12.52%
3.07%
VNDA (Vanda Pharmaceuticals Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Vanda Pharmaceuticals Inc. 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 Vanda Pharmaceuticals Inc..


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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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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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