HALO vs. ITCI

Last updated Jun 3, 2026

HALO (Halozyme Therapeutics, Inc.) and ITCI (Intra-Cellular Therapies, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. At a 0.34 correlation, their price movements are largely independent.

Performance

HALO vs. ITCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halozyme Therapeutics, Inc. (HALO) and Intra-Cellular Therapies, Inc. (ITCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HALO

• 1D: -2.73%
• 1M: 3.63%
• YTD: -1.52%
• 6M: -0.39%
• 1Y: 19.12%
• 3Y*: 25.45%
• 5Y*: 11.28%
• 10Y*: 21.28%

ITCI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HALO vs. ITCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HALO Halozyme Therapeutics, Inc.	-1.52%	40.77%	29.36%	-35.04%	41.51%	-5.85%	140.89%	21.19%	-27.79%	105.06%
ITCI Intra-Cellular Therapies, Inc.	0.00%	57.89%	16.62%	35.34%	1.11%	64.59%	-7.32%	201.23%	-21.34%	-4.04%

Correlation

The correlation between HALO and ITCI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 8, 2014	0.34

The correlation between HALO and ITCI shifts across timeframes, from 0.11 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) HALO : $1.51B ITCI : $680.64M
Gross Profit (TTM) HALO : $1.23B ITCI : $623.67M
EBITDA (TTM) HALO : $980.05M ITCI : -$116.21M

Return for Risk

HALO vs. ITCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HALO

HALO Risk / Return Rank: 56
HALO Sharpe Ratio Rank: 61
HALO Sortino Ratio Rank: 55
HALO Omega Ratio Rank: 53
HALO Calmar Ratio Rank: 57
HALO Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HALO vs. ITCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) and Intra-Cellular Therapies, Inc. (ITCI). 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.

	HALO	ITCI	Difference
Sharpe ratio Return per unit of total volatility	0.64	—	—
Sortino ratio Return per unit of downside risk	1.06	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.75	—	—
Martin ratio Return relative to average drawdown	1.45	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HALO	ITCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	—	—

Drawdowns

Drawdown Indicators

	HALO	ITCI	Difference
Max Drawdown Largest peak-to-trough decline	-74.26%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-24.13%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-33.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-49.06%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.06%	—	—
Current Drawdown Current decline from peak	-18.40%	—	—
Average Drawdown Average peak-to-trough decline	-31.91%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	12.56%	—	—

Volatility

Volatility by Period

	HALO	ITCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.89%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.47%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.89%	—	—

Dividends

HALO vs. ITCI - Dividend Comparison

Neither HALO nor ITCI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both HALO and ITCI in my portfolio?

HALO and ITCI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.