CGEN vs. ADMA

Last updated Jun 4, 2026

CGEN (Compugen Ltd.) and ADMA (ADMA Biologics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, CGEN returned -10.71%/yr vs 0.37%/yr for ADMA. At a 0.22 correlation, their price movements are largely independent.

Performance

CGEN vs. ADMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compugen Ltd. (CGEN) and ADMA Biologics, Inc. (ADMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGEN achieves a 43.14% return, which is significantly higher than ADMA's -57.46% return. Over the past 10 years, CGEN has underperformed ADMA with an annualized return of -10.71%, while ADMA has yielded a comparatively higher 0.37% annualized return.

CGEN

• 1D: -3.10%
• 1M: -17.05%
• YTD: 43.14%
• 6M: 39.49%
• 1Y: 19.67%
• 3Y*: 27.77%
• 5Y*: -21.25%
• 10Y*: -10.71%

ADMA

• 1D: 2.11%
• 1M: -24.73%
• YTD: -57.46%
• 6M: -60.65%
• 1Y: -62.07%
• 3Y*: 24.20%
• 5Y*: 34.85%
• 10Y*: 0.37%

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

CGEN vs. ADMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CGEN Compugen Ltd.	43.14%	-0.00%	-22.73%	176.65%	-83.36%	-64.49%	103.19%	174.65%	-13.20%	-50.98%
ADMA ADMA Biologics, Inc.	-57.46%	6.36%	279.42%	16.49%	175.18%	-27.69%	-51.25%	67.36%	-25.55%	-37.30%

Correlation

The correlation between CGEN and ADMA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Oct 18, 2013	0.22

The correlation between CGEN and ADMA shifts across timeframes, from 0.14 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CGEN : $207.08M ADMA : $1.86B
EPS CGEN : $0.37 ADMA : $0.68
PE Ratio CGEN : 5.91 ADMA : 11.46
PS Ratio CGEN : 2.84 ADMA : 3.72
PB Ratio CGEN : 2.17 ADMA : 4.77
Total Revenue (TTM) CGEN : $72.66M ADMA : $509.86M
Gross Profit (TTM) CGEN : $63.98M ADMA : $312.42M
EBITDA (TTM) CGEN : $32.73M ADMA : $218.74M

Return for Risk

CGEN vs. ADMA — Risk / Return Rank

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

CGEN

CGEN Risk / Return Rank: 53
CGEN Sharpe Ratio Rank: 51
CGEN Sortino Ratio Rank: 55
CGEN Omega Ratio Rank: 51
CGEN Calmar Ratio Rank: 54
CGEN Martin Ratio Rank: 53

ADMA

ADMA Risk / Return Rank: 3
ADMA Sharpe Ratio Rank: 3
ADMA Sortino Ratio Rank: 3
ADMA Omega Ratio Rank: 3
ADMA Calmar Ratio Rank: 3
ADMA Martin Ratio Rank: 1

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.

CGEN vs. ADMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compugen Ltd. (CGEN) and ADMA Biologics, Inc. (ADMA). 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.

	CGEN	ADMA	Difference
Sharpe ratio: Return per unit of total volatility	0.29	-1.14	+1.43
Sortino ratio: Return per unit of downside risk	1.02	-1.82	+2.84
Omega ratio: Gain probability vs. loss probability	1.11	0.76	+0.35
Calmar ratio: Return relative to maximum drawdown	0.57	-0.95	+1.53
Martin ratio: Return relative to average drawdown	1.03	-1.89	+2.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGEN vs. ADMA - Sharpe Ratio Comparison

The current CGEN Sharpe Ratio is 0.29, which is higher than the ADMA Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of CGEN and ADMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGEN	ADMA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	-1.14	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.59	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.12	0.01	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	-0.01	-0.06

Drawdowns

CGEN vs. ADMA - Drawdown Comparison

The maximum CGEN drawdown since its inception was -97.90%, which is greater than ADMA's maximum drawdown of -91.28%. Use the drawdown chart below to compare losses from any high point for CGEN and ADMA.

Drawdown Indicators

	CGEN	ADMA	Difference
Max Drawdown Largest peak-to-trough decline	-97.90%	-91.28%	-6.62%
Max Drawdown (1Y) Largest decline over 1 year	-34.38%	-65.25%	+30.87%
Max Drawdown (3Y) Largest decline over 3 years	-61.59%	-68.99%	+7.40%
Max Drawdown (5Y) Largest decline over 5 years	-94.00%	-68.99%	-25.01%
Max Drawdown (10Y) Largest decline over 10 years	-97.28%	-86.11%	-11.17%
Current Drawdown Current decline from peak	-88.74%	-68.34%	-20.40%
Average Drawdown Average peak-to-trough decline	-75.79%	-53.03%	-22.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.55%	32.90%	-13.35%

Volatility

CGEN vs. ADMA - Volatility Comparison

Compugen Ltd. (CGEN) has a higher volatility of 21.71% compared to ADMA Biologics, Inc. (ADMA) at 20.34%. This indicates that CGEN's price experiences larger fluctuations and is considered to be riskier than ADMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGEN	ADMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.71%	20.34%	+1.37%
Volatility (6M) Calculated over the trailing 6-month period	52.11%	45.37%	+6.74%
Volatility (1Y) Calculated over the trailing 1-year period	72.13%	54.66%	+17.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	108.92%	59.46%	+49.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.74%	69.03%	+21.71%

Dividends

CGEN vs. ADMA - Dividend Comparison

Neither CGEN nor ADMA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CGEN and ADMA in my portfolio?

CGEN and ADMA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGEN or ADMA?

CGEN has higher volatility (21.71%) compared to ADMA (20.34%). In terms of maximum drawdown, CGEN dropped -97.90% vs ADMA's -91.28%.

Which has better risk-adjusted returns?

CGEN currently has the higher Sharpe Ratio (0.29 vs -1.14), 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.