HURA vs. META

In the year-to-date period, HURA achieves a -25.18% return, which is significantly lower than META's 10.68% return. Over the past 10 years, HURA has underperformed META with an annualized return of -56.61%, while META has yielded a comparatively higher 23.25% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for TuHURA Biosciences, Inc. (HURA) and Meta Platforms, Inc. (META). 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.

The current HURA Sharpe Ratio is -0.52, which is lower than the META Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of HURA and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HURA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.31%.

The maximum HURA drawdown since its inception was -100.00%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for HURA and META.

TuHURA Biosciences, Inc. (HURA) has a higher volatility of 23.31% compared to Meta Platforms, Inc. (META) at 10.72%. This indicates that HURA's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between TuHURA Biosciences, Inc. and Meta Platforms, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.