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ISIN
US98887Q1040
CUSIP
98887Q104
IPO Date
Sep 20, 2017

Highlights

Market Cap
$1.90B
Enterprise Value
$1.70B
EPS (TTM)
-$1.62
Total Revenue (TTM)
$453.28M
Gross Profit (TTM)
$262.53M
EBITDA (TTM)
-$183.84M
Year Range
$15.96 - $44.34
Target Price
$35.00
ROA (TTM)
-16.26%
ROE (TTM)
-26.91%

Share Price Chart


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Zai Lab Limited

Often compared with ZLAB:
ZLAB vs. JD

Performance

ZLAB Performance Chart

Zai Lab Limited (ZLAB) is down 2.8% since the beginning of the year. At $17 per share, ZLAB is trading 61.3% below its 52-week high of $44. Investors who bought $1,000 worth of ZLAB shares 5 years ago would now be looking at an investment worth $97.


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S&P 500 Index

Returns By Period

Zai Lab Limited (ZLAB) has returned -2.78% so far this year and -44.91% over the past 12 months.


Zai Lab Limited

1D
0.35%
1M
-19.18%
YTD
-2.78%
6M
-13.16%
1Y
-44.91%
3Y*
-21.68%
5Y*
-37.25%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZLAB Monthly Returns History

Based on dividend-adjusted daily data since Sep 20, 2017, ZLAB's average daily return is +0.07%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 47% of months were positive and 53% were negative. The best month was Nov 2022 with a return of +73.1%, while the worst month was Oct 2022 at -34.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ZLAB closed higher 49% of trading days. The best single day was Jan 5, 2023 with a return of +41.8%, while the worst single day was Mar 3, 2022 at -20.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.90%15.78%-2.13%15.05%-18.25%-3.05%-2.78%
20253.82%27.40%4.33%-12.31%-4.89%16.03%8.09%-12.43%2.39%-22.90%-21.89%-13.57%-32.65%
2024-21.08%-2.74%-23.64%-1.37%12.53%-2.53%9.81%4.78%21.06%25.19%-4.53%-9.22%-4.17%
202337.26%-11.84%-10.47%5.17%-7.12%-14.65%8.40%-15.27%-4.55%3.66%8.29%0.15%-10.98%
2022-20.97%10.13%-19.60%-9.14%-27.18%19.18%16.87%14.01%-25.99%-34.85%73.07%-20.38%-51.15%
202118.27%-7.84%-9.55%24.57%6.89%-0.38%-18.29%-0.08%-27.07%-0.94%-33.67%-9.24%-53.56%

Benchmark Metrics

Zai Lab Limited has an annualized alpha of 1.35%, beta of 1.09, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since September 21, 2017.

  • This stock participated in 77.12% of S&P 500 Index downside but only 18.86% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.09 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
1.35%
Beta
1.09
0.09
Upside Capture
18.86%
Downside Capture
77.12%

Return for Risk

Risk / Return Rank

ZLAB ranks 12 for risk / return — in the bottom 12% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ZLAB Risk / Return Rank: 1212
Overall Rank
ZLAB Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZLAB Sortino Ratio Rank: 99
Sortino Ratio Rank
ZLAB Omega Ratio Rank: 1111
Omega Ratio Rank
ZLAB Calmar Ratio Rank: 1313
Calmar Ratio Rank
ZLAB Martin Ratio Rank: 1919
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 Zai Lab Limited (ZLAB) and compare them to S&P 500 Index.


ZLABBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.81

2.39

-3.20

Sortino ratio

Return per unit of downside risk

-1.13

3.25

-4.38

Omega ratio

Gain probability vs. loss probability

0.87

1.43

-0.56

Calmar ratio

Return relative to maximum drawdown

-0.73

3.11

-3.84

Martin ratio

Return relative to average drawdown

-1.02

14.38

-15.41

Dividends

Dividend History


Zai Lab Limited 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 Zai Lab Limited. 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 Zai Lab Limited was 92.84%, occurring on Apr 17, 2024. The portfolio has not yet recovered.

The current Zai Lab Limited drawdown is 91.05%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-92.84%Apr 2024
3y 2mo
5y 4moJan 2021 - now
Rate-hike selloffLate 2018
-56.15%Oct 2018
12mo 4d8mo 17d
1y 8moOct 2017 - Jun 2019
COVID crash2020
-29.19%Mar 2020
25d1mo 2d
1mo 27dFeb 2020 - Apr 2020
2019 bear market2019
-20.88%Oct 2019
2mo 1d19d
2mo 20dAug 2019 - Nov 2019
2020 correction2020
-18.08%Sep 2020
2mo 13d16d
2mo 29dJul 2020 - Oct 2020

Drawdown Indicators


ZLABBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-92.84%

-56.78%

-36.06%

Max Drawdown (1Y)

Largest decline over 1 year

-62.12%

-9.10%

-53.02%

Max Drawdown (3Y)

Largest decline over 3 years

-62.12%

-18.90%

-43.22%

Max Drawdown (5Y)

Largest decline over 5 years

-92.31%

-25.43%

-66.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-91.05%

0.00%

-91.05%

Average Drawdown

Average peak-to-trough decline

-53.29%

-10.72%

-42.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.01%

1.97%

+42.04%

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 Zai Lab Limited 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 Zai Lab Limited 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 ZLAB relative to other companies in the Biotechnology industry. Currently, ZLAB has a P/S ratio of 4.2. 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 ZLAB in comparison with other companies in the Biotechnology industry. Currently, ZLAB has a P/B value of 2.9. 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
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