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AXSM vs. INZY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXSM and INZY is 0.20, 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

AXSM vs. INZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axsome Therapeutics, Inc. (AXSM) and Inozyme Pharma, Inc. (INZY). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.30%
-82.95%
AXSM
INZY

Key characteristics

Sharpe Ratio

AXSM:

0.68

INZY:

-0.38

Sortino Ratio

AXSM:

1.22

INZY:

-0.16

Omega Ratio

AXSM:

1.15

INZY:

0.98

Calmar Ratio

AXSM:

0.75

INZY:

-0.26

Martin Ratio

AXSM:

1.82

INZY:

-0.67

Ulcer Index

AXSM:

15.69%

INZY:

35.26%

Daily Std Dev

AXSM:

42.15%

INZY:

63.25%

Max Drawdown

AXSM:

-86.65%

INZY:

-96.52%

Current Drawdown

AXSM:

-14.60%

INZY:

-90.10%

Fundamentals

Market Cap

AXSM:

$4.35B

INZY:

$188.87M

EPS

AXSM:

-$6.58

INZY:

-$1.55

Total Revenue (TTM)

AXSM:

$338.46M

INZY:

$1.98M

Gross Profit (TTM)

AXSM:

$306.46M

INZY:

$1.11M

EBITDA (TTM)

AXSM:

-$300.59M

INZY:

-$88.15M

Returns By Period

In the year-to-date period, AXSM achieves a 14.00% return, which is significantly higher than INZY's -29.81% return.


AXSM

YTD

14.00%

1M

-4.09%

6M

18.77%

1Y

25.18%

5Y*

-2.06%

10Y*

N/A

INZY

YTD

-29.81%

1M

7.17%

6M

-32.81%

1Y

-26.54%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

AXSM vs. INZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and Inozyme Pharma, Inc. (INZY). 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 AXSM, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68-0.38
The chart of Sortino ratio for AXSM, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22-0.16
The chart of Omega ratio for AXSM, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.98
The chart of Calmar ratio for AXSM, currently valued at 0.88, compared to the broader market0.002.004.006.000.88-0.26
The chart of Martin ratio for AXSM, currently valued at 1.82, compared to the broader market-5.000.005.0010.0015.0020.0025.001.82-0.67
AXSM
INZY

The current AXSM Sharpe Ratio is 0.68, which is higher than the INZY Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AXSM and INZY, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.38
AXSM
INZY

Dividends

AXSM vs. INZY - Dividend Comparison

Neither AXSM nor INZY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AXSM vs. INZY - Drawdown Comparison

The maximum AXSM drawdown since its inception was -86.65%, smaller than the maximum INZY drawdown of -96.52%. Use the drawdown chart below to compare losses from any high point for AXSM and INZY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.71%
-90.10%
AXSM
INZY

Volatility

AXSM vs. INZY - Volatility Comparison

The current volatility for Axsome Therapeutics, Inc. (AXSM) is 10.14%, while Inozyme Pharma, Inc. (INZY) has a volatility of 20.95%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky than INZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.14%
20.95%
AXSM
INZY

Financials

AXSM vs. INZY - Financials Comparison

This section allows you to compare key financial metrics between Axsome Therapeutics, Inc. and Inozyme Pharma, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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