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APLT vs. MRUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APLT and MRUS is 0.26, 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.


Performance

APLT vs. MRUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Therapeutics, Inc. (APLT) and Merus N.V. (MRUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

APLT:

-0.66

MRUS:

-0.04

Sortino Ratio

APLT:

-1.15

MRUS:

0.56

Omega Ratio

APLT:

0.82

MRUS:

1.06

Calmar Ratio

APLT:

-0.92

MRUS:

0.05

Martin Ratio

APLT:

-1.38

MRUS:

0.10

Ulcer Index

APLT:

66.21%

MRUS:

22.30%

Daily Std Dev

APLT:

139.14%

MRUS:

59.64%

Max Drawdown

APLT:

-99.45%

MRUS:

-67.42%

Current Drawdown

APLT:

-99.36%

MRUS:

-6.86%

Fundamentals

Market Cap

APLT:

$51.04M

MRUS:

$3.88B

EPS

APLT:

-$0.24

MRUS:

-$4.16

PS Ratio

APLT:

192.60

MRUS:

70.91

PB Ratio

APLT:

1.39

MRUS:

6.50

Total Revenue (TTM)

APLT:

$265.00K

MRUS:

$54.73M

Gross Profit (TTM)

APLT:

$64.00K

MRUS:

$54.73M

EBITDA (TTM)

APLT:

-$75.60M

MRUS:

-$336.40M

Returns By Period

In the year-to-date period, APLT achieves a -58.74% return, which is significantly lower than MRUS's 33.34% return.


APLT

YTD

-58.74%

1M

-14.79%

6M

-82.60%

1Y

-91.75%

3Y*

-37.40%

5Y*

-62.16%

10Y*

N/A

MRUS

YTD

33.34%

1M

23.37%

6M

25.04%

1Y

5.32%

3Y*

44.56%

5Y*

32.65%

10Y*

N/A

*Annualized

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Applied Therapeutics, Inc.

Merus N.V.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

APLT vs. MRUS — Risk-Adjusted Performance Rank

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

APLT
The Risk-Adjusted Performance Rank of APLT is 99
Overall Rank
The Sharpe Ratio Rank of APLT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of APLT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of APLT is 77
Omega Ratio Rank
The Calmar Ratio Rank of APLT is 22
Calmar Ratio Rank
The Martin Ratio Rank of APLT is 99
Martin Ratio Rank

MRUS
The Risk-Adjusted Performance Rank of MRUS is 5151
Overall Rank
The Sharpe Ratio Rank of MRUS is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MRUS is 5252
Sortino Ratio Rank
The Omega Ratio Rank of MRUS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MRUS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MRUS is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APLT vs. MRUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Therapeutics, Inc. (APLT) and Merus N.V. (MRUS). 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.


The current APLT Sharpe Ratio is -0.66, which is lower than the MRUS Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of APLT and MRUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

APLT vs. MRUS - Dividend Comparison

Neither APLT nor MRUS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

APLT vs. MRUS - Drawdown Comparison

The maximum APLT drawdown since its inception was -99.45%, which is greater than MRUS's maximum drawdown of -67.42%. Use the drawdown chart below to compare losses from any high point for APLT and MRUS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

APLT vs. MRUS - Volatility Comparison

Applied Therapeutics, Inc. (APLT) has a higher volatility of 46.94% compared to Merus N.V. (MRUS) at 35.98%. This indicates that APLT's price experiences larger fluctuations and is considered to be riskier than MRUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

APLT vs. MRUS - Financials Comparison

This section allows you to compare key financial metrics between Applied Therapeutics, Inc. and Merus N.V.. 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


0.005.00M10.00M15.00M20.00M25.00M20212022202320242025
-1.00K
26.49M
(APLT) Total Revenue
(MRUS) Total Revenue
Values in USD except per share items