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AMGN vs. NVAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMGN and NVAX is 0.21, 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

AMGN vs. NVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amgen Inc. (AMGN) and Novavax, Inc. (NVAX). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,874.30%
-88.82%
AMGN
NVAX

Key characteristics

Sharpe Ratio

AMGN:

0.16

NVAX:

0.42

Sortino Ratio

AMGN:

0.42

NVAX:

2.06

Omega Ratio

AMGN:

1.06

NVAX:

1.25

Calmar Ratio

AMGN:

0.23

NVAX:

0.61

Martin Ratio

AMGN:

0.50

NVAX:

1.74

Ulcer Index

AMGN:

8.54%

NVAX:

34.69%

Daily Std Dev

AMGN:

25.83%

NVAX:

142.89%

Max Drawdown

AMGN:

-78.04%

NVAX:

-98.82%

Current Drawdown

AMGN:

-18.56%

NVAX:

-97.21%

Fundamentals

Market Cap

AMGN:

$149.57B

NVAX:

$1.33B

EPS

AMGN:

$7.82

NVAX:

-$2.18

PEG Ratio

AMGN:

1.97

NVAX:

0.00

Total Revenue (TTM)

AMGN:

$32.43B

NVAX:

$885.19M

Gross Profit (TTM)

AMGN:

$19.57B

NVAX:

$590.85M

EBITDA (TTM)

AMGN:

$13.05B

NVAX:

-$216.36M

Returns By Period

In the year-to-date period, AMGN achieves a -2.50% return, which is significantly lower than NVAX's 86.25% return. Over the past 10 years, AMGN has outperformed NVAX with an annualized return of 8.14%, while NVAX has yielded a comparatively lower -22.84% annualized return.


AMGN

YTD

-2.50%

1M

-15.53%

6M

-9.29%

1Y

4.35%

5Y (annualized)

6.33%

10Y (annualized)

8.14%

NVAX

YTD

86.25%

1M

0.34%

6M

-50.80%

1Y

60.50%

5Y (annualized)

16.53%

10Y (annualized)

-22.84%

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Risk-Adjusted Performance

AMGN vs. NVAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and Novavax, Inc. (NVAX). 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 AMGN, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.160.42
The chart of Sortino ratio for AMGN, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.422.06
The chart of Omega ratio for AMGN, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.25
The chart of Calmar ratio for AMGN, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.61
The chart of Martin ratio for AMGN, currently valued at 0.50, compared to the broader market0.0010.0020.0030.000.501.74
AMGN
NVAX

The current AMGN Sharpe Ratio is 0.16, which is lower than the NVAX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of AMGN and NVAX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.16
0.42
AMGN
NVAX

Dividends

AMGN vs. NVAX - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 3.30%, while NVAX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AMGN
Amgen Inc.
3.30%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
NVAX
Novavax, 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%

Drawdowns

AMGN vs. NVAX - Drawdown Comparison

The maximum AMGN drawdown since its inception was -78.04%, smaller than the maximum NVAX drawdown of -98.82%. Use the drawdown chart below to compare losses from any high point for AMGN and NVAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.56%
-97.21%
AMGN
NVAX

Volatility

AMGN vs. NVAX - Volatility Comparison

The current volatility for Amgen Inc. (AMGN) is 10.72%, while Novavax, Inc. (NVAX) has a volatility of 22.25%. This indicates that AMGN experiences smaller price fluctuations and is considered to be less risky than NVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
10.72%
22.25%
AMGN
NVAX

Financials

AMGN vs. NVAX - Financials Comparison

This section allows you to compare key financial metrics between Amgen Inc. and Novavax, 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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