GRFS vs. SCLX
GRFS (Grifols, S.A.) and SCLX (Scilex Holding Company) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 5 years, GRFS returned -11.82%/yr vs -50.18%/yr for SCLX. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
GRFS vs. SCLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRFS achieves a -14.69% return, which is significantly lower than SCLX's -12.26% return.
GRFS
- 1D
- -4.02%
- 1M
- 9.92%
- 6M
- -13.77%
- YTD
- -14.69%
- 1Y
- -24.76%
- 3Y*
- -7.54%
- 5Y*
- -11.82%
- 10Y*
- -6.06%
- ALL TIME*
- 3.18%
SCLX
- 1D
- 0.98%
- 1M
- -14.66%
- 6M
- 25.63%
- YTD
- -12.26%
- 1Y
- -20.18%
- 3Y*
- -61.16%
- 5Y*
- -50.18%
- 10Y*
- —
- ALL TIME*
- -47.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GRFS Grifols, S.A. | $7.99M | $6.47M | $5.41M |
| $729.88K | $1.72M | $1.09M |
GRFS vs. SCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | -14.69% | 27.79% | -35.64% | 36.00% | -24.31% | -25.64% |
SCLX Scilex Holding Company | -12.26% | -18.25% | -79.10% | -48.87% | -60.26% | 1.93% |
Correlation
The correlation between GRFS and SCLX is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2021 | 0.09 |
Fundamentals
GRFS:
$6.66B
SCLX:
$56.59M
GRFS:
€0.89
SCLX:
-$35.56
GRFS:
0.47
SCLX:
2.49
GRFS:
€7.43B
SCLX:
$30.25M
GRFS:
€2.77B
SCLX:
$18.07M
GRFS:
€1.75B
SCLX:
-$352.83M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GRFS vs. SCLX — Risk / Return Rank
GRFS
SCLX
GRFS vs. SCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols, S.A. (GRFS) and Scilex Holding Company (SCLX). 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.
| GRFS | SCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.07 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.25 | -0.46 |
| Martin ratioReturn relative to average drawdown | -1.20 | -0.35 | -0.84 |
Loading charts...
Drawdowns
GRFS vs. SCLX - Drawdown Comparison
The maximum GRFS drawdown since its inception was -78.01%, smaller than the maximum SCLX drawdown of -99.23%. Use the drawdown chart below to compare losses from any high point for GRFS and SCLX.
Loading charts...
Drawdown Indicators
| GRFS | SCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.01% | -99.23% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -34.08% | -80.27% | +46.19% |
Max Drawdown (3Y)Largest decline over 3 years | -52.68% | -97.87% | +45.19% |
Max Drawdown (5Y)Largest decline over 5 years | -65.42% | -99.23% | +33.81% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | — | — |
Current DrawdownCurrent decline from peak | -67.39% | -97.93% | +30.54% |
Average DrawdownAverage peak-to-trough decline | -32.11% | -57.92% | +25.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.24% | 57.55% | -37.31% |
Volatility
GRFS vs. SCLX - Volatility Comparison
The current volatility for Grifols, S.A. (GRFS) is 10.35%, while Scilex Holding Company (SCLX) has a volatility of 31.96%. This indicates that GRFS experiences smaller price fluctuations and is considered to be less risky than SCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GRFS | SCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 31.96% | -21.61% |
Volatility (6M)Calculated over the trailing 6-month period | 24.92% | 77.60% | -52.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.49% | 114.80% | -83.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.92% | 113.52% | -64.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.35% | 109.13% | -68.78% |
Dividends
GRFS vs. SCLX - Dividend Comparison
GRFS's dividend yield for the trailing twelve months is around 3.43%, while SCLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | 3.43% | 1.88% | 0.00% | 0.00% | 0.00% | 3.20% | 0.83% | 1.55% | 2.32% | 1.24% | 1.67% | 2.01% |
SCLX Scilex Holding Company | 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
GRFS vs. SCLX - Financials Comparison
This section allows you to compare key financial metrics between Grifols, S.A. and Scilex Holding Company. 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
GRFS and SCLX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCLX has higher volatility (31.96%) compared to GRFS (10.35%). In terms of maximum drawdown, GRFS dropped -78.01% vs SCLX's -99.23%.
SCLX currently has the higher Sharpe Ratio (-0.18 vs -0.77), 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.
Find the right allocation for GRFS and SCLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer