AXSM vs. INZY

Last updated Apr 2, 2026

Compare and contrast key facts about Axsome Therapeutics, Inc. (AXSM) and Inozyme Pharma, Inc. (INZY).

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.

AXSM vs. INZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AXSM Axsome Therapeutics, Inc.	-5.95%	115.86%	6.31%	3.19%	104.16%	-53.63%	5.33%
INZY Inozyme Pharma, Inc.	0.00%	44.40%	-34.98%	305.71%	-84.60%	-66.96%	17.67%

Fundamentals

Total Revenue (TTM) AXSM : $638.50M INZY : $0.00
Gross Profit (TTM) AXSM : $591.02M INZY : $0.00
EBITDA (TTM) AXSM : -$168.76M INZY : -$100.34M

Returns By Period

AXSM

• 1D: 1.63%
• 1M: 3.25%
• YTD: -5.95%
• 6M: 44.88%
• 1Y: 53.83%
• 3Y*: 40.69%
• 5Y*: 24.47%
• 10Y*: 34.37%

INZY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AXSM vs. INZY — Risk / Return Rank

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

AXSM

AXSM Risk / Return Rank: 80
AXSM Sharpe Ratio Rank: 81
AXSM Sortino Ratio Rank: 81
AXSM Omega Ratio Rank: 77
AXSM Calmar Ratio Rank: 81
AXSM Martin Ratio Rank: 80

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.

AXSM vs. INZY - Risk-Adjusted Trends 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.

	AXSM	INZY	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	2.19	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.56	—	—
Martin ratio Return relative to average drawdown	6.03	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AXSM	INZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	—	—

Correlation

The correlation between AXSM and INZY is 0.19, 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.

Dividends

AXSM vs. INZY - Dividend Comparison

Neither AXSM nor INZY has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	AXSM	INZY	Difference
Max Drawdown Largest peak-to-trough decline	-86.65%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-18.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-72.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.92%	—	—
Current Drawdown Current decline from peak	-9.16%	—	—
Average Drawdown Average peak-to-trough decline	-40.20%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.84%	—	—

Volatility

Volatility by Period

	AXSM	INZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	40.84%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.52%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.93%	—	—

Financials