HTWS.L vs. ATYR

Last updated Apr 1, 2026

Compare and contrast key facts about Helios Towers plc (HTWS.L) and aTyr Pharma, Inc. (ATYR).

Performance

HTWS.L vs. ATYR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Helios Towers plc (HTWS.L) and aTyr Pharma, Inc. (ATYR). The values are adjusted to include any dividend payments, if applicable.

HTWS.L vs. ATYR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
HTWS.L Helios Towers plc	9.36%	79.89%	2.81%	-16.12%	-38.31%	12.42%	-3.16%	30.04%
ATYR aTyr Pharma, Inc.	1.50%	-79.91%	161.22%	-38.83%	-67.20%	94.35%	-9.69%	28.58%

Different Trading Currencies

HTWS.L is traded in GBp, while ATYR is traded in USD. To make them comparable, the ATYR values have been converted to GBp using the latest available exchange rates.

Fundamentals

EPS HTWS.L : £0.07 ATYR : -$0.80
PS Ratio HTWS.L : 2.60 ATYR : 384.40
Total Revenue (TTM) HTWS.L : £820.40M ATYR : $190.00K
Gross Profit (TTM) HTWS.L : £389.50M ATYR : -$34.17M
EBITDA (TTM) HTWS.L : £397.90M ATYR : -$76.54M

Returns By Period

In the year-to-date period, HTWS.L achieves a 9.36% return, which is significantly higher than ATYR's 1.50% return.

HTWS.L

• 1D: 3.69%
• 1M: -10.22%
• YTD: 9.36%
• 6M: 20.81%
• 1Y: 68.86%
• 3Y*: 19.91%
• 5Y*: 1.27%
• 10Y*: —

ATYR

• 1D: 6.41%
• 1M: -17.13%
• YTD: 1.50%
• 6M: 9.97%
• 1Y: -74.77%
• 3Y*: -29.76%
• 5Y*: -29.15%
• 10Y*: -33.98%

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

Return for Risk

HTWS.L vs. ATYR — Risk / Return Rank

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

HTWS.L

HTWS.L Risk / Return Rank: 93
HTWS.L Sharpe Ratio Rank: 94
HTWS.L Sortino Ratio Rank: 94
HTWS.L Omega Ratio Rank: 93
HTWS.L Calmar Ratio Rank: 93
HTWS.L Martin Ratio Rank: 93

ATYR

ATYR Risk / Return Rank: 21
ATYR Sharpe Ratio Rank: 15
ATYR Sortino Ratio Rank: 29
ATYR Omega Ratio Rank: 29
ATYR Calmar Ratio Rank: 11
ATYR Martin Ratio Rank: 20

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.

HTWS.L vs. ATYR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helios Towers plc (HTWS.L) and aTyr Pharma, Inc. (ATYR). 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.

	HTWS.L	ATYR	Difference
Sharpe ratio Return per unit of total volatility	2.48	-0.62	+3.10
Sortino ratio Return per unit of downside risk	3.38	-0.05	+3.44
Omega ratio Gain probability vs. loss probability	1.45	0.99	+0.45
Calmar ratio Return relative to maximum drawdown	4.66	-0.84	+5.50
Martin ratio Return relative to average drawdown	13.53	-1.17	+14.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTWS.L vs. ATYR - Sharpe Ratio Comparison

The current HTWS.L Sharpe Ratio is 2.48, which is higher than the ATYR Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of HTWS.L and ATYR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HTWS.L	ATYR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	-0.62	+3.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	-0.35	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	-0.45	+0.61

Correlation

The correlation between HTWS.L and ATYR is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HTWS.L vs. ATYR - Dividend Comparison

Neither HTWS.L nor ATYR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HTWS.L vs. ATYR - Drawdown Comparison

The maximum HTWS.L drawdown since its inception was -71.22%, smaller than the maximum ATYR drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for HTWS.L and ATYR.

Drawdown Indicators

	HTWS.L	ATYR	Difference
Max Drawdown Largest peak-to-trough decline	-71.22%	-99.83%	+28.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.64%	-90.15%	+75.51%
Max Drawdown (5Y) Largest decline over 5 years	-68.78%	-94.78%	+26.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-99.26%	—
Current Drawdown Current decline from peak	-12.20%	-99.80%	+87.60%
Average Drawdown Average peak-to-trough decline	-34.96%	-93.07%	+58.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.04%	64.91%	-59.87%

Volatility

HTWS.L vs. ATYR - Volatility Comparison

The current volatility for Helios Towers plc (HTWS.L) is 10.37%, while aTyr Pharma, Inc. (ATYR) has a volatility of 20.71%. This indicates that HTWS.L experiences smaller price fluctuations and is considered to be less risky than ATYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HTWS.L	ATYR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.37%	20.71%	-10.34%
Volatility (6M) Calculated over the trailing 6-month period	19.61%	60.35%	-40.74%
Volatility (1Y) Calculated over the trailing 1-year period	27.80%	121.15%	-93.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.60%	83.37%	-46.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.03%	85.24%	-44.21%

Financials