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DFTX vs. ALKS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DFTX vs. ALKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Definium Therapeutics, Inc (DFTX) and Alkermes plc (ALKS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFTX achieves a 77.52% return, which is significantly higher than ALKS's 58.54% return.


DFTX

1D
-3.96%
1M
13.24%
YTD
77.52%
6M
96.77%
1Y
231.52%
3Y*
84.74%
5Y*
10Y*

ALKS

1D
0.18%
1M
18.36%
YTD
58.54%
6M
57.47%
1Y
48.71%
3Y*
11.28%
5Y*
12.07%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTX vs. ALKS - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFTX
Definium Therapeutics, Inc
77.52%92.39%90.16%66.36%-78.74%
ALKS
Alkermes plc
58.54%-2.71%3.68%6.16%-17.96%

Correlation

The correlation between DFTX and ALKS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.19

Fundamentals

Market Cap

DFTX:

$2.59B

ALKS:

$7.37B

EPS

DFTX:

-$2.57

ALKS:

$0.91

PB Ratio

DFTX:

9.27

ALKS:

4.21

Total Revenue (TTM)

DFTX:

$0.00

ALKS:

$1.56B

Gross Profit (TTM)

DFTX:

$0.00

ALKS:

$1.02B

EBITDA (TTM)

DFTX:

-$206.36M

ALKS:

$249.70M

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Return for Risk

DFTX vs. ALKS — Risk / Return Rank

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

DFTX
DFTX Risk / Return Rank: 9696
Overall Rank
DFTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DFTX Omega Ratio Rank: 9292
Omega Ratio Rank
DFTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DFTX Martin Ratio Rank: 9898
Martin Ratio Rank

ALKS
ALKS Risk / Return Rank: 7676
Overall Rank
ALKS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ALKS Sortino Ratio Rank: 7575
Sortino Ratio Rank
ALKS Omega Ratio Rank: 7373
Omega Ratio Rank
ALKS Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALKS Martin Ratio Rank: 7676
Martin Ratio Rank
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.

DFTX vs. ALKS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Definium Therapeutics, Inc (DFTX) and Alkermes plc (ALKS). 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.


DFTXALKSDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.45

1.24

+0.21

Calmar ratioReturn relative to maximum drawdown

9.40

2.21

+7.20

Martin ratioReturn relative to average drawdown

29.57

5.11

+24.45

DFTX vs. ALKS - Sharpe Ratio Comparison

The current DFTX Sharpe Ratio is 3.76, which is higher than the ALKS Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DFTX and ALKS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFTX vs. ALKS - Drawdown Comparison

The maximum DFTX drawdown since its inception was -86.01%, smaller than the maximum ALKS drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for DFTX and ALKS.


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Drawdown Indicators


DFTXALKSDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-96.14%

+10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-24.79%

-22.20%

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-58.38%

-31.58%

-26.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

Max Drawdown (10Y)

Largest decline over 10 years

-80.58%

Current Drawdown

Current decline from peak

-3.96%

-54.76%

+50.80%

Average Drawdown

Average peak-to-trough decline

-51.17%

-67.23%

+16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

9.55%

-1.67%

Volatility

DFTX vs. ALKS - Volatility Comparison

Definium Therapeutics, Inc (DFTX) has a higher volatility of 15.49% compared to Alkermes plc (ALKS) at 10.43%. This indicates that DFTX's price experiences larger fluctuations and is considered to be riskier than ALKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFTXALKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.49%

10.43%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

39.04%

30.28%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

62.04%

40.79%

+21.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.92%

37.33%

+46.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.92%

41.31%

+42.61%

Dividends

DFTX vs. ALKS - Dividend Comparison

Neither DFTX nor ALKS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DFTX vs. ALKS - Financials Comparison

This section allows you to compare key financial metrics between Definium Therapeutics, Inc and Alkermes plc. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M202220232024202520260
392.91M
(DFTX) Total Revenue
(ALKS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DFTX and ALKS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFTX has higher volatility (15.49%) compared to ALKS (10.43%). In terms of maximum drawdown, DFTX dropped -86.01% vs ALKS's -96.14%.

DFTX currently has the higher Sharpe Ratio (3.76 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for DFTX and ALKS

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