AXSM vs. IOVA
AXSM (Axsome Therapeutics, Inc.) and IOVA (Iovance Biotherapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, AXSM returned 39.83%/yr vs -7.29%/yr for IOVA. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
AXSM vs. IOVA - 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 IOVA's 49.08% return. Over the past 10 years, AXSM has outperformed IOVA with an annualized return of 39.83%, while IOVA has yielded a comparatively lower -7.29% annualized return.
AXSM
- 1D
- -7.10%
- 1M
- -10.77%
- 6M
- 18.31%
- YTD
- 19.36%
- 1Y
- 111.60%
- 3Y*
- 41.26%
- 5Y*
- 35.01%
- 10Y*
- 39.83%
- ALL TIME*
- 34.71%
IOVA
- 1D
- -13.22%
- 1M
- -5.57%
- 6M
- 59.61%
- YTD
- 49.08%
- 1Y
- 51.87%
- 3Y*
- -17.28%
- 5Y*
- -28.82%
- 10Y*
- -7.29%
- ALL TIME*
- -18.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.10M | $171.36M | $209.26M | |
| $68.89M | $75.72M | $64.68M |
AXSM vs. IOVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, Inc. | 19.36% | 115.86% | 6.31% | 3.19% | 104.16% | -53.63% | -21.18% | 3,565.25% | -49.64% | -17.04% |
IOVA Iovance Biotherapeutics, Inc. | 49.08% | -63.11% | -8.98% | 27.23% | -66.53% | -58.86% | 67.63% | 212.77% | 10.62% | 15.11% |
Correlation
The correlation between AXSM and IOVA is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2015 | 0.28 |
Fundamentals
AXSM:
$11.22B
IOVA:
$1.82B
AXSM:
-$3.72
IOVA:
-$0.89
AXSM:
15.58
IOVA:
5.65
AXSM:
204.46
IOVA:
2.36
AXSM:
$708.24M
IOVA:
$285.61M
AXSM:
$655.82M
IOVA:
$327.04M
AXSM:
-$172.72M
IOVA:
-$325.45M
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Return for Risk
AXSM vs. IOVA — Risk / Return Rank
AXSM
IOVA
AXSM vs. IOVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and Iovance Biotherapeutics, Inc. (IOVA). 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 | IOVA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.18 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 6.25 | 1.50 | +4.75 |
| Martin ratioReturn relative to average drawdown | 18.02 | 2.64 | +15.37 |
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Drawdowns
AXSM vs. IOVA - Drawdown Comparison
The maximum AXSM drawdown since its inception was -86.65%, smaller than the maximum IOVA drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for AXSM and IOVA.
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Drawdown Indicators
| AXSM | IOVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.65% | -99.37% | +12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -39.00% | +20.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -90.50% | +57.81% |
Max Drawdown (5Y)Largest decline over 5 years | -61.08% | -93.99% | +32.91% |
Max Drawdown (10Y)Largest decline over 10 years | -81.26% | -96.84% | +15.58% |
Current DrawdownCurrent decline from peak | -14.57% | -97.44% | +82.87% |
Average DrawdownAverage peak-to-trough decline | -39.06% | -84.27% | +45.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 22.14% | -15.73% |
Volatility
AXSM vs. IOVA - Volatility Comparison
The current volatility for Axsome Therapeutics, Inc. (AXSM) is 14.94%, while Iovance Biotherapeutics, Inc. (IOVA) has a volatility of 30.69%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky than IOVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXSM | IOVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 30.69% | -15.75% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 66.41% | -37.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.96% | 93.87% | -50.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.11% | 90.78% | -20.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.38% | 81.92% | +8.46% |
Dividends
AXSM vs. IOVA - Dividend Comparison
Neither AXSM nor IOVA has paid dividends to shareholders.
Financials
AXSM vs. IOVA - Financials Comparison
This section allows you to compare key financial metrics between Axsome Therapeutics, Inc. and Iovance Biotherapeutics, 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
Frequently Asked Questions
AXSM and IOVA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOVA has higher volatility (30.69%) compared to AXSM (14.94%). In terms of maximum drawdown, AXSM dropped -86.65% vs IOVA's -99.37%.
AXSM currently has the higher Sharpe Ratio (2.69 vs 0.63), 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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