AXSM vs. COCO
AXSM (Axsome Therapeutics, Inc.) and COCO (The Vita Coco Company, Inc.) are both stocks. AXSM operates in Biotechnology (Healthcare), while COCO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 3 years, AXSM returned 41.26%/yr vs 35.70%/yr for COCO. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
AXSM vs. COCO - Performance Comparison
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Returns By Period
In the year-to-date period, AXSM achieves a 19.36% return, which is significantly lower than COCO's 24.39% return.
AXSM
- 1D
- -7.10%
- 1M
- -9.42%
- 6M
- 18.31%
- YTD
- 19.36%
- 1Y
- 115.02%
- 3Y*
- 41.26%
- 5Y*
- 35.01%
- 10Y*
- 39.83%
- ALL TIME*
- 34.71%
COCO
- 1D
- -1.51%
- 1M
- -4.41%
- 6M
- 23.60%
- YTD
- 24.39%
- 1Y
- 87.01%
- 3Y*
- 35.70%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.10M | $171.36M | $209.26M | |
| $95.25M | $85.05M | $87.09M |
AXSM vs. COCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, Inc. | 19.36% | 115.86% | 6.31% | 3.19% | 104.16% | -9.85% |
COCO The Vita Coco Company, Inc. | 24.39% | 43.62% | 43.90% | 85.60% | 23.72% | -27.33% |
Correlation
The correlation between AXSM and COCO is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2021 | 0.16 |
The correlation between AXSM and COCO shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AXSM:
$11.22B
COCO:
$3.77B
AXSM:
-$3.72
COCO:
$1.82
AXSM:
15.58
COCO:
5.63
AXSM:
204.46
COCO:
9.93
AXSM:
$708.24M
COCO:
$706.02M
AXSM:
$655.82M
COCO:
$289.23M
AXSM:
-$172.72M
COCO:
$143.38M
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Return for Risk
AXSM vs. COCO — Risk / Return Rank
AXSM
COCO
AXSM vs. COCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and The Vita Coco Company, Inc. (COCO). 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.
| AXSM | COCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.25 | 3.77 | +2.49 |
| Martin ratioReturn relative to average drawdown | 18.02 | 9.72 | +8.30 |
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Drawdowns
AXSM vs. COCO - Drawdown Comparison
The maximum AXSM drawdown since its inception was -86.65%, which is greater than COCO's maximum drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for AXSM and COCO.
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Drawdown Indicators
| AXSM | COCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.65% | -56.97% | -29.68% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -23.23% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -38.55% | +5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -61.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -81.26% | — | — |
Current DrawdownCurrent decline from peak | -14.57% | -21.52% | +6.95% |
Average DrawdownAverage peak-to-trough decline | -39.06% | -16.70% | -22.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 9.02% | -2.61% |
Volatility
AXSM vs. COCO - Volatility Comparison
Axsome Therapeutics, Inc. (AXSM) and The Vita Coco Company, Inc. (COCO) have volatilities of 14.94% and 14.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXSM | COCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 14.30% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 45.30% | -16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.96% | 55.50% | -12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.11% | 56.79% | +13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.38% | 56.79% | +33.59% |
Dividends
AXSM vs. COCO - Dividend Comparison
Neither AXSM nor COCO has paid dividends to shareholders.
Financials
AXSM vs. COCO - Financials Comparison
This section allows you to compare key financial metrics between Axsome Therapeutics, Inc. and The Vita Coco Company, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AXSM vs. COCO - Profitability Comparison
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.
COCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported a gross profit of 105.31M and revenue of 216.15M. Therefore, the gross margin over that period was 48.7%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
COCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported an operating income of 63.14M and revenue of 216.15M, resulting in an operating margin of 29.2%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
COCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Vita Coco Company, Inc. reported a net income of 49.45M and revenue of 216.15M, resulting in a net margin of 22.9%.
Frequently Asked Questions
AXSM and COCO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXSM has higher volatility (14.94%) compared to COCO (14.30%). In terms of maximum drawdown, AXSM dropped -86.65% vs COCO's -56.97%.
AXSM currently has the higher Sharpe Ratio (2.69 vs 1.58), 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.
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