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

Correlation

The correlation between AVDL and VTSAX is 0.27, 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.


-0.50.00.51.00.3

Performance

AVDL vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avadel Pharmaceuticals plc (AVDL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%SeptemberOctoberNovemberDecember2025February
25.24%
655.30%
AVDL
VTSAX

Key characteristics

Sharpe Ratio

AVDL:

-0.64

VTSAX:

1.90

Sortino Ratio

AVDL:

-0.66

VTSAX:

2.56

Omega Ratio

AVDL:

0.90

VTSAX:

1.35

Calmar Ratio

AVDL:

-0.47

VTSAX:

2.89

Martin Ratio

AVDL:

-1.34

VTSAX:

11.42

Ulcer Index

AVDL:

29.21%

VTSAX:

2.17%

Daily Std Dev

AVDL:

61.14%

VTSAX:

13.02%

Max Drawdown

AVDL:

-97.50%

VTSAX:

-55.34%

Current Drawdown

AVDL:

-79.91%

VTSAX:

-0.08%

Returns By Period

In the year-to-date period, AVDL achieves a -18.08% return, which is significantly lower than VTSAX's 4.20% return. Over the past 10 years, AVDL has underperformed VTSAX with an annualized return of -5.06%, while VTSAX has yielded a comparatively higher 12.71% annualized return.


AVDL

YTD

-18.08%

1M

11.10%

6M

-45.98%

1Y

-36.55%

5Y*

4.39%

10Y*

-5.06%

VTSAX

YTD

4.20%

1M

1.91%

6M

11.22%

1Y

23.12%

5Y*

13.75%

10Y*

12.71%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AVDL vs. VTSAX — 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 1414
Overall Rank
The Sharpe Ratio Rank of AVDL is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of AVDL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AVDL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of AVDL is 99
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8585
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 8989
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. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avadel Pharmaceuticals plc (AVDL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 -0.64, compared to the broader market-2.000.002.004.00-0.641.90
The chart of Sortino ratio for AVDL, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.662.56
The chart of Omega ratio for AVDL, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.35
The chart of Calmar ratio for AVDL, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.89
The chart of Martin ratio for AVDL, currently valued at -1.34, compared to the broader market-10.000.0010.0020.0030.00-1.3411.42
AVDL
VTSAX

The current AVDL Sharpe Ratio is -0.64, which is lower than the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AVDL and VTSAX, 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
-0.64
1.90
AVDL
VTSAX

Dividends

AVDL vs. VTSAX - Dividend Comparison

AVDL has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.21%.


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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.21%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AVDL vs. VTSAX - Drawdown Comparison

The maximum AVDL drawdown since its inception was -97.50%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AVDL and VTSAX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.91%
-0.08%
AVDL
VTSAX

Volatility

AVDL vs. VTSAX - Volatility Comparison

Avadel Pharmaceuticals plc (AVDL) has a higher volatility of 15.67% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.18%. This indicates that AVDL's price experiences larger fluctuations and is considered to be riskier than VTSAX 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
15.67%
3.18%
AVDL
VTSAX
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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.

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