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

Performance

CVNA vs. OLMA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
111.28%
-10.11%
CVNA
OLMA

Returns By Period

In the year-to-date period, CVNA achieves a 361.84% return, which is significantly higher than OLMA's -40.98% return.


CVNA

YTD

361.84%

1M

27.68%

6M

111.29%

1Y

684.16%

5Y (annualized)

22.26%

10Y (annualized)

N/A

OLMA

YTD

-40.98%

1M

-31.40%

6M

-10.10%

1Y

-41.69%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


CVNAOLMA
Market Cap$29.17B$474.43M
EPS$2.49-$2.28
Total Revenue (TTM)$12.55B$1.88M
Gross Profit (TTM)$2.43B$1.61M
EBITDA (TTM)$1.02B-$135.54M

Key characteristics


CVNAOLMA
Sharpe Ratio7.73-0.64
Sortino Ratio6.10-0.73
Omega Ratio1.740.91
Calmar Ratio6.96-0.57
Martin Ratio56.23-1.76
Ulcer Index11.35%27.38%
Daily Std Dev82.58%75.23%
Max Drawdown-98.99%-96.26%
Current Drawdown-33.94%-84.81%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between CVNA and OLMA is 0.26, 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

CVNA vs. OLMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carvana Co. (CVNA) 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 CVNA, currently valued at 7.73, compared to the broader market-4.00-2.000.002.004.007.73-0.64
The chart of Sortino ratio for CVNA, currently valued at 6.10, compared to the broader market-4.00-2.000.002.004.006.10-0.73
The chart of Omega ratio for CVNA, currently valued at 1.74, compared to the broader market0.501.001.502.001.740.91
The chart of Calmar ratio for CVNA, currently valued at 6.96, compared to the broader market0.002.004.006.006.96-0.57
The chart of Martin ratio for CVNA, currently valued at 56.23, compared to the broader market-10.000.0010.0020.0030.0056.23-1.76
CVNA
OLMA

The current CVNA Sharpe Ratio is 7.73, which is higher than the OLMA Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of CVNA 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
7.73
-0.64
CVNA
OLMA

Dividends

CVNA vs. OLMA - Dividend Comparison

Neither CVNA nor OLMA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CVNA vs. OLMA - Drawdown Comparison

The maximum CVNA drawdown since its inception was -98.99%, roughly equal to the maximum OLMA drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for CVNA and OLMA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-33.94%
-84.81%
CVNA
OLMA

Volatility

CVNA vs. OLMA - Volatility Comparison

Carvana Co. (CVNA) and Olema Pharmaceuticals, Inc. (OLMA) have volatilities of 20.62% and 20.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.62%
20.53%
CVNA
OLMA

Financials

CVNA vs. OLMA - Financials Comparison

This section allows you to compare key financial metrics between Carvana Co. 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