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ENOV vs. MLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENOV vs. MLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enovis Corp (ENOV) and MoonLake Immunotherapeutics (MLTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENOV achieves a -19.07% return, which is significantly lower than MLTX's 38.62% return.


ENOV

1D
-1.73%
1M
-7.63%
YTD
-19.07%
6M
-26.37%
1Y
-29.73%
3Y*
-27.36%
5Y*
-22.84%
10Y*
-7.79%

MLTX

1D
2.24%
1M
4.04%
YTD
38.62%
6M
36.85%
1Y
-62.37%
3Y*
-13.16%
5Y*
12.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENOV vs. MLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ENOV
Enovis Corp
-19.07%-39.29%-21.67%4.67%-32.36%20.21%21.01%
MLTX
MoonLake Immunotherapeutics
38.62%-75.66%-10.33%475.14%6.17%-13.02%8.39%

Correlation

The correlation between ENOV and MLTX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2020

0.12

Fundamentals

EPS

ENOV:

-$26.70

MLTX:

-$3.90

Total Revenue (TTM)

ENOV:

$2.28B

MLTX:

$0.00

Gross Profit (TTM)

ENOV:

$1.38B

MLTX:

-$1.49M

EBITDA (TTM)

ENOV:

-$840.37M

MLTX:

-$179.84M

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Return for Risk

ENOV vs. MLTX — Risk / Return Rank

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

ENOV
ENOV Risk / Return Rank: 1717
Overall Rank
ENOV Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ENOV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ENOV Omega Ratio Rank: 2020
Omega Ratio Rank
ENOV Calmar Ratio Rank: 1414
Calmar Ratio Rank
ENOV Martin Ratio Rank: 1616
Martin Ratio Rank

MLTX
MLTX Risk / Return Rank: 3232
Overall Rank
MLTX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MLTX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MLTX Omega Ratio Rank: 6060
Omega Ratio Rank
MLTX Calmar Ratio Rank: 1515
Calmar Ratio Rank
MLTX Martin Ratio Rank: 2121
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.

ENOV vs. MLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enovis Corp (ENOV) and MoonLake Immunotherapeutics (MLTX). 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.


ENOVMLTXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.94

1.17

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.70

-0.05

Martin ratioReturn relative to average drawdown

-1.17

-0.99

-0.18

ENOV vs. MLTX - Sharpe Ratio Comparison

The current ENOV Sharpe Ratio is -0.55, which is comparable to the MLTX Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of ENOV and MLTX, 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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Sharpe Ratios by Period


ENOVMLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.54

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

0.14

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.12

-0.18

Drawdowns

ENOV vs. MLTX - Drawdown Comparison

The maximum ENOV drawdown since its inception was -83.36%, smaller than the maximum MLTX drawdown of -90.22%. Use the drawdown chart below to compare losses from any high point for ENOV and MLTX.


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Drawdown Indicators


ENOVMLTXDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-90.22%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-40.29%

-89.93%

+49.64%

Max Drawdown (3Y)

Largest decline over 3 years

-67.26%

-90.22%

+22.96%

Max Drawdown (5Y)

Largest decline over 5 years

-76.46%

-90.22%

+13.76%

Max Drawdown (10Y)

Largest decline over 10 years

-76.46%

Current Drawdown

Current decline from peak

-83.28%

-71.39%

-11.89%

Average Drawdown

Average peak-to-trough decline

-45.92%

-29.15%

-16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.34%

62.80%

-37.46%

Volatility

ENOV vs. MLTX - Volatility Comparison

Enovis Corp (ENOV) and MoonLake Immunotherapeutics (MLTX) have volatilities of 19.66% and 18.88%, 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


ENOVMLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

18.88%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

39.94%

56.83%

-16.89%

Volatility (1Y)

Calculated over the trailing 1-year period

54.08%

117.11%

-63.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.61%

91.12%

-52.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.30%

86.52%

-44.22%

Dividends

ENOV vs. MLTX - Dividend Comparison

Neither ENOV nor MLTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ENOV vs. MLTX - Financials Comparison

This section allows you to compare key financial metrics between Enovis Corp and MoonLake Immunotherapeutics. 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
589.15M
0
(ENOV) Total Revenue
(MLTX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ENOV and MLTX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENOV has higher volatility (19.66%) compared to MLTX (18.88%). In terms of maximum drawdown, ENOV dropped -83.36% vs MLTX's -90.22%.

MLTX currently has the higher Sharpe Ratio (-0.54 vs -0.55), 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 ENOV and MLTX

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