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APH vs. AXSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

APH vs. AXSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphenol Corporation (APH) and Axsome Therapeutics, Inc. (AXSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with APH having a 19.33% return and AXSM slightly higher at 19.36%. Over the past 10 years, APH has underperformed AXSM with an annualized return of 28.28%, while AXSM has yielded a comparatively higher 39.83% annualized return.


APH

1D
0.55%
1M
-6.69%
6M
11.92%
YTD
19.33%
1Y
51.91%
3Y*
54.89%
5Y*
35.99%
10Y*
28.28%
ALL TIME*
22.91%

AXSM

1D
-7.10%
1M
-9.42%
6M
18.31%
YTD
19.36%
1Y
115.02%
3Y*
41.26%
5Y*
35.01%
10Y*
39.83%
ALL TIME*
34.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.19B$1.10B$1.42B
$153.10M$171.36M$209.26M

APH vs. AXSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APH
Amphenol Corporation
19.33%96.08%41.30%31.85%-11.96%35.25%22.09%34.91%-6.82%31.81%
AXSM
Axsome Therapeutics, Inc.
19.36%115.86%6.31%3.19%104.16%-53.63%-21.18%3,565.25%-49.64%-17.04%

Correlation

The correlation between APH and AXSM is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2015

0.20

Fundamentals

Market Cap

APH:

$197.70B

AXSM:

$11.22B

EPS

APH:

$4.00

AXSM:

-$3.72

PS Ratio

APH:

7.13

AXSM:

15.58

PB Ratio

APH:

13.38

AXSM:

204.46

Total Revenue (TTM)

APH:

$29.01B

AXSM:

$708.24M

Gross Profit (TTM)

APH:

$11.17B

AXSM:

$655.82M

EBITDA (TTM)

APH:

$9.37B

AXSM:

-$172.72M

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Return for Risk

APH vs. AXSM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

APH
APH Risk / Return Rank: 7777
Overall Rank
APH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
APH Sortino Ratio Rank: 7474
Sortino Ratio Rank
APH Omega Ratio Rank: 7474
Omega Ratio Rank
APH Calmar Ratio Rank: 7878
Calmar Ratio Rank
APH Martin Ratio Rank: 7878
Martin Ratio Rank

AXSM
AXSM Risk / Return Rank: 9696
Overall Rank
AXSM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AXSM Sortino Ratio Rank: 9797
Sortino Ratio Rank
AXSM Omega Ratio Rank: 9595
Omega Ratio Rank
AXSM Calmar Ratio Rank: 9797
Calmar Ratio Rank
AXSM Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

APH vs. AXSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) and Axsome Therapeutics, Inc. (AXSM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


APHAXSMDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratioReturn relative to maximum drawdown

1.85

6.25

-4.40

Martin ratioReturn relative to average drawdown

4.55

18.02

-13.46

APH vs. AXSM - Sharpe Ratio Comparison

The current APH Sharpe Ratio is 1.18, which is lower than the AXSM Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of APH and AXSM, 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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Drawdowns

APH vs. AXSM - Drawdown Comparison

The maximum APH drawdown since its inception was -63.41%, smaller than the maximum AXSM drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for APH and AXSM.


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Drawdown Indicators


APHAXSMDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-86.65%

+23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-28.19%

-18.50%

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-32.69%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-61.08%

+32.35%

Max Drawdown (10Y)

Largest decline over 10 years

-37.56%

-81.26%

+43.70%

Current Drawdown

Current decline from peak

-8.86%

-14.57%

+5.71%

Average Drawdown

Average peak-to-trough decline

-13.54%

-39.06%

+25.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.44%

6.41%

+5.03%

Volatility

APH vs. AXSM - Volatility Comparison

The current volatility for Amphenol Corporation (APH) is 13.69%, while Axsome Therapeutics, Inc. (AXSM) has a volatility of 14.94%. This indicates that APH experiences smaller price fluctuations and is considered to be less risky than AXSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APHAXSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.69%

14.94%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

35.63%

28.72%

+6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

44.23%

42.96%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.52%

70.11%

-38.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.33%

90.38%

-62.05%

Dividends

APH vs. AXSM - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.57%, while AXSM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
APH
Amphenol Corporation
0.57%0.55%0.79%1.07%1.06%0.89%0.80%0.89%1.09%0.80%0.86%1.01%
AXSM
Axsome Therapeutics, 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%

Financials

APH vs. AXSM - Financials Comparison

This section allows you to compare key financial metrics between Amphenol Corporation and Axsome Therapeutics, 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

APH vs. AXSM - Profitability Comparison

The chart below illustrates the profitability comparison between Amphenol Corporation and Axsome Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

APH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Amphenol Corporation reported a gross profit of 3.55B and revenue of 8.76B. Therefore, the gross margin over that period was 40.5%.

AXSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.

APH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Amphenol Corporation reported an operating income of 2.58B and revenue of 8.76B, resulting in an operating margin of 29.5%.

AXSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.

APH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Amphenol Corporation reported a net income of 1.77B and revenue of 8.76B, resulting in a net margin of 20.2%.

AXSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.


Frequently Asked Questions


APH and AXSM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXSM has higher volatility (14.94%) compared to APH (13.69%). In terms of maximum drawdown, APH dropped -63.41% vs AXSM's -86.65%.

AXSM currently has the higher Sharpe Ratio (2.69 vs 1.18), 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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