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

Performance

ANAB vs. FTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ANAB achieves a 58.54% return, which is significantly higher than FTI's 52.69% return.


ANAB

1D
-0.04%
1M
-26.57%
YTD
58.54%
6M
75.64%
1Y
226.79%
3Y*
60.13%
5Y*
27.51%
10Y*

FTI

1D
-2.17%
1M
-8.87%
YTD
52.69%
6M
45.79%
1Y
114.38%
3Y*
67.09%
5Y*
46.11%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAB vs. FTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANAB
AnaptysBio, Inc.
58.54%266.16%-38.19%-30.88%-10.82%61.63%32.31%-74.53%-36.67%492.47%
FTI
TechnipFMC plc
52.69%54.90%44.78%66.07%105.91%-15.36%-55.23%12.09%-36.32%-10.74%

Correlation

The correlation between ANAB and FTI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.10

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

0.12

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

0.13

Fundamentals

Market Cap

ANAB:

$1.47B

FTI:

$27.85B

EPS

ANAB:

-$0.91

FTI:

$2.59

PS Ratio

ANAB:

6.50

FTI:

2.79

PB Ratio

ANAB:

115.33

FTI:

8.28

Total Revenue (TTM)

ANAB:

$232.39M

FTI:

$10.19B

Gross Profit (TTM)

ANAB:

$245.59M

FTI:

$2.75B

EBITDA (TTM)

ANAB:

$52.72M

FTI:

$1.13B

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Return for Risk

ANAB vs. FTI — Risk / Return Rank

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

ANAB
ANAB Risk / Return Rank: 9494
Overall Rank
ANAB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ANAB Sortino Ratio Rank: 9393
Sortino Ratio Rank
ANAB Omega Ratio Rank: 9292
Omega Ratio Rank
ANAB Calmar Ratio Rank: 9696
Calmar Ratio Rank
ANAB Martin Ratio Rank: 9696
Martin Ratio Rank

FTI
FTI Risk / Return Rank: 9696
Overall Rank
FTI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FTI Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTI Omega Ratio Rank: 9595
Omega Ratio Rank
FTI Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTI Martin Ratio Rank: 9797
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.

ANAB vs. FTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AnaptysBio, Inc. (ANAB) and TechnipFMC plc (FTI). 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.


ANABFTIDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.48

1.57

-0.09

Calmar ratioReturn relative to maximum drawdown

8.11

8.84

-0.73

Martin ratioReturn relative to average drawdown

20.93

25.58

-4.65

ANAB vs. FTI - Sharpe Ratio Comparison

The current ANAB Sharpe Ratio is 3.24, which is comparable to the FTI Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of ANAB and FTI, 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


ANABFTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

3.65

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.09

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.29

-0.06

Drawdowns

ANAB vs. FTI - Drawdown Comparison

The maximum ANAB drawdown since its inception was -92.08%, roughly equal to the maximum FTI drawdown of -91.74%. Use the drawdown chart below to compare losses from any high point for ANAB and FTI.


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Drawdown Indicators


ANABFTIDifference

Max Drawdown

Largest peak-to-trough decline

-92.08%

-91.74%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-28.15%

-13.01%

-15.14%

Max Drawdown (3Y)

Largest decline over 3 years

-69.32%

-28.94%

-40.38%

Max Drawdown (5Y)

Largest decline over 5 years

-69.32%

-47.36%

-21.96%

Max Drawdown (10Y)

Largest decline over 10 years

-85.71%

Current Drawdown

Current decline from peak

-40.21%

-11.69%

-28.52%

Average Drawdown

Average peak-to-trough decline

-64.74%

-33.95%

-30.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.92%

4.49%

+6.43%

Volatility

ANAB vs. FTI - Volatility Comparison

AnaptysBio, Inc. (ANAB) has a higher volatility of 11.47% compared to TechnipFMC plc (FTI) at 9.75%. This indicates that ANAB's price experiences larger fluctuations and is considered to be riskier than FTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANABFTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

9.75%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

46.57%

21.81%

+24.76%

Volatility (1Y)

Calculated over the trailing 1-year period

70.75%

31.56%

+39.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.34%

42.53%

+22.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.51%

47.75%

+27.76%

Dividends

ANAB vs. FTI - Dividend Comparison

ANAB has not paid dividends to shareholders, while FTI's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM202520242023202220212020201920182017
ANAB
AnaptysBio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTI
TechnipFMC plc
0.29%0.45%0.69%0.50%0.00%0.00%1.38%2.43%2.66%0.42%

Financials

ANAB vs. FTI - Financials Comparison

This section allows you to compare key financial metrics between AnaptysBio, Inc. and TechnipFMC plc. 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
25.56M
2.49B
(ANAB) Total Revenue
(FTI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ANAB and FTI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANAB has higher volatility (11.47%) compared to FTI (9.75%). In terms of maximum drawdown, ANAB dropped -92.08% vs FTI's -91.74%.

FTI currently has the higher Sharpe Ratio (3.65 vs 3.24), 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

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