FUN vs. GMAB
FUN (Cedar Fair, L.P.) and GMAB (Genmab A/S) are both stocks. FUN operates in Leisure (Consumer Cyclical), while GMAB operates in Biotechnology (Healthcare). Over the past 10 years, FUN returned -5.82%/yr vs 4.28%/yr for GMAB. At a 0.12 correlation, their price movements are largely independent.
Performance
FUN vs. GMAB - Performance Comparison
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Returns By Period
In the year-to-date period, FUN achieves a 52.80% return, which is significantly higher than GMAB's -18.57% return. Over the past 10 years, FUN has underperformed GMAB with an annualized return of -5.82%, while GMAB has yielded a comparatively higher 4.28% annualized return.
FUN
- 1D
- -3.90%
- 1M
- 9.94%
- YTD
- 52.80%
- 6M
- 57.21%
- 1Y
- -21.53%
- 3Y*
- -16.99%
- 5Y*
- -11.16%
- 10Y*
- -5.82%
GMAB
- 1D
- -0.63%
- 1M
- -5.50%
- YTD
- -18.57%
- 6M
- -19.90%
- 1Y
- 9.90%
- 3Y*
- -13.28%
- 5Y*
- -10.53%
- 10Y*
- 4.28%
FUN vs. GMAB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUN Cedar Fair, L.P. | 52.80% | -68.17% | 26.39% | -0.96% | -16.23% | 27.25% | -27.49% | 25.65% | -22.66% | 6.45% |
GMAB Genmab A/S | -18.57% | 47.58% | -34.45% | -24.87% | 7.13% | -2.71% | 82.09% | 35.54% | -0.61% | -0.04% |
Correlation
The correlation between FUN and GMAB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2009 | 0.12 |
Fundamentals
FUN:
$2.38B
GMAB:
$16.01B
FUN:
-$16.06
GMAB:
$4.10
FUN:
0.82
GMAB:
1.81
FUN:
0.26
GMAB:
2.82
FUN:
$2.90B
GMAB:
$8.84B
FUN:
$1.59B
GMAB:
$8.27B
FUN:
-$733.45M
GMAB:
$3.81B
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Return for Risk
FUN vs. GMAB — Risk / Return Rank
FUN
GMAB
FUN vs. GMAB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cedar Fair, L.P. (FUN) and Genmab A/S (GMAB). 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.
| FUN | GMAB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.07 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.27 | -0.70 |
| Martin ratioReturn relative to average drawdown | -0.66 | 0.58 | -1.24 |
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Drawdowns
FUN vs. GMAB - Drawdown Comparison
The maximum FUN drawdown since its inception was -77.75%, smaller than the maximum GMAB drawdown of -84.20%. Use the drawdown chart below to compare losses from any high point for FUN and GMAB.
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Drawdown Indicators
| FUN | GMAB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.75% | -84.20% | +6.45% |
Max Drawdown (1Y)Largest decline over 1 year | -61.05% | -32.51% | -28.54% |
Max Drawdown (3Y)Largest decline over 3 years | -77.74% | -57.44% | -20.30% |
Max Drawdown (5Y)Largest decline over 5 years | -77.74% | -63.10% | -14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -77.75% | -63.10% | -14.65% |
Current DrawdownCurrent decline from peak | -59.33% | -48.52% | -10.81% |
Average DrawdownAverage peak-to-trough decline | -19.87% | -31.09% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.79% | 14.86% | +24.93% |
Volatility
FUN vs. GMAB - Volatility Comparison
Cedar Fair, L.P. (FUN) has a higher volatility of 15.26% compared to Genmab A/S (GMAB) at 12.15%. This indicates that FUN's price experiences larger fluctuations and is considered to be riskier than GMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUN | GMAB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 12.15% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 44.94% | 25.57% | +19.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.85% | 34.45% | +32.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.02% | 33.47% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.15% | 35.19% | +9.96% |
Dividends
FUN vs. GMAB - Dividend Comparison
Neither FUN nor GMAB has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUN Cedar Fair, L.P. | 0.00% | 0.00% | 4.42% | 3.02% | 1.45% | 0.00% | 2.38% | 6.69% | 7.60% | 5.32% | 5.19% | 5.51% |
GMAB Genmab A/S | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FUN vs. GMAB - Financials Comparison
This section allows you to compare key financial metrics between Cedar Fair, L.P. and Genmab A/S. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FUN and GMAB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUN has higher volatility (15.26%) compared to GMAB (12.15%). In terms of maximum drawdown, FUN dropped -77.75% vs GMAB's -84.20%.
GMAB currently has the higher Sharpe Ratio (0.25 vs -0.39), 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.
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