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Wave Life Sciences Ltd. (WVE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
SG9999014716
IPO Date
Nov 11, 2015

Highlights

Market Cap
$1.31B
Enterprise Value
$730.16M
EPS (TTM)
-$1.20
Total Revenue (TTM)
$42.73M
Gross Profit (TTM)
$21.12M
EBITDA (TTM)
-$206.29M
Year Range
$5.02 - $21.73
Target Price
$32.00
ROA (TTM)
-862.90%
ROE (TTM)
-39.43%

Share Price Chart


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Wave Life Sciences Ltd.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Wave Life 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.


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S&P 500 Index

Returns By Period

Wave Life Sciences Ltd. (WVE) has returned -57.35% so far this year and -10.27% over the past 12 months. Over the last ten years, WVE has returned -6.17% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Wave Life Sciences Ltd.

1D
9.52%
1M
-47.95%
YTD
-57.35%
6M
-0.96%
1Y
-10.27%
3Y*
18.75%
5Y*
3.55%
10Y*
-6.17%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 11, 2015, WVE's average daily return is +0.15%, while the average monthly return is +2.69%. At this rate, your investment would double in approximately 2.2 years.

Historically, 46% of months were positive and 54% 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%-57.35%
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 25.50%, beta of 1.16, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 12, 2015.

  • This stock tended to rise when S&P 500 Index fell (downside capture of -75.89%), but participation in market rallies was also limited (-43.78%) — 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
25.50%
Beta
1.16
0.04
Upside Capture
-43.78%
Downside Capture
-75.89%

Return for Risk

Risk / Return Rank

WVE ranks 46 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: 4646
Overall Rank
WVE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6161
Sortino Ratio Rank
WVE Omega Ratio Rank: 6666
Omega Ratio Rank
WVE Calmar Ratio Rank: 3333
Calmar Ratio Rank
WVE Martin Ratio Rank: 3131
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 a chosen benchmark (S&P 500 Index).


WVEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.90

-0.96

Sortino ratio

Return per unit of downside risk

1.26

1.39

-0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.22

1.40

-1.62

Martin ratio

Return relative to average drawdown

-0.60

6.61

-7.20

Explore WVE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 86.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.77%Sep 25, 2018916May 13, 2022
-61.44%Nov 28, 2016160Jul 18, 2017130Jan 23, 2018290
-50.97%Dec 23, 201536Feb 16, 201621Mar 16, 201657
-38.12%Feb 20, 201888Jun 25, 201863Sep 24, 2018151
-36.57%Mar 17, 201613Apr 5, 201653Jun 20, 201666

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 29.0. 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 2.5. 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