PortfoliosLab logo
ATRA vs. AUTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATRA and AUTL is 0.23, 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

ATRA vs. AUTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atara Biotherapeutics, Inc. (ATRA) and Autolus Therapeutics plc (AUTL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ATRA:

-0.40

AUTL:

-0.91

Sortino Ratio

ATRA:

-0.03

AUTL:

-1.51

Omega Ratio

ATRA:

1.00

AUTL:

0.83

Calmar Ratio

ATRA:

-0.52

AUTL:

-0.69

Martin Ratio

ATRA:

-1.05

AUTL:

-1.61

Ulcer Index

ATRA:

49.11%

AUTL:

41.68%

Daily Std Dev

ATRA:

117.36%

AUTL:

75.39%

Max Drawdown

ATRA:

-99.67%

AUTL:

-97.63%

Current Drawdown

ATRA:

-99.55%

AUTL:

-97.25%

Fundamentals

Market Cap

ATRA:

$44.23M

AUTL:

$351.29M

EPS

ATRA:

-$11.41

AUTL:

-$0.86

PS Ratio

ATRA:

0.34

AUTL:

34.71

PB Ratio

ATRA:

1.97

AUTL:

0.84

Total Revenue (TTM)

ATRA:

$101.58M

AUTL:

$29.00K

Gross Profit (TTM)

ATRA:

$82.56M

AUTL:

-$15.55M

EBITDA (TTM)

ATRA:

-$46.57M

AUTL:

-$170.50M

Returns By Period

The year-to-date returns for both investments are quite close, with ATRA having a -45.38% return and AUTL slightly higher at -43.83%.


ATRA

YTD

-45.38%

1M

37.17%

6M

-35.72%

1Y

-45.12%

5Y*

-51.07%

10Y*

-38.72%

AUTL

YTD

-43.83%

1M

15.79%

6M

-64.61%

1Y

-66.92%

5Y*

-34.06%

10Y*

N/A

*Annualized

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

ATRA vs. AUTL — Risk-Adjusted Performance Rank

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

ATRA
The Risk-Adjusted Performance Rank of ATRA is 2929
Overall Rank
The Sharpe Ratio Rank of ATRA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ATRA is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ATRA is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ATRA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ATRA is 2626
Martin Ratio Rank

AUTL
The Risk-Adjusted Performance Rank of AUTL is 77
Overall Rank
The Sharpe Ratio Rank of AUTL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of AUTL is 66
Sortino Ratio Rank
The Omega Ratio Rank of AUTL is 99
Omega Ratio Rank
The Calmar Ratio Rank of AUTL is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AUTL is 44
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.

ATRA vs. AUTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atara Biotherapeutics, Inc. (ATRA) and Autolus Therapeutics plc (AUTL). 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 ATRA Sharpe Ratio is -0.40, which is higher than the AUTL Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of ATRA and AUTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ATRA vs. AUTL - Dividend Comparison

Neither ATRA nor AUTL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATRA vs. AUTL - Drawdown Comparison

The maximum ATRA drawdown since its inception was -99.67%, roughly equal to the maximum AUTL drawdown of -97.63%. Use the drawdown chart below to compare losses from any high point for ATRA and AUTL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ATRA vs. AUTL - Volatility Comparison

The current volatility for Atara Biotherapeutics, Inc. (ATRA) is 24.94%, while Autolus Therapeutics plc (AUTL) has a volatility of 32.75%. This indicates that ATRA experiences smaller price fluctuations and is considered to be less risky than AUTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

ATRA vs. AUTL - Financials Comparison

This section allows you to compare key financial metrics between Atara Biotherapeutics, Inc. and Autolus Therapeutics plc. 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


0.00100.00M200.00M300.00M400.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
32.75M
29.00K
(ATRA) Total Revenue
(AUTL) Total Revenue
Values in USD except per share items