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ASND vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ASND and AAPL 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.


Performance

ASND vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ascendis Pharma A/S (ASND) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ASND:

0.34

AAPL:

0.48

Sortino Ratio

ASND:

0.90

AAPL:

0.91

Omega Ratio

ASND:

1.10

AAPL:

1.13

Calmar Ratio

ASND:

0.40

AAPL:

0.48

Martin Ratio

ASND:

1.42

AAPL:

1.63

Ulcer Index

ASND:

10.76%

AAPL:

9.87%

Daily Std Dev

ASND:

46.53%

AAPL:

32.99%

Max Drawdown

ASND:

-61.72%

AAPL:

-81.80%

Current Drawdown

ASND:

-15.50%

AAPL:

-18.42%

Fundamentals

Market Cap

ASND:

$9.13B

AAPL:

$2.97T

EPS

ASND:

-$6.56

AAPL:

$6.42

PS Ratio

ASND:

24.77

AAPL:

7.41

PB Ratio

ASND:

14.55

AAPL:

44.39

Total Revenue (TTM)

ASND:

$368.70M

AAPL:

$400.37B

Gross Profit (TTM)

ASND:

$314.50M

AAPL:

$186.70B

EBITDA (TTM)

ASND:

-$157.80M

AAPL:

$138.87B

Returns By Period

In the year-to-date period, ASND achieves a 12.17% return, which is significantly higher than AAPL's -15.62% return. Over the past 10 years, ASND has outperformed AAPL with an annualized return of 24.57%, while AAPL has yielded a comparatively lower 22.08% annualized return.


ASND

YTD

12.17%

1M

2.28%

6M

20.27%

1Y

15.71%

5Y*

2.85%

10Y*

24.57%

AAPL

YTD

-15.62%

1M

6.52%

6M

-5.77%

1Y

15.69%

5Y*

23.14%

10Y*

22.08%

*Annualized

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Risk-Adjusted Performance

ASND vs. AAPL — Risk-Adjusted Performance Rank

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

ASND
The Risk-Adjusted Performance Rank of ASND is 6464
Overall Rank
The Sharpe Ratio Rank of ASND is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ASND is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ASND is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ASND is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ASND is 6767
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6868
Overall Rank
The Sharpe Ratio Rank of AAPL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6969
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.

ASND vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ascendis Pharma A/S (ASND) and Apple Inc (AAPL). 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 ASND Sharpe Ratio is 0.34, which is comparable to the AAPL Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ASND and AAPL, 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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Dividends

ASND vs. AAPL - Dividend Comparison

ASND has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
ASND
Ascendis Pharma A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

ASND vs. AAPL - Drawdown Comparison

The maximum ASND drawdown since its inception was -61.72%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ASND and AAPL. For additional features, visit the drawdowns tool.


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Volatility

ASND vs. AAPL - Volatility Comparison

Ascendis Pharma A/S (ASND) has a higher volatility of 12.50% compared to Apple Inc (AAPL) at 11.36%. This indicates that ASND's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ASND vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Ascendis Pharma A/S and Apple 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
100.95M
95.36B
(ASND) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items