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AGIO vs. PFE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, AGIO achieves a 1.69% return, which is significantly lower than PFE's 5.18% return. Over the past 10 years, AGIO has underperformed PFE with an annualized return of -6.94%, while PFE has yielded a comparatively higher 1.85% annualized return.


AGIO

1D
4.41%
1M
0.44%
YTD
1.69%
6M
0.69%
1Y
-17.05%
3Y*
2.04%
5Y*
-13.63%
10Y*
-6.94%

PFE

1D
-0.82%
1M
-2.06%
YTD
5.18%
6M
2.42%
1Y
16.11%
3Y*
-7.32%
5Y*
-3.51%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGIO vs. PFE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGIO
Agios Pharmaceuticals, Inc.
1.69%-17.16%47.55%-20.69%-14.57%-24.14%-9.26%3.56%-19.35%37.00%
PFE
Pfizer Inc.
5.18%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%

Correlation

The correlation between AGIO and PFE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.24

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2013

0.25

Fundamentals

Market Cap

AGIO:

$1.63B

PFE:

$145.22B

EPS

AGIO:

-$7.25

PFE:

$1.31

PS Ratio

AGIO:

24.43

PFE:

2.28

PB Ratio

AGIO:

1.47

PFE:

1.61

Total Revenue (TTM)

AGIO:

$66.05M

PFE:

$63.32B

Gross Profit (TTM)

AGIO:

$59.47M

PFE:

$43.91B

EBITDA (TTM)

AGIO:

-$443.16M

PFE:

$16.94B

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Return for Risk

AGIO vs. PFE — Risk / Return Rank

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

AGIO
AGIO Risk / Return Rank: 3333
Overall Rank
AGIO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AGIO Sortino Ratio Rank: 3737
Sortino Ratio Rank
AGIO Omega Ratio Rank: 4040
Omega Ratio Rank
AGIO Calmar Ratio Rank: 2929
Calmar Ratio Rank
AGIO Martin Ratio Rank: 2929
Martin Ratio Rank

PFE
PFE Risk / Return Rank: 6161
Overall Rank
PFE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 5757
Sortino Ratio Rank
PFE Omega Ratio Rank: 5555
Omega Ratio Rank
PFE Calmar Ratio Rank: 6767
Calmar Ratio Rank
PFE Martin Ratio Rank: 6565
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.

AGIO vs. PFE - Risk-Adjusted Trends 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.


AGIOPFEDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.06

1.14

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.34

1.41

-1.75

Martin ratioReturn relative to average drawdown

-0.61

2.91

-3.52

AGIO vs. PFE - Sharpe Ratio Comparison

The current AGIO Sharpe Ratio is -0.23, which is lower than the PFE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of AGIO and PFE, 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


AGIOPFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.68

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.14

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.08

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.23

-0.25

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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Drawdown Indicators


AGIOPFEDifference

Max Drawdown

Largest peak-to-trough decline

-87.36%

-58.96%

-28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-50.89%

-11.47%

-39.42%

Max Drawdown (3Y)

Largest decline over 3 years

-63.76%

-40.75%

-23.01%

Max Drawdown (5Y)

Largest decline over 5 years

-72.16%

-58.96%

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-82.86%

-58.96%

-23.90%

Current Drawdown

Current decline from peak

-79.50%

-47.49%

-32.01%

Average Drawdown

Average peak-to-trough decline

-58.83%

-17.68%

-41.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.03%

5.54%

+22.49%

Volatility

AGIO vs. PFE - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 12.75% compared to Pfizer Inc. (PFE) at 4.07%. 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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Volatility by Period


AGIOPFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.75%

4.07%

+8.68%

Volatility (6M)

Calculated over the trailing 6-month period

43.78%

14.64%

+29.14%

Volatility (1Y)

Calculated over the trailing 1-year period

74.57%

23.85%

+50.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.80%

25.49%

+33.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.23%

23.88%

+33.35%

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 6.79%.


PositionTTM20252024202320222021202020192018201720162015
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.
6.79%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

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


0.005.00B10.00B15.00B20.00B25.00B20222023202420252026
20.75M
14.45B
(AGIO) Total Revenue
(PFE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AGIO and PFE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGIO has higher volatility (12.75%) compared to PFE (4.07%). In terms of maximum drawdown, AGIO dropped -87.36% vs PFE's -58.96%.

PFE currently has the higher Sharpe Ratio (0.68 vs -0.23), 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 AGIO and PFE

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