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ATAI vs. IOVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATAI and IOVA is 0.34, 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

ATAI vs. IOVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atai Life Sciences N.V. (ATAI) and Iovance Biotherapeutics, Inc. (IOVA). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%December2025FebruaryMarchAprilMay
-92.80%
-87.21%
ATAI
IOVA

Key characteristics

Sharpe Ratio

ATAI:

-0.34

IOVA:

-1.02

Sortino Ratio

ATAI:

-0.06

IOVA:

-2.14

Omega Ratio

ATAI:

0.99

IOVA:

0.76

Calmar Ratio

ATAI:

-0.36

IOVA:

-0.79

Martin Ratio

ATAI:

-0.97

IOVA:

-1.59

Ulcer Index

ATAI:

34.85%

IOVA:

48.67%

Daily Std Dev

ATAI:

88.46%

IOVA:

74.92%

Max Drawdown

ATAI:

-94.77%

IOVA:

-99.37%

Current Drawdown

ATAI:

-92.96%

IOVA:

-98.01%

Fundamentals

Market Cap

ATAI:

$293.70M

IOVA:

$1.17B

EPS

ATAI:

-$0.93

IOVA:

-$1.28

PS Ratio

ATAI:

953.57

IOVA:

7.12

PB Ratio

ATAI:

2.53

IOVA:

1.65

Total Revenue (TTM)

ATAI:

$308.00K

IOVA:

$163.35M

Gross Profit (TTM)

ATAI:

$226.00K

IOVA:

$41.24M

EBITDA (TTM)

ATAI:

-$120.28M

IOVA:

-$255.01M

Returns By Period

In the year-to-date period, ATAI achieves a 5.26% return, which is significantly higher than IOVA's -57.16% return.


ATAI

YTD

5.26%

1M

15.70%

6M

3.70%

1Y

-30.35%

5Y*

N/A

10Y*

N/A

IOVA

YTD

-57.16%

1M

11.23%

6M

-74.19%

1Y

-76.33%

5Y*

-38.62%

10Y*

-11.50%

*Annualized

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Risk-Adjusted Performance

ATAI vs. IOVA — Risk-Adjusted Performance Rank

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

ATAI
The Risk-Adjusted Performance Rank of ATAI is 3232
Overall Rank
The Sharpe Ratio Rank of ATAI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 2929
Martin Ratio Rank

IOVA
The Risk-Adjusted Performance Rank of IOVA is 44
Overall Rank
The Sharpe Ratio Rank of IOVA is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of IOVA is 22
Sortino Ratio Rank
The Omega Ratio Rank of IOVA is 44
Omega Ratio Rank
The Calmar Ratio Rank of IOVA is 66
Calmar Ratio Rank
The Martin Ratio Rank of IOVA is 55
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.

ATAI vs. IOVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atai Life Sciences N.V. (ATAI) and Iovance Biotherapeutics, Inc. (IOVA). 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 ATAI Sharpe Ratio is -0.34, which is higher than the IOVA Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ATAI and IOVA, 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-1.50-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.34
-1.02
ATAI
IOVA

Dividends

ATAI vs. IOVA - Dividend Comparison

Neither ATAI nor IOVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATAI vs. IOVA - Drawdown Comparison

The maximum ATAI drawdown since its inception was -94.77%, roughly equal to the maximum IOVA drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for ATAI and IOVA. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%December2025FebruaryMarchAprilMay
-92.96%
-88.53%
ATAI
IOVA

Volatility

ATAI vs. IOVA - Volatility Comparison

The current volatility for Atai Life Sciences N.V. (ATAI) is 19.37%, while Iovance Biotherapeutics, Inc. (IOVA) has a volatility of 26.25%. This indicates that ATAI experiences smaller price fluctuations and is considered to be less risky than IOVA based on this measure. 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%December2025FebruaryMarchAprilMay
19.37%
26.25%
ATAI
IOVA

Financials

ATAI vs. IOVA - Financials Comparison

This section allows you to compare key financial metrics between Atai Life Sciences N.V. and Iovance Biotherapeutics, 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


0.0020.00M40.00M60.00M80.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
-5.00K
73.69M
(ATAI) Total Revenue
(IOVA) Total Revenue
Values in USD except per share items