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ALKS vs. DFTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALKS vs. DFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alkermes plc (ALKS) and Definium Therapeutics, Inc (DFTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALKS achieves a 52.82% return, which is significantly lower than DFTX's 76.18% return.


ALKS

1D
3.48%
1M
25.14%
YTD
52.82%
6M
44.80%
1Y
36.74%
3Y*
13.16%
5Y*
13.13%
10Y*
-0.52%

DFTX

1D
3.19%
1M
8.46%
YTD
76.18%
6M
97.57%
1Y
206.76%
3Y*
89.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALKS vs. DFTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALKS
Alkermes plc
52.82%-2.71%3.68%6.16%-15.44%
DFTX
Definium Therapeutics, Inc
76.18%92.39%90.16%66.36%-76.86%

Correlation

The correlation between ALKS and DFTX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2022

0.19

Fundamentals

Market Cap

ALKS:

$7.11B

DFTX:

$2.57B

EPS

ALKS:

$0.91

DFTX:

-$2.57

PB Ratio

ALKS:

4.06

DFTX:

9.20

Total Revenue (TTM)

ALKS:

$1.56B

DFTX:

$0.00

Gross Profit (TTM)

ALKS:

$1.02B

DFTX:

$0.00

EBITDA (TTM)

ALKS:

$249.70M

DFTX:

-$206.36M

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Return for Risk

ALKS vs. DFTX — Risk / Return Rank

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

ALKS
ALKS Risk / Return Rank: 6868
Overall Rank
ALKS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ALKS Sortino Ratio Rank: 6767
Sortino Ratio Rank
ALKS Omega Ratio Rank: 6464
Omega Ratio Rank
ALKS Calmar Ratio Rank: 7171
Calmar Ratio Rank
ALKS Martin Ratio Rank: 6868
Martin Ratio Rank

DFTX
DFTX Risk / Return Rank: 9494
Overall Rank
DFTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DFTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DFTX Omega Ratio Rank: 8989
Omega Ratio Rank
DFTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DFTX Martin Ratio Rank: 9797
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.

ALKS vs. DFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) and Definium Therapeutics, Inc (DFTX). 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.


ALKSDFTXDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

1.66

8.40

-6.73

Martin ratioReturn relative to average drawdown

3.50

24.79

-21.30

ALKS vs. DFTX - Sharpe Ratio Comparison

The current ALKS Sharpe Ratio is 0.91, which is lower than the DFTX Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of ALKS and DFTX, 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


ALKSDFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

3.37

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.31

-0.22

Drawdowns

ALKS vs. DFTX - Drawdown Comparison

The maximum ALKS drawdown since its inception was -96.14%, which is greater than DFTX's maximum drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for ALKS and DFTX.


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Drawdown Indicators


ALKSDFTXDifference

Max Drawdown

Largest peak-to-trough decline

-96.14%

-86.01%

-10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-22.20%

-24.79%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-31.58%

-58.38%

+26.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

Max Drawdown (10Y)

Largest decline over 10 years

-80.58%

Current Drawdown

Current decline from peak

-56.39%

-2.48%

-53.91%

Average Drawdown

Average peak-to-trough decline

-67.25%

-51.59%

-15.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

8.38%

+2.16%

Volatility

ALKS vs. DFTX - Volatility Comparison

The current volatility for Alkermes plc (ALKS) is 13.20%, while Definium Therapeutics, Inc (DFTX) has a volatility of 15.93%. This indicates that ALKS experiences smaller price fluctuations and is considered to be less risky than DFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALKSDFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.20%

15.93%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

30.12%

38.84%

-8.72%

Volatility (1Y)

Calculated over the trailing 1-year period

40.64%

61.78%

-21.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.32%

84.08%

-46.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.29%

84.08%

-42.79%

Dividends

ALKS vs. DFTX - Dividend Comparison

Neither ALKS nor DFTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ALKS vs. DFTX - Financials Comparison

This section allows you to compare key financial metrics between Alkermes plc and Definium Therapeutics, 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
392.91M
0
(ALKS) Total Revenue
(DFTX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ALKS and DFTX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFTX has higher volatility (15.93%) compared to ALKS (13.20%). In terms of maximum drawdown, ALKS dropped -96.14% vs DFTX's -86.01%.

DFTX currently has the higher Sharpe Ratio (3.37 vs 0.91), 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 ALKS and DFTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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