FULC vs. MELI

In the year-to-date period, FULC achieves a -18.72% return, which is significantly lower than MELI's 15.64% return.

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This table presents a comparison of risk-adjusted performance metrics for Fulcrum Therapeutics, Inc. (FULC) and MercadoLibre, Inc. (MELI). 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 FULC Sharpe Ratio is -0.57, which is lower than the MELI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FULC and MELI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FULC nor MELI has paid dividends to shareholders.

The maximum FULC drawdown since its inception was -92.70%, roughly equal to the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for FULC and MELI. For additional features, visit the drawdowns tool.

Fulcrum Therapeutics, Inc. (FULC) has a higher volatility of 14.17% compared to MercadoLibre, Inc. (MELI) at 8.74%. This indicates that FULC's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Fulcrum Therapeutics, Inc. and MercadoLibre, 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.