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AGIO vs. MO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

AGIO vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agios Pharmaceuticals, Inc. (AGIO) and undefined (MO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%OctoberNovemberDecember2025FebruaryMarch
3.52%
231.29%
AGIO
MO

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Risk-Adjusted Performance

AGIO vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agios Pharmaceuticals, Inc. (AGIO) and undefined (undefined). 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 AGIO, currently valued at 0.06, compared to the broader market-3.00-2.00-1.000.001.002.003.000.063.14
The chart of Sortino ratio for AGIO, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.534.42
The chart of Omega ratio for AGIO, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.58
The chart of Calmar ratio for AGIO, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.000.043.76
The chart of Martin ratio for AGIO, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.0025.000.1413.24
AGIO
MO


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.06
3.14
AGIO
MO

Drawdowns

AGIO vs. MO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-76.02%
0
AGIO
MO

Volatility

AGIO vs. MO - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 12.22% compared to undefined (MO) at 5.94%. This indicates that AGIO's price experiences larger fluctuations and is considered to be riskier than MO 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%OctoberNovemberDecember2025FebruaryMarch
12.22%
5.94%
AGIO
MO
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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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