IBIO vs. PFE

In the year-to-date period, IBIO achieves a 11.43% return, which is significantly higher than PFE's -0.45% return. Over the past 10 years, IBIO has underperformed PFE with an annualized return of -48.88%, while PFE has yielded a comparatively higher 2.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) and Pfizer Inc. (PFE). 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 IBIO Sharpe Ratio is 0.58, which is higher than the PFE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of IBIO and PFE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IBIO has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 6.36%.

The maximum IBIO drawdown since its inception was -100.00%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for IBIO and PFE. For additional features, visit the drawdowns tool.

iBio, Inc. (IBIO) has a higher volatility of 20.17% compared to Pfizer Inc. (PFE) at 6.54%. This indicates that IBIO's price experiences larger fluctuations and is considered to be riskier than PFE 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 iBio, Inc. and Pfizer 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.