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AMPH vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMPH and MRNA is 0.14, 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.


-0.50.00.51.00.1

Performance

AMPH vs. MRNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphastar Pharmaceuticals, Inc. (AMPH) and Moderna, Inc. (MRNA). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
77.99%
111.77%
AMPH
MRNA

Key characteristics

Sharpe Ratio

AMPH:

-0.85

MRNA:

-0.89

Sortino Ratio

AMPH:

-1.09

MRNA:

-1.33

Omega Ratio

AMPH:

0.86

MRNA:

0.84

Calmar Ratio

AMPH:

-0.77

MRNA:

-0.59

Martin Ratio

AMPH:

-1.15

MRNA:

-1.28

Ulcer Index

AMPH:

28.73%

MRNA:

42.36%

Daily Std Dev

AMPH:

38.99%

MRNA:

60.82%

Max Drawdown

AMPH:

-49.92%

MRNA:

-92.39%

Current Drawdown

AMPH:

-39.78%

MRNA:

-91.87%

Fundamentals

Market Cap

AMPH:

$1.96B

MRNA:

$15.69B

EPS

AMPH:

$3.01

MRNA:

-$5.81

PEG Ratio

AMPH:

2.77

MRNA:

0.00

Total Revenue (TTM)

AMPH:

$721.15M

MRNA:

$5.08B

Gross Profit (TTM)

AMPH:

$374.85M

MRNA:

$3.35B

EBITDA (TTM)

AMPH:

$267.92M

MRNA:

-$2.07B

Returns By Period

In the year-to-date period, AMPH achieves a -36.72% return, which is significantly higher than MRNA's -60.39% return.


AMPH

YTD

-36.72%

1M

-11.23%

6M

-3.24%

1Y

-34.72%

5Y*

14.84%

10Y*

12.74%

MRNA

YTD

-60.39%

1M

6.63%

6M

-70.47%

1Y

-56.79%

5Y*

14.74%

10Y*

N/A

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Risk-Adjusted Performance

AMPH vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphastar Pharmaceuticals, Inc. (AMPH) and Moderna, Inc. (MRNA). 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 AMPH, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.85-0.89
The chart of Sortino ratio for AMPH, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.09-1.33
The chart of Omega ratio for AMPH, currently valued at 0.86, compared to the broader market0.501.001.502.000.860.84
The chart of Calmar ratio for AMPH, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.77-0.59
The chart of Martin ratio for AMPH, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.15-1.28
AMPH
MRNA

The current AMPH Sharpe Ratio is -0.85, which is comparable to the MRNA Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of AMPH and MRNA, 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-1.00-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.85
-0.89
AMPH
MRNA

Dividends

AMPH vs. MRNA - Dividend Comparison

Neither AMPH nor MRNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMPH vs. MRNA - Drawdown Comparison

The maximum AMPH drawdown since its inception was -49.92%, smaller than the maximum MRNA drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for AMPH and MRNA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-39.78%
-91.87%
AMPH
MRNA

Volatility

AMPH vs. MRNA - Volatility Comparison

The current volatility for Amphastar Pharmaceuticals, Inc. (AMPH) is 8.86%, while Moderna, Inc. (MRNA) has a volatility of 18.86%. This indicates that AMPH experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.86%
18.86%
AMPH
MRNA

Financials

AMPH vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between Amphastar Pharmaceuticals, Inc. and Moderna, 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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