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 -15.65%/yr vs -49.84%/yr for SCLX. At a 0.09 correlation, their price movements are largely independent.
Performance
GRFS vs. SCLX - Performance Comparison
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Returns By Period
In the year-to-date period, GRFS achieves a -22.14% return, which is significantly lower than SCLX's -9.56% return.
GRFS
- 1D
- -1.62%
- 1M
- -8.77%
- YTD
- -22.14%
- 6M
- -19.82%
- 1Y
- -15.59%
- 3Y*
- -6.06%
- 5Y*
- -15.65%
- 10Y*
- -6.28%
SCLX
- 1D
- -8.03%
- 1M
- 80.58%
- YTD
- -9.56%
- 6M
- -22.68%
- 1Y
- 124.71%
- 3Y*
- -63.15%
- 5Y*
- -49.84%
- 10Y*
- —
GRFS vs. SCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | -22.14% | 27.79% | -35.64% | 36.00% | -24.31% | -25.64% |
SCLX Scilex Holding Company | -9.56% | -18.25% | -79.10% | -48.87% | -60.26% | 1.93% |
Correlation
The correlation between GRFS and SCLX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2021 | 0.09 |
Fundamentals
GRFS:
$4.95B
SCLX:
$75.80M
GRFS:
€0.61
SCLX:
-$35.27
GRFS:
0.58
SCLX:
2.59
GRFS:
€7.45B
SCLX:
$30.25M
GRFS:
€2.81B
SCLX:
$18.07M
GRFS:
€1.56B
SCLX:
-$352.83M
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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 | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.25 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.56 | -2.05 |
| Martin ratioReturn relative to average drawdown | -0.89 | 2.31 | -3.20 |
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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.
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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 | -32.22% | -80.27% | +48.05% |
Max Drawdown (3Y)Largest decline over 3 years | -52.68% | -98.20% | +45.52% |
Max Drawdown (5Y)Largest decline over 5 years | -69.29% | -99.23% | +29.94% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | — | — |
Current DrawdownCurrent decline from peak | -70.24% | -97.87% | +27.63% |
Average DrawdownAverage peak-to-trough decline | -31.83% | -57.08% | +25.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.58% | 54.23% | -36.65% |
Volatility
GRFS vs. SCLX - Volatility Comparison
The current volatility for Grifols, S.A. (GRFS) is 6.88%, while Scilex Holding Company (SCLX) has a volatility of 44.68%. 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.
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Volatility by Period
| GRFS | SCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 44.68% | -37.80% |
Volatility (6M)Calculated over the trailing 6-month period | 24.38% | 75.51% | -51.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.82% | 125.36% | -93.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.78% | 112.53% | -63.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.32% | 109.27% | -68.95% |
Dividends
GRFS vs. SCLX - Dividend Comparison
GRFS's dividend yield for the trailing twelve months is around 2.41%, 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. | 2.41% | 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 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCLX has higher volatility (44.68%) compared to GRFS (6.88%). In terms of maximum drawdown, GRFS dropped -78.01% vs SCLX's -99.23%.
SCLX currently has the higher Sharpe Ratio (1.00 vs -0.49), 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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