IDYA vs. ELEV

Last updated Apr 1, 2026

Compare and contrast key facts about IDEAYA Biosciences, Inc. (IDYA) and Elevation Oncology Inc (ELEV).

Performance

IDYA vs. ELEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEAYA Biosciences, Inc. (IDYA) and Elevation Oncology Inc (ELEV). The values are adjusted to include any dividend payments, if applicable.

IDYA vs. ELEV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDYA IDEAYA Biosciences, Inc.	-3.62%	34.51%	-27.77%	95.82%	-23.14%	9.90%
ELEV Elevation Oncology Inc	0.00%	-35.12%	4.77%	-43.47%	-84.22%	-47.38%

Fundamentals

Total Revenue (TTM) IDYA : $218.71M ELEV : $38.00K
Gross Profit (TTM) IDYA : $214.12M ELEV : $5.00K
EBITDA (TTM) IDYA : -$120.40M ELEV : -$47.86M

Returns By Period

IDYA

• 1D: 5.95%
• 1M: 3.48%
• YTD: -3.62%
• 6M: 22.45%
• 1Y: 103.42%
• 3Y*: 34.38%
• 5Y*: 6.93%
• 10Y*: —

ELEV

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

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

Return for Risk

IDYA vs. ELEV — Risk / Return Rank

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

IDYA

IDYA Risk / Return Rank: 89
IDYA Sharpe Ratio Rank: 90
IDYA Sortino Ratio Rank: 86
IDYA Omega Ratio Rank: 84
IDYA Calmar Ratio Rank: 93
IDYA Martin Ratio Rank: 92

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.

IDYA vs. ELEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEAYA Biosciences, Inc. (IDYA) and Elevation Oncology Inc (ELEV). 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.

	IDYA	ELEV	Difference
Sharpe ratio Return per unit of total volatility	1.98	—	—
Sortino ratio Return per unit of downside risk	2.48	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	4.76	—	—
Martin ratio Return relative to average drawdown	12.04	—	—
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

	IDYA	ELEV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	—	—

Correlation

The correlation between IDYA and ELEV is 0.12, 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

IDYA vs. ELEV - Dividend Comparison

Neither IDYA nor ELEV has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	IDYA	ELEV	Difference
Max Drawdown Largest peak-to-trough decline	-74.64%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-20.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-69.42%	—	—
Current Drawdown Current decline from peak	-29.30%	—	—
Average Drawdown Average peak-to-trough decline	-30.82%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.92%	—	—

Volatility

Volatility by Period

	IDYA	ELEV	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	31.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	52.65%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.78%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.51%	—	—

Financials