AXSM vs. SITM
AXSM (Axsome Therapeutics, Inc.) and SITM (SiTime Corporation) are both stocks. AXSM operates in Biotechnology (Healthcare), while SITM operates in Semiconductors (Technology). Over the past 5 years, AXSM returned 29.93%/yr vs 43.34%/yr for SITM. At a 0.26 correlation, their price movements are largely independent.
Performance
AXSM vs. SITM - Performance Comparison
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Returns By Period
In the year-to-date period, AXSM achieves a 28.75% return, which is significantly lower than SITM's 88.08% return.
AXSM
- 1D
- 1.21%
- 1M
- 8.17%
- YTD
- 28.75%
- 6M
- 59.35%
- 1Y
- 110.12%
- 3Y*
- 47.19%
- 5Y*
- 29.93%
- 10Y*
- 39.88%
SITM
- 1D
- 6.17%
- 1M
- -20.26%
- YTD
- 88.08%
- 6M
- 83.53%
- 1Y
- 222.72%
- 3Y*
- 81.68%
- 5Y*
- 43.34%
- 10Y*
- —
AXSM vs. SITM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, Inc. | 28.75% | 115.86% | 6.31% | 3.19% | 104.16% | -53.63% | -21.18% | 215.99% |
SITM SiTime Corporation | 88.08% | 64.63% | 75.73% | 20.13% | -65.26% | 161.36% | 338.94% | 96.15% |
Correlation
The correlation between AXSM and SITM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.26 |
Fundamentals
AXSM:
$12.04B
SITM:
$17.50B
AXSM:
-$3.74
SITM:
-$0.94
AXSM:
16.71
SITM:
45.11
AXSM:
220.54
SITM:
15.10
AXSM:
$708.24M
SITM:
$379.91M
AXSM:
$655.82M
SITM:
$211.60M
AXSM:
-$172.72M
SITM:
-$13.71M
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Return for Risk
AXSM vs. SITM — Risk / Return Rank
AXSM
SITM
AXSM vs. SITM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and SiTime Corporation (SITM). 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 | SITM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.99 | 7.33 | -1.34 |
| Martin ratioReturn relative to average drawdown | 17.16 | 17.94 | -0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AXSM | SITM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.94 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.03 | -0.63 |
Drawdowns
AXSM vs. SITM - Drawdown Comparison
The maximum AXSM drawdown since its inception was -86.65%, which is greater than SITM's maximum drawdown of -78.12%. Use the drawdown chart below to compare losses from any high point for AXSM and SITM.
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Drawdown Indicators
| AXSM | SITM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.65% | -78.12% | -8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -30.59% | +12.09% |
Max Drawdown (3Y)Largest decline over 3 years | -36.45% | -55.26% | +18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -72.91% | -78.12% | +5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -81.26% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -26.31% | +25.96% |
Average DrawdownAverage peak-to-trough decline | -39.55% | -36.81% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 12.47% | -5.91% |
Volatility
AXSM vs. SITM - Volatility Comparison
The current volatility for Axsome Therapeutics, Inc. (AXSM) is 9.83%, while SiTime Corporation (SITM) has a volatility of 22.72%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky than SITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXSM | SITM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 22.72% | -12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 32.98% | 55.94% | -22.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.79% | 76.55% | -34.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.31% | 76.29% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.68% | 80.56% | +10.12% |
Dividends
AXSM vs. SITM - Dividend Comparison
Neither AXSM nor SITM has paid dividends to shareholders.
Financials
AXSM vs. SITM - Financials Comparison
This section allows you to compare key financial metrics between Axsome Therapeutics, Inc. and SiTime Corporation. 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. SITM - Profitability Comparison
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
SITM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a gross profit of 66.96M and revenue of 113.57M. Therefore, the gross margin over that period was 59.0%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
SITM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported an operating income of -12.34M and revenue of 113.57M, resulting in an operating margin of -10.9%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
SITM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a net income of -5.22M and revenue of 113.57M, resulting in a net margin of -4.6%.
Frequently Asked Questions
AXSM and SITM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SITM has higher volatility (22.72%) compared to AXSM (9.83%). In terms of maximum drawdown, AXSM dropped -86.65% vs SITM's -78.12%.
SITM currently has the higher Sharpe Ratio (2.94 vs 2.65), 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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