PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACET vs. YRD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACET and YRD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ACET vs. YRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adicet Bio, Inc. (ACET) and Yiren Digital Ltd. (YRD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-30.97%
30.98%
ACET
YRD

Key characteristics

Sharpe Ratio

ACET:

-0.98

YRD:

0.42

Sortino Ratio

ACET:

-1.80

YRD:

1.12

Omega Ratio

ACET:

0.81

YRD:

1.14

Calmar Ratio

ACET:

-0.71

YRD:

0.32

Martin Ratio

ACET:

-1.24

YRD:

1.27

Ulcer Index

ACET:

56.58%

YRD:

23.20%

Daily Std Dev

ACET:

72.12%

YRD:

70.89%

Max Drawdown

ACET:

-99.41%

YRD:

-98.64%

Current Drawdown

ACET:

-99.37%

YRD:

-88.69%

Fundamentals

Market Cap

ACET:

$75.80M

YRD:

$422.50M

EPS

ACET:

-$1.70

YRD:

$3.16

PEG Ratio

ACET:

0.82

YRD:

1.24

Total Revenue (TTM)

ACET:

$0.00

YRD:

$4.47B

Gross Profit (TTM)

ACET:

-$3.25M

YRD:

$3.77B

EBITDA (TTM)

ACET:

-$83.55M

YRD:

$1.50B

Returns By Period

In the year-to-date period, ACET achieves a -4.38% return, which is significantly lower than YRD's 17.50% return.


ACET

YTD

-4.38%

1M

-7.33%

6M

-30.83%

1Y

-70.52%

5Y*

-37.77%

10Y*

N/A

YRD

YTD

17.50%

1M

12.13%

6M

30.94%

1Y

33.32%

5Y*

6.39%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACET vs. YRD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACET
The Risk-Adjusted Performance Rank of ACET is 77
Overall Rank
The Sharpe Ratio Rank of ACET is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ACET is 33
Sortino Ratio Rank
The Omega Ratio Rank of ACET is 66
Omega Ratio Rank
The Calmar Ratio Rank of ACET is 88
Calmar Ratio Rank
The Martin Ratio Rank of ACET is 1414
Martin Ratio Rank

YRD
The Risk-Adjusted Performance Rank of YRD is 6262
Overall Rank
The Sharpe Ratio Rank of YRD is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of YRD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of YRD is 6161
Omega Ratio Rank
The Calmar Ratio Rank of YRD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of YRD is 6161
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.

ACET vs. YRD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adicet Bio, Inc. (ACET) and Yiren Digital Ltd. (YRD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ACET, currently valued at -0.98, compared to the broader market-2.000.002.004.00-0.980.42
The chart of Sortino ratio for ACET, currently valued at -1.80, compared to the broader market-4.00-2.000.002.004.006.00-1.801.12
The chart of Omega ratio for ACET, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.14
The chart of Calmar ratio for ACET, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.710.33
The chart of Martin ratio for ACET, currently valued at -1.24, compared to the broader market-10.000.0010.0020.00-1.241.27
ACET
YRD

The current ACET Sharpe Ratio is -0.98, which is lower than the YRD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ACET and YRD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.98
0.42
ACET
YRD

Dividends

ACET vs. YRD - Dividend Comparison

ACET has not paid dividends to shareholders, while YRD's dividend yield for the trailing twelve months is around 3.55%.


TTM20242023202220212020201920182017
ACET
Adicet Bio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YRD
Yiren Digital Ltd.
3.55%4.17%0.00%0.00%0.00%0.00%0.00%2.60%3.41%

Drawdowns

ACET vs. YRD - Drawdown Comparison

The maximum ACET drawdown since its inception was -99.41%, roughly equal to the maximum YRD drawdown of -98.64%. Use the drawdown chart below to compare losses from any high point for ACET and YRD. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%SeptemberOctoberNovemberDecember2025February
-99.37%
-86.45%
ACET
YRD

Volatility

ACET vs. YRD - Volatility Comparison

Adicet Bio, Inc. (ACET) has a higher volatility of 18.17% compared to Yiren Digital Ltd. (YRD) at 14.89%. This indicates that ACET's price experiences larger fluctuations and is considered to be riskier than YRD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
18.17%
14.89%
ACET
YRD

Financials

ACET vs. YRD - Financials Comparison

This section allows you to compare key financial metrics between Adicet Bio, Inc. and Yiren Digital Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

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.

Copyright © 2025 PortfoliosLab