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ATYR vs. ATAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ATYR vs. ATAI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ATYR achieves a -39.96% return, which is significantly lower than ATAI's -0.98% return.


ATYR

1D
4.37%
1M
-4.04%
YTD
-39.96%
6M
-35.23%
1Y
-90.99%
3Y*
-40.12%
5Y*
-36.40%
10Y*
-35.88%

ATAI

1D
-0.25%
1M
-6.25%
YTD
-0.98%
6M
-5.81%
1Y
63.31%
3Y*
37.73%
5Y*
-26.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATYR vs. ATAI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ATYR
aTyr Pharma, Inc.
-39.96%-78.37%156.74%-35.62%-70.68%59.96%
ATAI
Atai Life Sciences N.V.
-0.98%207.52%-5.67%-46.99%-65.14%-63.67%

Correlation

The correlation between ATYR and ATAI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.26

Fundamentals

Market Cap

ATYR:

$46.10M

ATAI:

$1.45B

EPS

ATYR:

-$0.73

ATAI:

-$2.67

PS Ratio

ATYR:

237.16

ATAI:

288.44

PB Ratio

ATYR:

0.80

ATAI:

7.29

Total Revenue (TTM)

ATYR:

$190.00K

ATAI:

$3.49M

Gross Profit (TTM)

ATYR:

-$22.33M

ATAI:

$3.49M

EBITDA (TTM)

ATYR:

-$71.35M

ATAI:

-$663.38M

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Return for Risk

ATYR vs. ATAI — Risk / Return Rank

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

ATYR
ATYR Risk / Return Rank: 1212
Overall Rank
ATYR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ATYR Sortino Ratio Rank: 1616
Sortino Ratio Rank
ATYR Omega Ratio Rank: 1212
Omega Ratio Rank
ATYR Calmar Ratio Rank: 33
Calmar Ratio Rank
ATYR Martin Ratio Rank: 1616
Martin Ratio Rank

ATAI
ATAI Risk / Return Rank: 6767
Overall Rank
ATAI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ATAI Sortino Ratio Rank: 7070
Sortino Ratio Rank
ATAI Omega Ratio Rank: 6969
Omega Ratio Rank
ATAI Calmar Ratio Rank: 6767
Calmar Ratio Rank
ATAI Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATYR vs. ATAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for aTyr Pharma, Inc. (ATYR) and Atai Life Sciences N.V. (ATAI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ATYRATAIDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

0.87

1.21

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.97

1.32

-2.29

Martin ratioReturn relative to average drawdown

-1.17

2.08

-3.26

ATYR vs. ATAI - Sharpe Ratio Comparison

The current ATYR Sharpe Ratio is -0.65, which is lower than the ATAI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ATYR and ATAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATYR vs. ATAI - Drawdown Comparison

The maximum ATYR drawdown since its inception was -99.90%, which is greater than ATAI's maximum drawdown of -95.05%. Use the drawdown chart below to compare losses from any high point for ATYR and ATAI.


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Drawdown Indicators


ATYRATAIDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-95.05%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-94.01%

-48.06%

-45.95%

Max Drawdown (3Y)

Largest decline over 3 years

-94.01%

-59.23%

-34.78%

Max Drawdown (5Y)

Largest decline over 5 years

-96.83%

-94.66%

-2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-99.55%

Current Drawdown

Current decline from peak

-99.88%

-80.71%

-19.17%

Average Drawdown

Average peak-to-trough decline

-93.17%

-80.78%

-12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

77.49%

30.56%

+46.93%

Volatility

ATYR vs. ATAI - Volatility Comparison

aTyr Pharma, Inc. (ATYR) has a higher volatility of 21.70% compared to Atai Life Sciences N.V. (ATAI) at 20.22%. This indicates that ATYR's price experiences larger fluctuations and is considered to be riskier than ATAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATYRATAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.70%

20.22%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

95.12%

50.35%

+44.77%

Volatility (1Y)

Calculated over the trailing 1-year period

139.96%

81.08%

+58.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.87%

83.62%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.44%

83.63%

+4.81%

Dividends

ATYR vs. ATAI - Dividend Comparison

Neither ATYR nor ATAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ATYR vs. ATAI - Financials Comparison

This section allows you to compare key financial metrics between aTyr Pharma, Inc. and Atai Life Sciences N.V.. 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


0.005.00M10.00M15.00M20.00M202220232024202520260
954.00K
(ATYR) Total Revenue
(ATAI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ATYR and ATAI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ATYR has higher volatility (21.70%) compared to ATAI (20.22%). In terms of maximum drawdown, ATYR dropped -99.90% vs ATAI's -95.05%.

ATAI currently has the higher Sharpe Ratio (0.79 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ATYR and ATAI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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