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ISIN
SG9999014716
IPO Date
Nov 11, 2015

Highlights

Market Cap
$1.24B
Enterprise Value
$714.49M
EPS (TTM)
-$1.03
Total Revenue (TTM)
$71.80M
Gross Profit (TTM)
$29.09M
EBITDA (TTM)
-$184.40M
Year Range
$5.02 - $21.73
Target Price
$29.38
ROA (TTM)
-824.30%
ROE (TTM)
-35.88%

Share Price Chart


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Performance

WVE Performance Chart

Wave Life Sciences Ltd. (WVE) is down 63.7% since the beginning of the year. At $6 per share, WVE is trading 71.6% below its 52-week high of $22. Investors who bought $1,000 worth of WVE shares 5 years ago would now be looking at an investment worth $877.


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S&P 500 Index

Returns By Period

Wave Life Sciences Ltd. (WVE) has returned -63.71% so far this year and -6.09% over the past 12 months. Over the last ten years, WVE has returned -11.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Wave Life Sciences Ltd.

1D
0.16%
1M
-3.29%
YTD
-63.71%
6M
-65.66%
1Y
-6.09%
3Y*
18.16%
5Y*
-2.60%
10Y*
-11.21%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WVE Monthly Returns History

Based on dividend-adjusted daily data since Nov 11, 2015, WVE's average daily return is +0.14%, while the average monthly return is +2.45%. At this rate, an investment would double in approximately 2.4 years.

Historically, 44% of months were positive and 56% were negative. The best month was Jun 2022 with a return of +132.1%, while the worst month was Dec 2019 at -75.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WVE closed higher 49% of trading days. The best single day was Dec 8, 2025 with a return of +147.3%, while the worst single day was Dec 16, 2019 at -55.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-23.88%7.65%-47.95%-2.62%-6.80%-6.23%-63.71%
2025-6.47%-8.64%-23.56%-4.46%-22.15%8.15%24.62%18.52%-23.75%23.50%-14.16%119.07%37.43%
2024-14.46%11.34%28.27%-20.10%25.35%-19.26%32.46%-13.16%42.86%67.20%10.14%-18.08%144.95%
2023-29.57%-14.81%3.10%-7.85%-0.75%-8.08%20.05%-0.46%32.18%-6.43%-1.30%-4.90%-27.86%
2022-30.25%12.10%-18.53%-2.50%-28.21%132.14%-21.85%16.93%21.55%32.69%-11.48%65.09%122.93%
202129.22%-7.47%-40.38%9.63%11.22%-2.63%-17.27%14.88%-22.59%-6.33%-15.03%-19.49%-60.10%

Benchmark Metrics

Wave Life Sciences Ltd. has an annualized alpha of 20.93%, beta of 1.15, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 11, 2015.

  • This stock tended to rise when S&P 500 Index fell (downside capture of -63.26%), but participation in market rallies was also limited (-43.75%) - a profile typical of counter-cyclical assets.
  • R2 of 0.04 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.

Alpha
20.93%
Beta
1.15
0.04
Upside Capture
-43.75%
Downside Capture
-63.26%

Return for Risk

Risk / Return Rank

WVE ranks 50 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


WVE Risk / Return Rank: 5050
Overall Rank
WVE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6363
Sortino Ratio Rank
WVE Omega Ratio Rank: 6969
Omega Ratio Rank
WVE Calmar Ratio Rank: 3939
Calmar Ratio Rank
WVE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Wave Life Sciences Ltd. (WVE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WVEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.08

2.78

-2.87

Martin ratioReturn relative to average drawdown

-0.15

12.44

-12.59

Dividends

Dividend History


Wave Life 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Wave Life 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 Wave Life Sciences Ltd. was 97.77%, occurring on May 13, 2022. The portfolio has not yet recovered.

The current Wave Life Sciences Ltd. drawdown is 88.82%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-97.77%May 2022
3y 7mo
7y 9moSep 2018 - now
2017 bear market2017
-61.44%Jul 2017
7mo 22d6mo 9d
1y 1moNov 2016 - Jan 2018
2016 bear market2016
-50.97%Feb 2016
1mo 25d29d
2mo 24dDec 2015 - Mar 2016
2018 bear market2018
-38.12%Jun 2018
4mo 5d3mo 1d
7mo 6dFeb 2018 - Sep 2018
2016 bear market2016
-36.57%Apr 2016
19d2mo 16d
3mo 5dMar 2016 - Jun 2016

Drawdown Indicators


WVEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-56.78%

-40.99%

Max Drawdown (1Y)

Largest decline over 1 year

-73.44%

-9.10%

-64.34%

Max Drawdown (3Y)

Largest decline over 3 years

-73.44%

-18.90%

-54.54%

Max Drawdown (5Y)

Largest decline over 5 years

-82.89%

-25.43%

-57.46%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

-33.92%

-63.85%

Current Drawdown

Current decline from peak

-88.82%

-1.80%

-87.02%

Average Drawdown

Average peak-to-trough decline

-64.87%

-10.71%

-54.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.69%

2.03%

+38.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Wave Life Sciences Ltd. 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.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for WVE relative to other companies in the Biotechnology industry. Currently, WVE has a P/S ratio of 15.3. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for WVE in comparison with other companies in the Biotechnology industry. Currently, WVE has a P/B value of 2.4. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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
Portfolio Analyzer

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