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ARDX vs. INZY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARDX and INZY 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.


-0.50.00.51.00.3

Performance

ARDX vs. INZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ardelyx, Inc. (ARDX) and Inozyme Pharma, Inc. (INZY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-20.38%
-36.15%
ARDX
INZY

Key characteristics

Sharpe Ratio

ARDX:

-0.36

INZY:

-0.52

Sortino Ratio

ARDX:

-0.02

INZY:

-0.45

Omega Ratio

ARDX:

1.00

INZY:

0.95

Calmar Ratio

ARDX:

-0.34

INZY:

-0.36

Martin Ratio

ARDX:

-0.91

INZY:

-0.94

Ulcer Index

ARDX:

32.42%

INZY:

35.05%

Daily Std Dev

ARDX:

82.43%

INZY:

63.27%

Max Drawdown

ARDX:

-98.45%

INZY:

-96.52%

Current Drawdown

ARDX:

-85.74%

INZY:

-90.70%

Fundamentals

Market Cap

ARDX:

$1.10B

INZY:

$188.87M

EPS

ARDX:

-$0.32

INZY:

-$1.55

Total Revenue (TTM)

ARDX:

$251.85M

INZY:

$1.98M

Gross Profit (TTM)

ARDX:

$213.48M

INZY:

$1.11M

EBITDA (TTM)

ARDX:

-$53.06M

INZY:

-$88.15M

Returns By Period

In the year-to-date period, ARDX achieves a -24.35% return, which is significantly higher than INZY's -34.04% return.


ARDX

YTD

-24.35%

1M

-2.09%

6M

-20.37%

1Y

-21.04%

5Y*

-10.38%

10Y*

-15.06%

INZY

YTD

-34.04%

1M

0.00%

6M

-36.14%

1Y

-28.32%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ARDX vs. INZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ardelyx, Inc. (ARDX) and Inozyme Pharma, Inc. (INZY). 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 ARDX, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.36-0.52
The chart of Sortino ratio for ARDX, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02-0.45
The chart of Omega ratio for ARDX, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.95
The chart of Calmar ratio for ARDX, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.55-0.36
The chart of Martin ratio for ARDX, currently valued at -0.91, compared to the broader market0.0010.0020.00-0.91-0.94
ARDX
INZY

The current ARDX Sharpe Ratio is -0.36, which is higher than the INZY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of ARDX and INZY, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.36
-0.52
ARDX
INZY

Dividends

ARDX vs. INZY - Dividend Comparison

Neither ARDX nor INZY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARDX vs. INZY - Drawdown Comparison

The maximum ARDX drawdown since its inception was -98.45%, roughly equal to the maximum INZY drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for ARDX and INZY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-51.85%
-90.70%
ARDX
INZY

Volatility

ARDX vs. INZY - Volatility Comparison

Ardelyx, Inc. (ARDX) and Inozyme Pharma, Inc. (INZY) have volatilities of 20.52% and 20.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
20.52%
20.03%
ARDX
INZY

Financials

ARDX vs. INZY - Financials Comparison

This section allows you to compare key financial metrics between Ardelyx, Inc. and Inozyme Pharma, 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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