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ADVM vs. LEGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADVM and LEGN 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

ADVM vs. LEGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adverum Biotechnologies, Inc. (ADVM) and Legend Biotech Corporation (LEGN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-38.44%
-36.05%
ADVM
LEGN

Key characteristics

Sharpe Ratio

ADVM:

-1.32

LEGN:

-0.79

Sortino Ratio

ADVM:

-2.93

LEGN:

-1.03

Omega Ratio

ADVM:

0.68

LEGN:

0.88

Calmar Ratio

ADVM:

-0.81

LEGN:

-0.64

Martin Ratio

ADVM:

-1.30

LEGN:

-1.10

Ulcer Index

ADVM:

62.01%

LEGN:

34.63%

Daily Std Dev

ADVM:

60.69%

LEGN:

48.31%

Max Drawdown

ADVM:

-99.33%

LEGN:

-58.92%

Current Drawdown

ADVM:

-99.26%

LEGN:

-52.39%

Fundamentals

Market Cap

ADVM:

$92.78M

LEGN:

$6.68B

EPS

ADVM:

-$6.19

LEGN:

-$1.92

Total Revenue (TTM)

ADVM:

$1.00M

LEGN:

$440.72M

Gross Profit (TTM)

ADVM:

-$1.84M

LEGN:

$274.34M

EBITDA (TTM)

ADVM:

-$70.91M

LEGN:

-$165.62M

Returns By Period

In the year-to-date period, ADVM achieves a -4.50% return, which is significantly lower than LEGN's 11.92% return.


ADVM

YTD

-4.50%

1M

3.00%

6M

-38.48%

1Y

-78.03%

5Y*

-51.38%

10Y*

-36.31%

LEGN

YTD

11.92%

1M

11.51%

6M

-36.05%

1Y

-37.33%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADVM vs. LEGN — Risk-Adjusted Performance Rank

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

ADVM
The Risk-Adjusted Performance Rank of ADVM is 33
Overall Rank
The Sharpe Ratio Rank of ADVM is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVM is 00
Sortino Ratio Rank
The Omega Ratio Rank of ADVM is 11
Omega Ratio Rank
The Calmar Ratio Rank of ADVM is 44
Calmar Ratio Rank
The Martin Ratio Rank of ADVM is 1010
Martin Ratio Rank

LEGN
The Risk-Adjusted Performance Rank of LEGN is 1111
Overall Rank
The Sharpe Ratio Rank of LEGN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of LEGN is 99
Sortino Ratio Rank
The Omega Ratio Rank of LEGN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of LEGN is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LEGN is 1818
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.

ADVM vs. LEGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adverum Biotechnologies, Inc. (ADVM) and Legend Biotech Corporation (LEGN). 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 ADVM, currently valued at -1.32, compared to the broader market-2.000.002.004.00-1.32-0.79
The chart of Sortino ratio for ADVM, currently valued at -2.93, compared to the broader market-6.00-4.00-2.000.002.004.006.00-2.93-1.03
The chart of Omega ratio for ADVM, currently valued at 0.68, compared to the broader market0.501.001.502.000.680.88
The chart of Calmar ratio for ADVM, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.82-0.64
The chart of Martin ratio for ADVM, currently valued at -1.30, compared to the broader market-10.000.0010.0020.0030.00-1.30-1.10
ADVM
LEGN

The current ADVM Sharpe Ratio is -1.32, which is lower than the LEGN Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of ADVM and LEGN, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2025February
-1.32
-0.79
ADVM
LEGN

Dividends

ADVM vs. LEGN - Dividend Comparison

Neither ADVM nor LEGN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ADVM vs. LEGN - Drawdown Comparison

The maximum ADVM drawdown since its inception was -99.33%, which is greater than LEGN's maximum drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for ADVM and LEGN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-98.26%
-52.39%
ADVM
LEGN

Volatility

ADVM vs. LEGN - Volatility Comparison

Adverum Biotechnologies, Inc. (ADVM) has a higher volatility of 20.10% compared to Legend Biotech Corporation (LEGN) at 13.71%. This indicates that ADVM's price experiences larger fluctuations and is considered to be riskier than LEGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%SeptemberOctoberNovemberDecember2025February
20.10%
13.71%
ADVM
LEGN

Financials

ADVM vs. LEGN - Financials Comparison

This section allows you to compare key financial metrics between Adverum Biotechnologies, Inc. and Legend Biotech Corporation. 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
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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.

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