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AGIO vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGIO and PFE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AGIO vs. PFE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AGIO:

-0.26

PFE:

-0.46

Sortino Ratio

AGIO:

-0.08

PFE:

-0.52

Omega Ratio

AGIO:

0.99

PFE:

0.94

Calmar Ratio

AGIO:

-0.21

PFE:

-0.19

Martin Ratio

AGIO:

-0.51

PFE:

-0.80

Ulcer Index

AGIO:

33.63%

PFE:

14.30%

Daily Std Dev

AGIO:

56.36%

PFE:

24.17%

Max Drawdown

AGIO:

-87.36%

PFE:

-58.96%

Current Drawdown

AGIO:

-76.23%

PFE:

-54.50%

Fundamentals

Market Cap

AGIO:

$1.86B

PFE:

$133.55B

EPS

AGIO:

$11.63

PFE:

$1.38

PE Ratio

AGIO:

2.76

PFE:

17.02

PEG Ratio

AGIO:

0.00

PFE:

0.60

PS Ratio

AGIO:

50.18

PFE:

2.14

PB Ratio

AGIO:

1.26

PFE:

1.48

Total Revenue (TTM)

AGIO:

$37.04M

PFE:

$62.46B

Gross Profit (TTM)

AGIO:

$30.82M

PFE:

$42.09B

EBITDA (TTM)

AGIO:

-$437.33M

PFE:

$17.24B

Returns By Period

In the year-to-date period, AGIO achieves a -2.34% return, which is significantly higher than PFE's -8.28% return. Over the past 10 years, AGIO has underperformed PFE with an annualized return of -12.62%, while PFE has yielded a comparatively higher 0.81% annualized return.


AGIO

YTD

-2.34%

1M

3.72%

6M

-45.97%

1Y

-11.70%

3Y*

18.12%

5Y*

-9.11%

10Y*

-12.62%

PFE

YTD

-8.28%

1M

0.03%

6M

-7.16%

1Y

-12.56%

3Y*

-19.73%

5Y*

-4.00%

10Y*

0.81%

*Annualized

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Agios Pharmaceuticals, Inc.

Pfizer Inc.

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Risk-Adjusted Performance

AGIO vs. PFE — Risk-Adjusted Performance Rank

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

AGIO
The Risk-Adjusted Performance Rank of AGIO is 3636
Overall Rank
The Sharpe Ratio Rank of AGIO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of AGIO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of AGIO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AGIO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AGIO is 4040
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 2828
Overall Rank
The Sharpe Ratio Rank of PFE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 3333
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.

AGIO vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agios Pharmaceuticals, Inc. (AGIO) and Pfizer Inc. (PFE). 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.


The current AGIO Sharpe Ratio is -0.26, which is higher than the PFE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of AGIO and PFE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGIO vs. PFE - Dividend Comparison

AGIO has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 7.24%.


TTM20242023202220212020201920182017201620152014
AGIO
Agios Pharmaceuticals, 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%
PFE
Pfizer Inc.
7.24%6.33%5.70%3.12%2.64%3.91%3.67%3.11%3.53%3.69%3.46%3.33%

Drawdowns

AGIO vs. PFE - Drawdown Comparison

The maximum AGIO drawdown since its inception was -87.36%, which is greater than PFE's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for AGIO and PFE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGIO vs. PFE - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 12.50% compared to Pfizer Inc. (PFE) at 9.18%. This indicates that AGIO's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AGIO vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between Agios Pharmaceuticals, Inc. and Pfizer Inc.. 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
8.73M
13.72B
(AGIO) Total Revenue
(PFE) Total Revenue
Values in USD except per share items