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

Performance

ENVB vs. ALKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enveric Biosciences Inc (ENVB) 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, ENVB achieves a -59.23% return, which is significantly lower than ALKS's 58.54% return. Over the past 10 years, ENVB has underperformed ALKS with an annualized return of -74.86%, while ALKS has yielded a comparatively higher 0.70% annualized return.


ENVB

1D
-3.27%
1M
-34.22%
YTD
-59.23%
6M
-72.39%
1Y
-89.81%
3Y*
-87.52%
5Y*
-85.10%
10Y*
-74.86%

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)

ENVB vs. ALKS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENVB
Enveric Biosciences Inc
-59.23%-94.37%-72.43%-37.50%-95.53%-37.16%-34.51%-48.17%-94.37%-52.38%
ALKS
Alkermes plc
58.54%-2.71%3.68%6.16%12.34%16.59%-2.21%-30.87%-46.08%-1.53%

Correlation

The correlation between ENVB and ALKS is 0.09, 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

0.09

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

0.10

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.11

Fundamentals

Market Cap

ENVB:

$2.24M

ALKS:

$7.37B

EPS

ENVB:

-$10.60

ALKS:

$0.91

PB Ratio

ENVB:

0.44

ALKS:

4.21

Total Revenue (TTM)

ENVB:

$0.00

ALKS:

$1.56B

Gross Profit (TTM)

ENVB:

-$119.83K

ALKS:

$1.02B

EBITDA (TTM)

ENVB:

-$8.06M

ALKS:

$249.70M

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Return for Risk

ENVB vs. ALKS — Risk / Return Rank

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

ENVB
ENVB Risk / Return Rank: 1111
Overall Rank
ENVB Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ENVB Sortino Ratio Rank: 1212
Sortino Ratio Rank
ENVB Omega Ratio Rank: 1212
Omega Ratio Rank
ENVB Calmar Ratio Rank: 22
Calmar Ratio Rank
ENVB Martin Ratio Rank: 1010
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.

ENVB vs. ALKS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) 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.


ENVBALKSDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

0.87

1.24

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.98

2.21

-3.19

Martin ratioReturn relative to average drawdown

-1.34

5.11

-6.46

ENVB vs. ALKS - Sharpe Ratio Comparison

The current ENVB Sharpe Ratio is -0.51, which is lower than the ALKS Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ENVB 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

ENVB vs. ALKS - Drawdown Comparison

The maximum ENVB drawdown since its inception was -100.00%, roughly equal to the maximum ALKS drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for ENVB and ALKS.


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Drawdown Indicators


ENVBALKSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-96.14%

-3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-91.49%

-22.20%

-69.29%

Max Drawdown (3Y)

Largest decline over 3 years

-99.81%

-31.58%

-68.23%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-33.18%

-66.82%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-80.58%

-19.42%

Current Drawdown

Current decline from peak

-100.00%

-54.76%

-45.24%

Average Drawdown

Average peak-to-trough decline

-86.07%

-67.23%

-18.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.73%

9.55%

+57.18%

Volatility

ENVB vs. ALKS - Volatility Comparison

Enveric Biosciences Inc (ENVB) has a higher volatility of 21.07% compared to Alkermes plc (ALKS) at 10.43%. This indicates that ENVB'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


ENVBALKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.07%

10.43%

+10.64%

Volatility (6M)

Calculated over the trailing 6-month period

105.59%

30.28%

+75.31%

Volatility (1Y)

Calculated over the trailing 1-year period

175.01%

40.79%

+134.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.96%

37.33%

+118.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.65%

41.31%

+123.34%

Dividends

ENVB vs. ALKS - Dividend Comparison

Neither ENVB nor ALKS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ENVB vs. ALKS - Financials Comparison

This section allows you to compare key financial metrics between Enveric Biosciences 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
(ENVB) Total Revenue
(ALKS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ENVB and ALKS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENVB has higher volatility (21.07%) compared to ALKS (10.43%). In terms of maximum drawdown, ENVB dropped -100.00% vs ALKS's -96.14%.

ALKS currently has the higher Sharpe Ratio (1.20 vs -0.51), 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 ENVB and ALKS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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