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ALZN vs. SAVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALZN and SAVA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ALZN vs. SAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alzamend Neuro, Inc. (ALZN) and Cassava Sciences, Inc. (SAVA). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-66.67%
-91.29%
ALZN
SAVA

Key characteristics

Sharpe Ratio

ALZN:

-0.42

SAVA:

-0.63

Sortino Ratio

ALZN:

-1.15

SAVA:

-0.51

Omega Ratio

ALZN:

0.86

SAVA:

0.91

Calmar Ratio

ALZN:

-0.88

SAVA:

-0.90

Martin Ratio

ALZN:

-1.23

SAVA:

-1.79

Ulcer Index

ALZN:

71.59%

SAVA:

49.62%

Daily Std Dev

ALZN:

208.67%

SAVA:

139.80%

Max Drawdown

ALZN:

-99.95%

SAVA:

-99.18%

Current Drawdown

ALZN:

-99.95%

SAVA:

-98.00%

Fundamentals

Market Cap

ALZN:

$5.49M

SAVA:

$133.75M

EPS

ALZN:

-$138.31

SAVA:

-$1.38

Total Revenue (TTM)

ALZN:

$76.11K

SAVA:

$0.00

Gross Profit (TTM)

ALZN:

$50.74K

SAVA:

-$611.00K

EBITDA (TTM)

ALZN:

-$3.13M

SAVA:

-$112.18M

Returns By Period

In the year-to-date period, ALZN achieves a -12.07% return, which is significantly lower than SAVA's 14.41% return.


ALZN

YTD

-12.07%

1M

-14.29%

6M

-69.91%

1Y

-88.21%

5Y*

N/A

10Y*

N/A

SAVA

YTD

14.41%

1M

3.05%

6M

-90.95%

1Y

-87.81%

5Y*

-18.79%

10Y*

-14.99%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ALZN vs. SAVA — Risk-Adjusted Performance Rank

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

ALZN
The Risk-Adjusted Performance Rank of ALZN is 1212
Overall Rank
The Sharpe Ratio Rank of ALZN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ALZN is 88
Sortino Ratio Rank
The Omega Ratio Rank of ALZN is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ALZN is 33
Calmar Ratio Rank
The Martin Ratio Rank of ALZN is 1414
Martin Ratio Rank

SAVA
The Risk-Adjusted Performance Rank of SAVA is 1111
Overall Rank
The Sharpe Ratio Rank of SAVA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SAVA is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SAVA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SAVA is 22
Calmar Ratio Rank
The Martin Ratio Rank of SAVA is 22
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.

ALZN vs. SAVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alzamend Neuro, Inc. (ALZN) and Cassava Sciences, Inc. (SAVA). 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 ALZN, currently valued at -0.42, compared to the broader market-2.000.002.00-0.42-0.63
The chart of Sortino ratio for ALZN, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.006.00-1.15-0.51
The chart of Omega ratio for ALZN, currently valued at 0.86, compared to the broader market0.501.001.502.000.860.91
The chart of Calmar ratio for ALZN, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.88-0.90
The chart of Martin ratio for ALZN, currently valued at -1.23, compared to the broader market-10.000.0010.0020.0030.00-1.23-1.79
ALZN
SAVA

The current ALZN Sharpe Ratio is -0.42, which is higher than the SAVA Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of ALZN and SAVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.42
-0.63
ALZN
SAVA

Dividends

ALZN vs. SAVA - Dividend Comparison

Neither ALZN nor SAVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALZN vs. SAVA - Drawdown Comparison

The maximum ALZN drawdown since its inception was -99.95%, roughly equal to the maximum SAVA drawdown of -99.18%. Use the drawdown chart below to compare losses from any high point for ALZN and SAVA. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%SeptemberOctoberNovemberDecember2025February
-99.95%
-98.00%
ALZN
SAVA

Volatility

ALZN vs. SAVA - Volatility Comparison

The current volatility for Alzamend Neuro, Inc. (ALZN) is 10.47%, while Cassava Sciences, Inc. (SAVA) has a volatility of 14.49%. This indicates that ALZN experiences smaller price fluctuations and is considered to be less risky than SAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
10.47%
14.49%
ALZN
SAVA

Financials

ALZN vs. SAVA - Financials Comparison

This section allows you to compare key financial metrics between Alzamend Neuro, Inc. and Cassava Sciences, 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


Values in USD except per share items
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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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