IBRX vs. ACIC

In the year-to-date period, IBRX achieves a -0.78% return, which is significantly higher than ACIC's -9.80% return.

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This table presents a comparison of risk-adjusted performance metrics for ImmunityBio, Inc. (IBRX) and American Coastal Insurance Corp (ACIC). 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 IBRX Sharpe Ratio is -0.70, which is lower than the ACIC Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IBRX and ACIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IBRX has not paid dividends to shareholders, while ACIC's dividend yield for the trailing twelve months is around 4.28%.

The maximum IBRX drawdown since its inception was -97.14%, roughly equal to the maximum ACIC drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for IBRX and ACIC. For additional features, visit the drawdowns tool.

ImmunityBio, Inc. (IBRX) has a higher volatility of 25.58% compared to American Coastal Insurance Corp (ACIC) at 8.25%. This indicates that IBRX's price experiences larger fluctuations and is considered to be riskier than ACIC 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 ImmunityBio, Inc. and American Coastal Insurance Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.