PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IDYA vs. IR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IDYA vs. IR - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-28.96%
8.95%
IDYA
IR

Returns By Period

In the year-to-date period, IDYA achieves a -24.70% return, which is significantly lower than IR's 34.59% return.


IDYA

YTD

-24.70%

1M

-9.19%

6M

-28.96%

1Y

-15.22%

5Y (annualized)

30.29%

10Y (annualized)

N/A

IR

YTD

34.59%

1M

7.92%

6M

8.95%

1Y

47.20%

5Y (annualized)

26.88%

10Y (annualized)

N/A

Fundamentals


IDYAIR
Market Cap$2.24B$41.55B
EPS-$2.30$2.05
Total Revenue (TTM)$3.92M$7.16B
Gross Profit (TTM)$720.00K$2.86B
EBITDA (TTM)-$223.50M$1.87B

Key characteristics


IDYAIR
Sharpe Ratio-0.331.84
Sortino Ratio-0.182.30
Omega Ratio0.981.33
Calmar Ratio-0.333.50
Martin Ratio-0.769.65
Ulcer Index20.00%4.89%
Daily Std Dev46.07%25.72%
Max Drawdown-74.64%-49.12%
Current Drawdown-43.16%-0.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between IDYA and IR is 0.22, 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.

Risk-Adjusted Performance

IDYA vs. IR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEAYA Biosciences, Inc. (IDYA) and Ingersoll-Rand Plc (IR). 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.


Sharpe ratio
The chart of Sharpe ratio for IDYA, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.331.84
The chart of Sortino ratio for IDYA, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.00-0.182.30
The chart of Omega ratio for IDYA, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.33
The chart of Calmar ratio for IDYA, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.333.50
The chart of Martin ratio for IDYA, currently valued at -0.76, compared to the broader market0.0010.0020.0030.00-0.769.65
IDYA
IR

The current IDYA Sharpe Ratio is -0.33, which is lower than the IR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IDYA and IR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.33
1.84
IDYA
IR

Dividends

IDYA vs. IR - Dividend Comparison

IDYA has not paid dividends to shareholders, while IR's dividend yield for the trailing twelve months is around 0.08%.


TTM2023202220212020201920182017
IDYA
IDEAYA Biosciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IR
Ingersoll-Rand Plc
0.08%0.10%0.15%0.03%2.33%5.78%9.58%3.83%

Drawdowns

IDYA vs. IR - Drawdown Comparison

The maximum IDYA drawdown since its inception was -74.64%, which is greater than IR's maximum drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for IDYA and IR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.16%
-0.74%
IDYA
IR

Volatility

IDYA vs. IR - Volatility Comparison

IDEAYA Biosciences, Inc. (IDYA) has a higher volatility of 15.67% compared to Ingersoll-Rand Plc (IR) at 7.47%. This indicates that IDYA's price experiences larger fluctuations and is considered to be riskier than IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.67%
7.47%
IDYA
IR

Financials

IDYA vs. IR - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items