AGEN vs. ETHSX
Compare and contrast key facts about Agenus Inc. (AGEN) and Eaton Vance Worldwide Health Sciences Fund (ETHSX).
ETHSX is managed by Eaton Vance. It was launched on Jul 25, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGEN or ETHSX.
Key characteristics
| AGEN | ETHSX | |
|---|---|---|
| YTD Return | -68.90% | 19.82% |
| 1Y Return | -81.34% | 22.18% |
| 3Y Return (Ann) | -65.19% | 6.11% |
| 5Y Return (Ann) | -38.12% | 12.27% |
| 10Y Return (Ann) | -22.11% | 9.24% |
| Sharpe Ratio | -0.65 | 1.80 |
| Daily Std Dev | 125.55% | 11.60% |
| Max Drawdown | -99.94% | -87.40% |
| Current Drawdown | -99.93% | 0.00% |
Correlation
The correlation between AGEN and ETHSX is 0.36, 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.
Performance
AGEN vs. ETHSX - Performance Comparison
In the year-to-date period, AGEN achieves a -68.90% return, which is significantly lower than ETHSX's 19.82% return. Over the past 10 years, AGEN has underperformed ETHSX with an annualized return of -22.11%, while ETHSX has yielded a comparatively higher 9.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGEN vs. ETHSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agenus Inc. (AGEN) and Eaton Vance Worldwide Health Sciences Fund (ETHSX). 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.
Dividends
AGEN vs. ETHSX - Dividend Comparison
AGEN has not paid dividends to shareholders, while ETHSX's dividend yield for the trailing twelve months is around 2.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGEN Agenus Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETHSX Eaton Vance Worldwide Health Sciences Fund | 2.07% | 2.48% | 4.43% | 8.25% | 7.33% | 5.39% | 5.51% | 2.82% | 12.75% | 9.70% | 16.47% | 12.76% |
Drawdowns
AGEN vs. ETHSX - Drawdown Comparison
The maximum AGEN drawdown since its inception was -99.94%, which is greater than ETHSX's maximum drawdown of -87.40%. Use the drawdown chart below to compare losses from any high point for AGEN and ETHSX. For additional features, visit the drawdowns tool.
Volatility
AGEN vs. ETHSX - Volatility Comparison
Agenus Inc. (AGEN) has a higher volatility of 25.67% compared to Eaton Vance Worldwide Health Sciences Fund (ETHSX) at 4.63%. This indicates that AGEN's price experiences larger fluctuations and is considered to be riskier than ETHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.