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AVDL vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDL and VASGX is 0.21, 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

AVDL vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avadel Pharmaceuticals plc (AVDL) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVDL:

-0.68

VASGX:

0.90

Sortino Ratio

AVDL:

-0.68

VASGX:

1.40

Omega Ratio

AVDL:

0.90

VASGX:

1.20

Calmar Ratio

AVDL:

-0.46

VASGX:

1.00

Martin Ratio

AVDL:

-1.08

VASGX:

4.42

Ulcer Index

AVDL:

36.18%

VASGX:

2.91%

Daily Std Dev

AVDL:

60.24%

VASGX:

13.68%

Max Drawdown

AVDL:

-97.50%

VASGX:

-51.16%

Current Drawdown

AVDL:

-77.86%

VASGX:

0.00%

Returns By Period

In the year-to-date period, AVDL achieves a -9.71% return, which is significantly lower than VASGX's 5.57% return. Over the past 10 years, AVDL has underperformed VASGX with an annualized return of -7.17%, while VASGX has yielded a comparatively higher 8.19% annualized return.


AVDL

YTD

-9.71%

1M

9.14%

6M

-18.12%

1Y

-40.50%

3Y*

56.62%

5Y*

3.42%

10Y*

-7.17%

VASGX

YTD

5.57%

1M

3.48%

6M

2.58%

1Y

12.19%

3Y*

10.26%

5Y*

9.90%

10Y*

8.19%

*Annualized

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Avadel Pharmaceuticals plc

Vanguard LifeStrategy Growth Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AVDL vs. VASGX — Risk-Adjusted Performance Rank

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

AVDL
The Risk-Adjusted Performance Rank of AVDL is 1818
Overall Rank
The Sharpe Ratio Rank of AVDL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of AVDL is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AVDL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of AVDL is 2222
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 7575
Overall Rank
The Sharpe Ratio Rank of VASGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 8080
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.

AVDL vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avadel Pharmaceuticals plc (AVDL) and Vanguard LifeStrategy Growth Fund (VASGX). 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 AVDL Sharpe Ratio is -0.68, which is lower than the VASGX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AVDL and VASGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AVDL vs. VASGX - Dividend Comparison

AVDL has not paid dividends to shareholders, while VASGX's dividend yield for the trailing twelve months is around 5.82%.


TTM20242023202220212020201920182017201620152014
AVDL
Avadel Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VASGX
Vanguard LifeStrategy Growth Fund
5.82%6.15%3.00%2.22%3.54%3.54%2.34%4.36%2.13%2.23%4.54%2.76%

Drawdowns

AVDL vs. VASGX - Drawdown Comparison

The maximum AVDL drawdown since its inception was -97.50%, which is greater than VASGX's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for AVDL and VASGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AVDL vs. VASGX - Volatility Comparison

Avadel Pharmaceuticals plc (AVDL) has a higher volatility of 16.75% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 3.01%. This indicates that AVDL's price experiences larger fluctuations and is considered to be riskier than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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