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AMLX vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMLX vs. STIP

Last updated Jun 4, 2026

AMLX (Amylyx Pharmaceuticals, Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 3 years, AMLX returned -19.37%/yr vs 5.23%/yr for STIP. At a 0.07 correlation, their price movements are largely independent.

Performance

AMLX vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amylyx Pharmaceuticals, Inc. (AMLX) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMLX achieves a 9.27% return, which is significantly higher than STIP's 2.04% return.

AMLX

1D
-0.68%
1M
-19.81%
YTD
9.27%
6M
-7.11%
1Y
157.81%
3Y*
-19.37%
5Y*
—
10Y*
—

STIP

1D
0.00%
1M
0.03%
YTD
2.04%
6M
2.03%
1Y
4.68%
3Y*
5.23%
5Y*
3.37%
10Y*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMLX vs. STIP - Yearly Performance Comparison

2026 (YTD)2025202420232022
AMLX
Amylyx Pharmaceuticals, Inc.		9.27%219.58%-74.32%-60.16%104.48%
STIP
iShares 0-5 Year TIPS Bond ETF		2.04%6.03%4.77%4.63%-2.31%

Correlation

The correlation between AMLX and STIP is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2022

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amylyx Pharmaceuticals, Inc.

iShares 0-5 Year TIPS Bond ETF

Often compared with AMLX:
AMLX vs. NUTXAMLX vs. DCTHAMLX vs. OWLTAMLX vs. SIFYAMLX vs. FTKAMLX vs. KTOSAMLX vs. SSRM
Often compared with STIP:
STIP vs. VTIPSTIP vs. TIPSTIP vs. SCHPSTIP vs. SCHOSTIP vs. BNDSTIP vs. SCHRSTIP vs. STPZ

Return for Risk

AMLX vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMLX
AMLX Risk / Return Rank: 8989
Overall Rank
AMLX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AMLX Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMLX Omega Ratio Rank: 8585
Omega Ratio Rank
AMLX Calmar Ratio Rank: 9191
Calmar Ratio Rank
AMLX Martin Ratio Rank: 8989
Martin Ratio Rank
STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9494
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
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.

AMLX vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amylyx Pharmaceuticals, Inc. (AMLX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.

AMLXSTIPDifference
Sharpe ratioReturn per unit of total volatility
2.37
3.23

-0.86

Sortino ratioReturn per unit of downside risk
3.20
5.59

-2.39

Omega ratioGain probability vs. loss probability

1.36

1.69

-0.33

Calmar ratioReturn relative to maximum drawdown

5.19

6.76

-1.58

Martin ratioReturn relative to average drawdown

11.73

26.37

-14.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMLX vs. STIP - Sharpe Ratio Comparison

The current AMLX Sharpe Ratio is 2.37, which is comparable to the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of AMLX and STIP, 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

AMLXSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

3.23

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.23

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.30

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.07

-1.15

Drawdowns

AMLX vs. STIP - Drawdown Comparison

The maximum AMLX drawdown since its inception was -96.04%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for AMLX and STIP.

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Drawdown Indicators

AMLXSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-96.04%

-5.50%

-90.54%

Max Drawdown (1Y)

Largest decline over 1 year

-30.61%

-0.69%

-29.92%

Max Drawdown (3Y)

Largest decline over 3 years

-93.83%

-0.95%

-92.88%

Max Drawdown (5Y)

Largest decline over 5 years

—

-5.50%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-5.50%

—

Current Drawdown

Current decline from peak

-67.75%

-0.03%

-67.72%

Average Drawdown

Average peak-to-trough decline

-59.36%

-0.99%

-58.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.52%

0.18%

+13.34%

Volatility

AMLX vs. STIP - Volatility Comparison

Amylyx Pharmaceuticals, Inc. (AMLX) has a higher volatility of 14.15% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that AMLX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMLXSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.15%

0.40%

+13.75%

Volatility (6M)

Calculated over the trailing 6-month period

41.86%

0.99%

+40.87%

Volatility (1Y)

Calculated over the trailing 1-year period

66.96%

1.46%

+65.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.49%

2.75%

+88.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.49%

2.45%

+89.04%

Dividends

AMLX vs. STIP - Dividend Comparison

AMLX has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.30%.

PositionTTM2025202420232022202120202019201820172016
AMLX
Amylyx Pharmaceuticals, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF		4.30%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions

AMLX and STIP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMLX has higher volatility (14.15%) compared to STIP (0.40%). In terms of maximum drawdown, AMLX dropped -96.04% vs STIP's -5.50%.

STIP currently has the higher Sharpe Ratio (3.23 vs 2.37), 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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