EQ vs. IVVD

Last updated Apr 1, 2026

Compare and contrast key facts about Equillium Inc (EQ) and Invivyd Inc. (IVVD).

Performance

EQ vs. IVVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equillium Inc (EQ) and Invivyd Inc. (IVVD). The values are adjusted to include any dividend payments, if applicable.

EQ vs. IVVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EQ Equillium Inc	29.03%	107.16%	3.49%	-31.79%	-71.88%	-37.48%
IVVD Invivyd Inc.	-47.37%	457.44%	-88.75%	162.67%	-79.34%	-65.23%

Fundamentals

Market Cap EQ : $183.76M IVVD : $223.88M
EPS EQ : -$0.41 IVVD : -$0.34
PB Ratio EQ : 6.43 IVVD : 0.93
Total Revenue (TTM) EQ : $0.00 IVVD : $53.43M
Gross Profit (TTM) EQ : -$60.00K IVVD : $49.68M
EBITDA (TTM) EQ : -$23.20M IVVD : -$53.34M

Returns By Period

In the year-to-date period, EQ achieves a 29.03% return, which is significantly higher than IVVD's -47.37% return.

EQ

• 1D: 14.29%
• 1M: 9.89%
• YTD: 29.03%
• 6M: 39.86%
• 1Y: 409.81%
• 3Y*: 39.93%
• 5Y*: -22.69%
• 10Y*: —

IVVD

• 1D: 9.24%
• 1M: -23.08%
• YTD: -47.37%
• 6M: 18.18%
• 1Y: 114.77%
• 3Y*: 2.70%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EQ vs. IVVD — Risk / Return Rank

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

EQ

EQ Risk / Return Rank: 95
EQ Sharpe Ratio Rank: 94
EQ Sortino Ratio Rank: 97
EQ Omega Ratio Rank: 93
EQ Calmar Ratio Rank: 96
EQ Martin Ratio Rank: 93

IVVD

IVVD Risk / Return Rank: 77
IVVD Sharpe Ratio Rank: 69
IVVD Sortino Ratio Rank: 85
IVVD Omega Ratio Rank: 77
IVVD Calmar Ratio Rank: 77
IVVD Martin Ratio Rank: 76

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.

EQ vs. IVVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equillium Inc (EQ) and Invivyd Inc. (IVVD). 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.

	EQ	IVVD	Difference
Sharpe ratio Return per unit of total volatility	2.51	0.81	+1.70
Sortino ratio Return per unit of downside risk	4.02	2.37	+1.66
Omega ratio Gain probability vs. loss probability	1.45	1.26	+0.19
Calmar ratio Return relative to maximum drawdown	6.81	1.99	+4.82
Martin ratio Return relative to average drawdown	13.83	4.72	+9.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQ vs. IVVD - Sharpe Ratio Comparison

The current EQ Sharpe Ratio is 2.51, which is higher than the IVVD Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EQ and IVVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EQ	IVVD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	0.81	+1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	-0.25	+0.17

Correlation

The correlation between EQ and IVVD is 0.16, 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.

Dividends

EQ vs. IVVD - Dividend Comparison

Neither EQ nor IVVD has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EQ vs. IVVD - Drawdown Comparison

The maximum EQ drawdown since its inception was -98.91%, roughly equal to the maximum IVVD drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for EQ and IVVD.

Drawdown Indicators

	EQ	IVVD	Difference
Max Drawdown Largest peak-to-trough decline	-98.91%	-99.36%	+0.45%
Max Drawdown (1Y) Largest decline over 1 year	-57.79%	-58.68%	+0.89%
Max Drawdown (5Y) Largest decline over 5 years	-96.20%	—	—
Current Drawdown Current decline from peak	-92.45%	-97.68%	+5.23%
Average Drawdown Average peak-to-trough decline	-84.82%	-90.88%	+6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.45%	24.72%	+3.73%

Volatility

EQ vs. IVVD - Volatility Comparison

Equillium Inc (EQ) has a higher volatility of 33.35% compared to Invivyd Inc. (IVVD) at 28.49%. This indicates that EQ's price experiences larger fluctuations and is considered to be riskier than IVVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQ	IVVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.35%	28.49%	+4.86%
Volatility (6M) Calculated over the trailing 6-month period	81.36%	80.52%	+0.84%
Volatility (1Y) Calculated over the trailing 1-year period	164.86%	142.91%	+21.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	113.66%	181.17%	-67.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	291.77%	181.17%	+110.60%

Financials