IDYA vs. IR

Last updated Apr 1, 2026

Compare and contrast key facts about IDEAYA Biosciences, Inc. (IDYA) and Ingersoll-Rand Plc (IR).

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.

IDYA vs. IR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IDYA IDEAYA Biosciences, Inc.	-3.62%	34.51%	-27.77%	95.82%	-23.14%	68.86%	86.67%	-32.98%
IR Ingersoll-Rand Plc	1.16%	-12.34%	17.06%	48.21%	-15.41%	35.85%	24.21%	10.70%

Fundamentals

Market Cap IDYA : $2.95B IR : $31.71B
EPS IDYA : -$1.28 IR : $1.46
PS Ratio IDYA : 13.55 IR : 4.18
PB Ratio IDYA : 2.89 IR : 3.14
Total Revenue (TTM) IDYA : $218.71M IR : $7.65B
Gross Profit (TTM) IDYA : $214.12M IR : $2.95B
EBITDA (TTM) IDYA : -$120.40M IR : $1.69B

Returns By Period

In the year-to-date period, IDYA achieves a -3.62% return, which is significantly lower than IR's 1.16% return.

IDYA

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

IR

• 1D: 4.13%
• 1M: -14.87%
• YTD: 1.16%
• 6M: -2.98%
• 1Y: 0.21%
• 3Y*: 11.37%
• 5Y*: 10.18%
• 10Y*: —

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

Return for Risk

IDYA vs. IR — 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

IR

IR Risk / Return Rank: 40
IR Sharpe Ratio Rank: 41
IR Sortino Ratio Rank: 37
IR Omega Ratio Rank: 36
IR Calmar Ratio Rank: 43
IR Martin Ratio Rank: 43

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. IR - Risk-Adjusted Trends 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.

	IDYA	IR	Difference
Sharpe ratio Return per unit of total volatility	1.98	0.01	+1.98
Sortino ratio Return per unit of downside risk	2.48	0.26	+2.22
Omega ratio Gain probability vs. loss probability	1.32	1.03	+0.29
Calmar ratio Return relative to maximum drawdown	4.76	0.04	+4.72
Martin ratio Return relative to average drawdown	12.04	0.10	+11.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDYA vs. IR - Sharpe Ratio Comparison

The current IDYA Sharpe Ratio is 1.98, which is higher than the IR Sharpe Ratio of 0.01. 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.

Sharpe Ratios by Period

	IDYA	IR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	0.01	+1.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.35	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.50	-0.27

Correlation

The correlation between IDYA and IR is 0.23, 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. IR - Dividend Comparison

IDYA has not paid dividends to shareholders, while IR's dividend yield for the trailing twelve months is around 0.10%.

	TTM	2025	2024	2023	2022	2021	2020	2019
IDYA IDEAYA Biosciences, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IR Ingersoll-Rand Plc	0.10%	0.10%	0.09%	0.10%	0.15%	0.03%	0.00%	5.78%

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 -50.27%. Use the drawdown chart below to compare losses from any high point for IDYA and IR.

Drawdown Indicators

	IDYA	IR	Difference
Max Drawdown Largest peak-to-trough decline	-74.64%	-50.27%	-24.37%
Max Drawdown (1Y) Largest decline over 1 year	-20.05%	-22.08%	+2.03%
Max Drawdown (5Y) Largest decline over 5 years	-69.42%	-36.62%	-32.80%
Current Drawdown Current decline from peak	-29.30%	-23.86%	-5.44%
Average Drawdown Average peak-to-trough decline	-30.82%	-12.52%	-18.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.92%	9.46%	-1.54%

Volatility

IDYA vs. IR - Volatility Comparison

IDEAYA Biosciences, Inc. (IDYA) has a higher volatility of 15.78% compared to Ingersoll-Rand Plc (IR) at 10.19%. 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.

Volatility by Period

	IDYA	IR	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.78%	10.19%	+5.59%
Volatility (6M) Calculated over the trailing 6-month period	31.74%	22.36%	+9.38%
Volatility (1Y) Calculated over the trailing 1-year period	52.65%	34.76%	+17.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.78%	29.44%	+30.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.51%	34.28%	+40.23%

Financials