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ADVM vs. URGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ADVM vs. URGN - Performance Comparison

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

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Returns By Period


ADVM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
4.56%
1Y
73.71%
3Y*
-28.84%
5Y*
-33.53%
10Y*
-20.75%

URGN

1D
0.23%
1M
14.21%
YTD
13.58%
6M
9.24%
1Y
432.00%
3Y*
39.78%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADVM vs. URGN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADVM
Adverum Biotechnologies, Inc.
0.00%-6.64%-37.96%29.91%-67.07%-83.76%-5.90%265.71%-10.00%22.81%
URGN
UroGen Pharma Ltd.
13.58%119.91%-29.00%69.11%-6.73%-47.23%-46.00%-22.50%15.72%166.17%

Correlation

The correlation between ADVM and URGN is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since May 5, 2017

0.25

The correlation between ADVM and URGN shifts across timeframes, from 0.08 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ADVM:

$102.40M

URGN:

$1.33B

EPS

ADVM:

-$9.19

URGN:

-$2.73

Total Revenue (TTM)

ADVM:

$0.00

URGN:

$140.49M

Gross Profit (TTM)

ADVM:

-$465.00K

URGN:

$126.24M

EBITDA (TTM)

ADVM:

-$205.45M

URGN:

-$117.04M

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Return for Risk

ADVM vs. URGN — Risk / Return Rank

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

ADVM
ADVM Risk / Return Rank: 8282
Overall Rank
ADVM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ADVM Sortino Ratio Rank: 8282
Sortino Ratio Rank
ADVM Omega Ratio Rank: 8585
Omega Ratio Rank
ADVM Calmar Ratio Rank: 8585
Calmar Ratio Rank
ADVM Martin Ratio Rank: 7777
Martin Ratio Rank

URGN
URGN Risk / Return Rank: 9797
Overall Rank
URGN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
URGN Sortino Ratio Rank: 9898
Sortino Ratio Rank
URGN Omega Ratio Rank: 9595
Omega Ratio Rank
URGN Calmar Ratio Rank: 9797
Calmar Ratio Rank
URGN Martin Ratio Rank: 9696
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.

ADVM vs. URGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adverum Biotechnologies, Inc. (ADVM) and UroGen Pharma Ltd. (URGN). 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.


ADVMURGNDifference
Sharpe ratioReturn per unit of total volatility

-3.07

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.36

1.59

-0.23

Calmar ratioReturn relative to maximum drawdown

3.40

10.32

-6.91

Martin ratioReturn relative to average drawdown

5.48

21.43

-15.95

ADVM vs. URGN - Sharpe Ratio Comparison

The current ADVM Sharpe Ratio is 1.38, which is lower than the URGN Sharpe Ratio of 4.45. The chart below compares the historical Sharpe Ratios of ADVM and URGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ADVMURGNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

4.45

-3.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.09

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.09

-0.41

Drawdowns

ADVM vs. URGN - Drawdown Comparison

The maximum ADVM drawdown since its inception was -99.20%, which is greater than URGN's maximum drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for ADVM and URGN.


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Drawdown Indicators


ADVMURGNDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-93.98%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-27.61%

-42.22%

+14.61%

Max Drawdown (3Y)

Largest decline over 3 years

-92.70%

-82.64%

-10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-94.63%

-82.64%

-11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-99.20%

Current Drawdown

Current decline from peak

-98.30%

-59.28%

-39.02%

Average Drawdown

Average peak-to-trough decline

-69.72%

-61.55%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.54%

20.28%

+5.26%

Volatility

ADVM vs. URGN - Volatility Comparison

The current volatility for Adverum Biotechnologies, Inc. (ADVM) is 0.00%, while UroGen Pharma Ltd. (URGN) has a volatility of 20.26%. This indicates that ADVM experiences smaller price fluctuations and is considered to be less risky than URGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADVMURGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

20.26%

-20.26%

Volatility (6M)

Calculated over the trailing 6-month period

26.29%

46.53%

-20.24%

Volatility (1Y)

Calculated over the trailing 1-year period

68.06%

97.85%

-29.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.85%

91.53%

-14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.33%

79.56%

+1.77%

Dividends

ADVM vs. URGN - Dividend Comparison

Neither ADVM nor URGN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ADVM vs. URGN - Financials Comparison

This section allows you to compare key financial metrics between Adverum Biotechnologies, Inc. and UroGen Pharma 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


0.0010.00M20.00M30.00M40.00M50.00M202220232024202520260
50.96M
(ADVM) Total Revenue
(URGN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ADVM and URGN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URGN has higher volatility (20.26%) compared to ADVM (0.00%). In terms of maximum drawdown, ADVM dropped -99.20% vs URGN's -93.98%.

URGN currently has the higher Sharpe Ratio (4.45 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ADVM and URGN

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