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CABA vs. OLMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CABA vs. OLMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabaletta Bio, Inc. (CABA) and Olema Pharmaceuticals, Inc. (OLMA). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-82.88%
-3.08%
CABA
OLMA

Returns By Period

In the year-to-date period, CABA achieves a -91.76% return, which is significantly lower than OLMA's -37.42% return.


CABA

YTD

-91.76%

1M

-53.60%

6M

-82.88%

1Y

-89.86%

5Y (annualized)

-32.45%

10Y (annualized)

N/A

OLMA

YTD

-37.42%

1M

-26.28%

6M

-3.09%

1Y

-36.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


CABAOLMA
Market Cap$91.40M$474.43M
EPS-$2.16-$2.28
Total Revenue (TTM)$4.01M$1.88M
Gross Profit (TTM)$2.86M$1.61M
EBITDA (TTM)-$113.35M-$135.54M

Key characteristics


CABAOLMA
Sharpe Ratio-0.94-0.48
Sortino Ratio-2.32-0.34
Omega Ratio0.710.96
Calmar Ratio-0.97-0.42
Martin Ratio-1.54-1.30
Ulcer Index58.34%27.74%
Daily Std Dev96.08%75.44%
Max Drawdown-96.63%-96.26%
Current Drawdown-92.63%-83.89%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between CABA and OLMA is 0.29, 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.

Risk-Adjusted Performance

CABA vs. OLMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabaletta Bio, Inc. (CABA) and Olema Pharmaceuticals, Inc. (OLMA). 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 CABA, currently valued at -0.94, compared to the broader market-4.00-2.000.002.004.00-0.94-0.48
The chart of Sortino ratio for CABA, currently valued at -2.32, compared to the broader market-4.00-2.000.002.004.00-2.32-0.34
The chart of Omega ratio for CABA, currently valued at 0.71, compared to the broader market0.501.001.502.000.710.96
The chart of Calmar ratio for CABA, currently valued at -0.97, compared to the broader market0.002.004.006.00-0.97-0.42
The chart of Martin ratio for CABA, currently valued at -1.54, compared to the broader market0.0010.0020.0030.00-1.54-1.30
CABA
OLMA

The current CABA Sharpe Ratio is -0.94, which is lower than the OLMA Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of CABA and OLMA, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.94
-0.48
CABA
OLMA

Dividends

CABA vs. OLMA - Dividend Comparison

Neither CABA nor OLMA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CABA vs. OLMA - Drawdown Comparison

The maximum CABA drawdown since its inception was -96.63%, roughly equal to the maximum OLMA drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for CABA and OLMA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-92.63%
-83.89%
CABA
OLMA

Volatility

CABA vs. OLMA - Volatility Comparison

Cabaletta Bio, Inc. (CABA) has a higher volatility of 38.22% compared to Olema Pharmaceuticals, Inc. (OLMA) at 24.33%. This indicates that CABA's price experiences larger fluctuations and is considered to be riskier than OLMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
38.22%
24.33%
CABA
OLMA

Financials

CABA vs. OLMA - Financials Comparison

This section allows you to compare key financial metrics between Cabaletta Bio, Inc. and Olema Pharmaceuticals, 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