PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARWR vs. PODD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARWR and PODD is 0.27, 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

ARWR vs. PODD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrowhead Pharmaceuticals, Inc. (ARWR) and Insulet Corporation (PODD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
-68.27%
1,570.24%
ARWR
PODD

Key characteristics

Sharpe Ratio

ARWR:

-0.47

PODD:

0.75

Sortino Ratio

ARWR:

-0.38

PODD:

1.24

Omega Ratio

ARWR:

0.96

PODD:

1.16

Calmar Ratio

ARWR:

-0.31

PODD:

0.55

Martin Ratio

ARWR:

-0.81

PODD:

2.01

Ulcer Index

ARWR:

36.97%

PODD:

14.02%

Daily Std Dev

ARWR:

63.44%

PODD:

37.55%

Max Drawdown

ARWR:

-99.83%

PODD:

-90.28%

Current Drawdown

ARWR:

-97.34%

PODD:

-19.28%

Fundamentals

Market Cap

ARWR:

$2.77B

PODD:

$18.47B

EPS

ARWR:

-$5.00

PODD:

$5.87

PEG Ratio

ARWR:

-1.32

PODD:

4.02

Total Revenue (TTM)

ARWR:

$3.55M

PODD:

$1.81B

Gross Profit (TTM)

ARWR:

-$10.02M

PODD:

$1.38B

EBITDA (TTM)

ARWR:

-$561.51M

PODD:

$428.80M

Returns By Period

In the year-to-date period, ARWR achieves a -36.44% return, which is significantly lower than PODD's 22.85% return. Over the past 10 years, ARWR has underperformed PODD with an annualized return of 12.00%, while PODD has yielded a comparatively higher 19.42% annualized return.


ARWR

YTD

-36.44%

1M

3.96%

6M

-23.73%

1Y

-32.37%

5Y*

-21.10%

10Y*

12.00%

PODD

YTD

22.85%

1M

0.00%

6M

30.61%

1Y

21.74%

5Y*

9.06%

10Y*

19.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARWR vs. PODD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrowhead Pharmaceuticals, Inc. (ARWR) and Insulet Corporation (PODD). 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 ARWR, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.470.75
The chart of Sortino ratio for ARWR, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.381.24
The chart of Omega ratio for ARWR, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.16
The chart of Calmar ratio for ARWR, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.370.55
The chart of Martin ratio for ARWR, currently valued at -0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.812.01
ARWR
PODD

The current ARWR Sharpe Ratio is -0.47, which is lower than the PODD Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ARWR and PODD, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
0.75
ARWR
PODD

Dividends

ARWR vs. PODD - Dividend Comparison

Neither ARWR nor PODD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARWR vs. PODD - Drawdown Comparison

The maximum ARWR drawdown since its inception was -99.83%, which is greater than PODD's maximum drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for ARWR and PODD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-78.50%
-19.28%
ARWR
PODD

Volatility

ARWR vs. PODD - Volatility Comparison

Arrowhead Pharmaceuticals, Inc. (ARWR) has a higher volatility of 31.59% compared to Insulet Corporation (PODD) at 6.97%. This indicates that ARWR's price experiences larger fluctuations and is considered to be riskier than PODD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
31.59%
6.97%
ARWR
PODD

Financials

ARWR vs. PODD - Financials Comparison

This section allows you to compare key financial metrics between Arrowhead Pharmaceuticals, Inc. and Insulet Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab