DNLI vs. ALMS
DNLI (Denali Therapeutics Inc.) and ALMS (Alumis Inc) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past year, DNLI returned 71.28% vs 584.02% for ALMS. Their 0.25 correlation means their historical movements had little consistent relationship.
Performance
DNLI vs. ALMS - Performance Comparison
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Returns By Period
In the year-to-date period, DNLI achieves a 39.43% return, which is significantly lower than ALMS's 189.45% return.
DNLI
- 1D
- -5.46%
- 1M
- -10.88%
- 6M
- 5.89%
- YTD
- 39.43%
- 1Y
- 71.28%
- 3Y*
- -6.67%
- 5Y*
- -14.72%
- 10Y*
- —
- ALL TIME*
- 0.77%
ALMS
- 1D
- -2.42%
- 1M
- 6.60%
- 6M
- 15.26%
- YTD
- 189.45%
- 1Y
- 584.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALMS Alumis Inc | $25.75M | $38.17M | $32.73M |
| $31.93M | $41.06M | $41.74M |
DNLI vs. ALMS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DNLI Denali Therapeutics Inc. | 39.43% | -18.99% | -11.28% |
ALMS Alumis Inc | 189.45% | 24.17% | -41.78% |
Correlation
The correlation between DNLI and ALMS is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2024 | 0.25 |
Fundamentals
DNLI:
$3.65B
ALMS:
$3.49B
DNLI:
-$2.85
ALMS:
-$2.13
DNLI:
4.64
ALMS:
6.23
DNLI:
$0.00
ALMS:
$8.40M
DNLI:
-$2.87M
ALMS:
$5.79M
DNLI:
-$526.60M
ALMS:
-$411.89M
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Return for Risk
DNLI vs. ALMS — Risk / Return Rank
DNLI
ALMS
DNLI vs. ALMS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Denali Therapeutics Inc. (DNLI) and Alumis Inc (ALMS). 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.
| DNLI | ALMS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.71 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.73 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 16.03 | -12.77 |
| Martin ratioReturn relative to average drawdown | 6.35 | 41.16 | -34.81 |
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Drawdowns
DNLI vs. ALMS - Drawdown Comparison
The maximum DNLI drawdown since its inception was -87.74%, which is greater than ALMS's maximum drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for DNLI and ALMS.
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Drawdown Indicators
| DNLI | ALMS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.74% | -79.26% | -8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -20.49% | -36.66% | +16.17% |
Max Drawdown (3Y)Largest decline over 3 years | -63.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -79.51% | — | — |
Current DrawdownCurrent decline from peak | -75.40% | -6.77% | -68.63% |
Average DrawdownAverage peak-to-trough decline | -51.88% | -36.85% | -15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.50% | 14.25% | -3.75% |
Volatility
DNLI vs. ALMS - Volatility Comparison
Denali Therapeutics Inc. (DNLI) and Alumis Inc (ALMS) have volatilities of 19.65% and 20.35%, 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.
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Volatility by Period
| DNLI | ALMS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.65% | 20.35% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 41.60% | 50.42% | -8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.14% | 121.01% | -62.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.32% | 114.08% | -51.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.04% | 114.08% | -49.04% |
Dividends
DNLI vs. ALMS - Dividend Comparison
Neither DNLI nor ALMS has paid dividends to shareholders.
Financials
DNLI vs. ALMS - Financials Comparison
This section allows you to compare key financial metrics between Denali Therapeutics Inc. and Alumis 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DNLI and ALMS have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALMS has higher volatility (20.35%) compared to DNLI (19.65%). In terms of maximum drawdown, DNLI dropped -87.74% vs ALMS's -79.26%.
ALMS currently has the higher Sharpe Ratio (4.86 vs 1.15), 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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