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FLGT vs. CPRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FLGT and CPRX is 0.19, 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.


-0.50.00.51.00.2

Performance

FLGT vs. CPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fulgent Genetics, Inc. (FLGT) and Catalyst Pharmaceuticals, Inc. (CPRX). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
99.78%
1,799.11%
FLGT
CPRX

Key characteristics

Sharpe Ratio

FLGT:

-0.92

CPRX:

1.16

Sortino Ratio

FLGT:

-1.26

CPRX:

1.79

Omega Ratio

FLGT:

0.86

CPRX:

1.23

Calmar Ratio

FLGT:

-0.40

CPRX:

1.30

Martin Ratio

FLGT:

-1.27

CPRX:

4.97

Ulcer Index

FLGT:

28.28%

CPRX:

9.81%

Daily Std Dev

FLGT:

39.11%

CPRX:

42.07%

Max Drawdown

FLGT:

-90.91%

CPRX:

-94.25%

Current Drawdown

FLGT:

-90.02%

CPRX:

-11.12%

Fundamentals

Market Cap

FLGT:

$601.34M

CPRX:

$2.63B

EPS

FLGT:

-$5.52

CPRX:

$1.18

PEG Ratio

FLGT:

1.32

CPRX:

0.00

Total Revenue (TTM)

FLGT:

$277.76M

CPRX:

$460.48M

Gross Profit (TTM)

FLGT:

$94.66M

CPRX:

$379.07M

EBITDA (TTM)

FLGT:

-$67.44M

CPRX:

$192.55M

Returns By Period

In the year-to-date period, FLGT achieves a -36.56% return, which is significantly lower than CPRX's 26.53% return.


FLGT

YTD

-36.56%

1M

6.13%

6M

-9.52%

1Y

-38.48%

5Y*

5.65%

10Y*

N/A

CPRX

YTD

26.53%

1M

0.57%

6M

36.43%

1Y

32.36%

5Y*

41.20%

10Y*

22.01%

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Risk-Adjusted Performance

FLGT vs. CPRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fulgent Genetics, Inc. (FLGT) and Catalyst Pharmaceuticals, Inc. (CPRX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLGT, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.921.16
The chart of Sortino ratio for FLGT, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.261.79
The chart of Omega ratio for FLGT, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.23
The chart of Calmar ratio for FLGT, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.401.30
The chart of Martin ratio for FLGT, currently valued at -1.27, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.274.97
FLGT
CPRX

The current FLGT Sharpe Ratio is -0.92, which is lower than the CPRX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FLGT and CPRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
1.16
FLGT
CPRX

Dividends

FLGT vs. CPRX - Dividend Comparison

Neither FLGT nor CPRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLGT vs. CPRX - Drawdown Comparison

The maximum FLGT drawdown since its inception was -90.91%, roughly equal to the maximum CPRX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for FLGT and CPRX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-90.02%
-11.12%
FLGT
CPRX

Volatility

FLGT vs. CPRX - Volatility Comparison

Fulgent Genetics, Inc. (FLGT) has a higher volatility of 13.49% compared to Catalyst Pharmaceuticals, Inc. (CPRX) at 8.87%. This indicates that FLGT's price experiences larger fluctuations and is considered to be riskier than CPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.49%
8.87%
FLGT
CPRX

Financials

FLGT vs. CPRX - Financials Comparison

This section allows you to compare key financial metrics between Fulgent Genetics, Inc. and Catalyst Pharmaceuticals, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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