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AMSC vs. ANAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMSC vs. ANAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Superconductor Corporation (AMSC) and AnaptysBio, Inc. (ANAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMSC achieves a 50.59% return, which is significantly lower than ANAB's 58.91% return.


AMSC

1D
2.36%
1M
-21.47%
YTD
50.59%
6M
33.52%
1Y
37.67%
3Y*
91.72%
5Y*
22.07%
10Y*
17.27%

ANAB

1D
1.97%
1M
-25.92%
YTD
58.91%
6M
73.08%
1Y
225.06%
3Y*
60.31%
5Y*
26.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMSC vs. ANAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMSC
American Superconductor Corporation
50.59%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-49.65%
ANAB
AnaptysBio, Inc.
58.91%266.16%-38.19%-30.88%-10.82%61.63%32.31%-74.53%-36.67%492.47%

Correlation

The correlation between AMSC and ANAB is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2017

0.23

Fundamentals

Market Cap

AMSC:

$2.03B

ANAB:

$1.47B

EPS

AMSC:

$3.05

ANAB:

-$0.91

PS Ratio

AMSC:

6.36

ANAB:

6.51

PB Ratio

AMSC:

3.65

ANAB:

115.60

Total Revenue (TTM)

AMSC:

$299.15M

ANAB:

$232.39M

Gross Profit (TTM)

AMSC:

$91.38M

ANAB:

$245.59M

EBITDA (TTM)

AMSC:

$19.29M

ANAB:

$52.72M

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Return for Risk

AMSC vs. ANAB — Risk / Return Rank

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

AMSC
AMSC Risk / Return Rank: 5858
Overall Rank
AMSC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 5959
Sortino Ratio Rank
AMSC Omega Ratio Rank: 6161
Omega Ratio Rank
AMSC Calmar Ratio Rank: 5757
Calmar Ratio Rank
AMSC Martin Ratio Rank: 5353
Martin Ratio Rank

ANAB
ANAB Risk / Return Rank: 9595
Overall Rank
ANAB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ANAB Sortino Ratio Rank: 9494
Sortino Ratio Rank
ANAB Omega Ratio Rank: 9393
Omega Ratio Rank
ANAB Calmar Ratio Rank: 9696
Calmar Ratio Rank
ANAB Martin Ratio Rank: 9696
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.

AMSC vs. ANAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Superconductor Corporation (AMSC) and AnaptysBio, Inc. (ANAB). 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.


AMSCANABDifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.16

1.49

-0.33

Calmar ratioReturn relative to maximum drawdown

0.62

8.05

-7.43

Martin ratioReturn relative to average drawdown

1.05

20.07

-19.02

AMSC vs. ANAB - Sharpe Ratio Comparison

The current AMSC Sharpe Ratio is 0.44, which is lower than the ANAB Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of AMSC and ANAB, 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


AMSCANABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

3.29

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.40

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.23

-0.27

Drawdowns

AMSC vs. ANAB - Drawdown Comparison

The maximum AMSC drawdown since its inception was -99.57%, which is greater than ANAB's maximum drawdown of -92.08%. Use the drawdown chart below to compare losses from any high point for AMSC and ANAB.


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Drawdown Indicators


AMSCANABDifference

Max Drawdown

Largest peak-to-trough decline

-99.57%

-92.08%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-61.08%

-28.15%

-32.93%

Max Drawdown (3Y)

Largest decline over 3 years

-63.86%

-69.32%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-82.94%

-69.32%

-13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-93.74%

-40.07%

-53.67%

Average Drawdown

Average peak-to-trough decline

-75.76%

-64.71%

-11.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.14%

11.27%

+24.87%

Volatility

AMSC vs. ANAB - Volatility Comparison

American Superconductor Corporation (AMSC) has a higher volatility of 21.83% compared to AnaptysBio, Inc. (ANAB) at 12.10%. This indicates that AMSC's price experiences larger fluctuations and is considered to be riskier than ANAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMSCANABDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.83%

12.10%

+9.73%

Volatility (6M)

Calculated over the trailing 6-month period

53.09%

46.22%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

85.36%

68.91%

+16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.23%

65.30%

+21.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.09%

75.47%

+3.62%

Dividends

AMSC vs. ANAB - Dividend Comparison

Neither AMSC nor ANAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AMSC vs. ANAB - Financials Comparison

This section allows you to compare key financial metrics between American Superconductor Corporation and AnaptysBio, 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


0.0020.00M40.00M60.00M80.00M100.00M20222023202420252026
86.41M
25.56M
(AMSC) Total Revenue
(ANAB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AMSC and ANAB have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (21.83%) compared to ANAB (12.10%). In terms of maximum drawdown, AMSC dropped -99.57% vs ANAB's -92.08%.

ANAB currently has the higher Sharpe Ratio (3.29 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for AMSC and ANAB

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