ALKS vs. VYGR
ALKS (Alkermes plc) and VYGR (Voyager Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, ALKS returned -0.52%/yr vs -12.32%/yr for VYGR. At a 0.33 correlation, their price movements are largely independent.
Performance
ALKS vs. VYGR - Performance Comparison
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Returns By Period
In the year-to-date period, ALKS achieves a 52.82% return, which is significantly higher than VYGR's -8.40% return. Over the past 10 years, ALKS has outperformed VYGR with an annualized return of -0.52%, while VYGR has yielded a comparatively lower -12.32% annualized 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%
VYGR
- 1D
- 0.28%
- 1M
- -7.22%
- YTD
- -8.40%
- 6M
- -14.89%
- 1Y
- 9.76%
- 3Y*
- -31.82%
- 5Y*
- -3.08%
- 10Y*
- -12.32%
ALKS vs. VYGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALKS Alkermes plc | 52.82% | -2.71% | 3.68% | 6.16% | 12.34% | 16.59% | -2.21% | -30.87% | -46.08% | -1.53% |
VYGR Voyager Therapeutics, Inc. | -8.40% | -30.69% | -32.82% | 38.36% | 125.09% | -62.10% | -48.75% | 48.40% | -43.37% | 30.30% |
Correlation
The correlation between ALKS and VYGR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2015 | 0.33 |
Fundamentals
ALKS:
$7.11B
VYGR:
$214.19M
ALKS:
$0.91
VYGR:
-$1.98
ALKS:
4.60
VYGR:
5.81
ALKS:
4.06
VYGR:
1.23
ALKS:
$1.56B
VYGR:
$36.49M
ALKS:
$1.02B
VYGR:
$33.90M
ALKS:
$249.70M
VYGR:
-$91.32M
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Return for Risk
ALKS vs. VYGR — Risk / Return Rank
ALKS
VYGR
ALKS vs. VYGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) and Voyager Therapeutics, Inc. (VYGR). 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.
| ALKS | VYGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.08 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.26 | +1.40 |
| Martin ratioReturn relative to average drawdown | 3.50 | 0.48 | +3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALKS | VYGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.15 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.04 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | -0.16 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | -0.18 | +0.28 |
Drawdowns
ALKS vs. VYGR - Drawdown Comparison
The maximum ALKS drawdown since its inception was -96.14%, roughly equal to the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for ALKS and VYGR.
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Drawdown Indicators
| ALKS | VYGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.14% | -92.11% | -4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -22.20% | -37.34% | +15.14% |
Max Drawdown (3Y)Largest decline over 3 years | -31.58% | -80.49% | +48.91% |
Max Drawdown (5Y)Largest decline over 5 years | -33.18% | -80.49% | +47.31% |
Max Drawdown (10Y)Largest decline over 10 years | -80.58% | -92.11% | +11.53% |
Current DrawdownCurrent decline from peak | -56.39% | -88.50% | +32.11% |
Average DrawdownAverage peak-to-trough decline | -67.25% | -66.87% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 20.45% | -9.91% |
Volatility
ALKS vs. VYGR - Volatility Comparison
The current volatility for Alkermes plc (ALKS) is 13.20%, while Voyager Therapeutics, Inc. (VYGR) has a volatility of 19.03%. This indicates that ALKS experiences smaller price fluctuations and is considered to be less risky than VYGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALKS | VYGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 19.03% | -5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 30.12% | 44.41% | -14.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.64% | 65.82% | -25.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.32% | 80.79% | -43.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.29% | 75.87% | -34.58% |
Dividends
ALKS vs. VYGR - Dividend Comparison
Neither ALKS nor VYGR has paid dividends to shareholders.
Financials
ALKS vs. VYGR - Financials Comparison
This section allows you to compare key financial metrics between Alkermes plc and Voyager 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ALKS and VYGR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (19.03%) compared to ALKS (13.20%). In terms of maximum drawdown, ALKS dropped -96.14% vs VYGR's -92.11%.
ALKS currently has the higher Sharpe Ratio (0.91 vs 0.15), 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.
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