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AVDL vs. VASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


AVDL

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VASGX

1D
0.25%
1M
3.99%
YTD
10.51%
6M
11.65%
1Y
25.24%
3Y*
17.77%
5Y*
9.00%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDL vs. VASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVDL
Avadel Pharmaceuticals plc
0.42%105.04%-25.57%97.21%-11.39%20.96%-11.52%192.64%-68.54%-21.08%
VASGX
Vanguard LifeStrategy Growth Fund
10.51%19.65%12.95%18.76%-17.21%14.35%15.45%23.14%-6.89%19.21%

Correlation

The correlation between AVDL and VASGX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.21

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 10, 1996

0.22

The correlation between AVDL and VASGX shifts across timeframes, from 0.14 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AVDL vs. VASGX — Risk / Return Rank

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

AVDL

VASGX
VASGX Risk / Return Rank: 7171
Overall Rank
VASGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6969
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7474
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.

AVDL vs. VASGX - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVDL vs. VASGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVDLVASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

AVDL vs. VASGX - Drawdown Comparison


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Drawdown Indicators


AVDLVASGXDifference

Max Drawdown

Largest peak-to-trough decline

-51.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.53%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

AVDL vs. VASGX - Volatility Comparison


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Volatility by Period


AVDLVASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

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 3.71%.


PositionTTM20252024202320222021202020192018201720162015
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
3.71%4.09%6.15%3.00%2.10%3.54%3.54%2.34%4.36%2.13%2.23%4.54%

Frequently Asked Questions


AVDL and VASGX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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