Vanda Pharmaceuticals Inc. (VNDA)

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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.

Vanda Pharmaceuticals Inc. (VNDA) has returned -21.66% so far this year and 50.54% over the past 12 months. Over the last ten years, VNDA has returned -1.92% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Apr 12, 2006, VNDA's average daily return is +0.17%, while the average monthly return is +5.94%. At this rate, your investment would double in approximately 1.0 years.

Historically, 47% of months were positive and 53% were negative. The best month was May 2009 with a return of +1,349.5%, while the worst month was Jul 2008 at -69.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, VNDA closed higher 47% of trading days. The best single day was May 7, 2009 with a return of +625.9%, while the worst single day was Jul 28, 2008 at -73.2%.

Vanda Pharmaceuticals Inc. has an annualized alpha of 44.06%, beta of 0.67, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 13, 2006.

• This stock participated in 162.78% of S&P 500 Index downside but only 136.00% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.67 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R² of 0.01 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.

VNDA ranks 68 for risk / return — better than 68% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for Vanda Pharmaceuticals Inc. (VNDA) and compare them to a chosen benchmark (S&P 500 Index).

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.

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 78.18%.

The chart below shows the rolling one-month volatility.

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.

The Valuation section provides an overview of how Vanda Pharmaceuticals 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.