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EXEL vs. CRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXEL and CRSP is 0.37, 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.


Performance

EXEL vs. CRSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exelixis, Inc. (EXEL) and CRISPR Therapeutics AG (CRSP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EXEL:

2.65

CRSP:

-0.59

Sortino Ratio

EXEL:

4.02

CRSP:

-0.69

Omega Ratio

EXEL:

1.56

CRSP:

0.93

Calmar Ratio

EXEL:

1.91

CRSP:

-0.40

Martin Ratio

EXEL:

21.15

CRSP:

-1.09

Ulcer Index

EXEL:

5.28%

CRSP:

31.08%

Daily Std Dev

EXEL:

40.80%

CRSP:

56.25%

Max Drawdown

EXEL:

-97.38%

CRSP:

-85.11%

Current Drawdown

EXEL:

-12.61%

CRSP:

-82.72%

Fundamentals

Market Cap

EXEL:

$11.74B

CRSP:

$3.13B

EPS

EXEL:

$2.19

CRSP:

-$4.49

PEG Ratio

EXEL:

2.27

CRSP:

-0.21

PS Ratio

EXEL:

5.11

CRSP:

83.19

PB Ratio

EXEL:

5.51

CRSP:

1.71

Total Revenue (TTM)

EXEL:

$2.30B

CRSP:

$36.12M

Gross Profit (TTM)

EXEL:

$2.22B

CRSP:

-$93.67M

EBITDA (TTM)

EXEL:

$844.28M

CRSP:

-$455.24M

Returns By Period

In the year-to-date period, EXEL achieves a 29.25% return, which is significantly higher than CRSP's -7.80% return.


EXEL

YTD

29.25%

1M

8.69%

6M

18.05%

1Y

98.43%

3Y*

32.91%

5Y*

11.74%

10Y*

29.13%

CRSP

YTD

-7.80%

1M

-5.12%

6M

-29.08%

1Y

-32.47%

3Y*

-14.49%

5Y*

-10.89%

10Y*

N/A

*Annualized

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Exelixis, Inc.

CRISPR Therapeutics AG

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EXEL vs. CRSP — Risk-Adjusted Performance Rank

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

EXEL
The Risk-Adjusted Performance Rank of EXEL is 9797
Overall Rank
The Sharpe Ratio Rank of EXEL is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EXEL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of EXEL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EXEL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of EXEL is 9999
Martin Ratio Rank

CRSP
The Risk-Adjusted Performance Rank of CRSP is 2121
Overall Rank
The Sharpe Ratio Rank of CRSP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSP is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CRSP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CRSP is 2424
Calmar Ratio Rank
The Martin Ratio Rank of CRSP is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXEL vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) and CRISPR Therapeutics AG (CRSP). 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.


The current EXEL Sharpe Ratio is 2.65, which is higher than the CRSP Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of EXEL and CRSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EXEL vs. CRSP - Dividend Comparison

Neither EXEL nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EXEL vs. CRSP - Drawdown Comparison

The maximum EXEL drawdown since its inception was -97.38%, which is greater than CRSP's maximum drawdown of -85.11%. Use the drawdown chart below to compare losses from any high point for EXEL and CRSP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EXEL vs. CRSP - Volatility Comparison

Exelixis, Inc. (EXEL) has a higher volatility of 21.93% compared to CRISPR Therapeutics AG (CRSP) at 19.35%. This indicates that EXEL's price experiences larger fluctuations and is considered to be riskier than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

EXEL vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between Exelixis, Inc. and CRISPR Therapeutics AG. 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


0.00200.00M400.00M600.00M800.00M1.00B20212022202320242025
555.45M
0
(EXEL) Total Revenue
(CRSP) Total Revenue
Values in USD except per share items