PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVDL vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDL and VASGX is 0.22, 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.


-0.50.00.51.00.2

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-46.96%
2.36%
AVDL
VASGX

Key characteristics

Sharpe Ratio

AVDL:

-0.66

VASGX:

1.17

Sortino Ratio

AVDL:

-0.70

VASGX:

1.56

Omega Ratio

AVDL:

0.90

VASGX:

1.22

Calmar Ratio

AVDL:

-0.49

VASGX:

1.55

Martin Ratio

AVDL:

-1.36

VASGX:

5.02

Ulcer Index

AVDL:

29.41%

VASGX:

2.46%

Daily Std Dev

AVDL:

61.11%

VASGX:

10.58%

Max Drawdown

AVDL:

-97.50%

VASGX:

-51.16%

Current Drawdown

AVDL:

-80.07%

VASGX:

-2.74%

Returns By Period

In the year-to-date period, AVDL achieves a -18.74% return, which is significantly lower than VASGX's 4.51% return. Over the past 10 years, AVDL has underperformed VASGX with an annualized return of -5.25%, while VASGX has yielded a comparatively higher 6.81% annualized return.


AVDL

YTD

-18.74%

1M

10.19%

6M

-46.96%

1Y

-37.07%

5Y*

3.72%

10Y*

-5.25%

VASGX

YTD

4.51%

1M

3.10%

6M

2.36%

1Y

11.83%

5Y*

6.76%

10Y*

6.81%

*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

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 1313
Overall Rank
The Sharpe Ratio Rank of AVDL is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDL is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AVDL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AVDL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of AVDL is 88
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 6060
Overall Rank
The Sharpe Ratio Rank of VASGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 6161
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.


Sharpe ratio
The chart of Sharpe ratio for AVDL, currently valued at -0.66, compared to the broader market-2.000.002.004.00-0.661.17
The chart of Sortino ratio for AVDL, currently valued at -0.70, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.701.56
The chart of Omega ratio for AVDL, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.22
The chart of Calmar ratio for AVDL, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.491.55
The chart of Martin ratio for AVDL, currently valued at -1.36, compared to the broader market0.0010.0020.0030.00-1.365.02
AVDL
VASGX

The current AVDL Sharpe Ratio is -0.66, which is lower than the VASGX Sharpe Ratio of 1.17. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.66
1.17
AVDL
VASGX

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 2.34%.


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
2.34%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-80.07%
-2.74%
AVDL
VASGX

Volatility

AVDL vs. VASGX - Volatility Comparison

Avadel Pharmaceuticals plc (AVDL) has a higher volatility of 15.54% compared to Vanguard LifeStrategy Growth Fund (VASGX) at 2.48%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
15.54%
2.48%
AVDL
VASGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab