IDYA vs. IR

Last updated Jun 3, 2026

IDYA (IDEAYA Biosciences, Inc.) and IR (Ingersoll-Rand Plc) are both stocks. IDYA operates in Biotechnology (Healthcare), while IR operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, IDYA returned 6.44%/yr vs 7.95%/yr for IR. At a 0.23 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, IDYA achieves a -19.38% return, which is significantly lower than IR's -9.55% return.

IDYA

• 1D: -3.70%
• 1M: -1.14%
• YTD: -19.38%
• 6M: -17.28%
• 1Y: 31.34%
• 3Y*: 3.87%
• 5Y*: 6.44%
• 10Y*: —

IR

• 1D: 0.93%
• 1M: -8.14%
• YTD: -9.55%
• 6M: -9.50%
• 1Y: -11.56%
• 3Y*: 5.39%
• 5Y*: 7.95%
• 10Y*: —

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

IDYA vs. IR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IDYA IDEAYA Biosciences, Inc.	-19.38%	34.51%	-27.77%	95.82%	-23.14%	68.86%	86.67%	-32.98%
IR Ingersoll-Rand Plc	-9.55%	-12.34%	17.06%	48.21%	-15.41%	35.85%	24.21%	10.70%

Correlation

The correlation between IDYA and IR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since May 24, 2019	0.23

Fundamentals

EPS IDYA : -$1.58 IR : $1.96
PS Ratio IDYA : 10.99 IR : 2.75
Total Revenue (TTM) IDYA : $225.27M IR : $7.78B
Gross Profit (TTM) IDYA : $215.25M IR : $2.98B
EBITDA (TTM) IDYA : -$157.90M IR : $1.55B

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: 63
IDYA Sharpe Ratio Rank: 63
IDYA Sortino Ratio Rank: 59
IDYA Omega Ratio Rank: 57
IDYA Calmar Ratio Rank: 68
IDYA Martin Ratio Rank: 68

IR

IR Risk / Return Rank: 24
IR Sharpe Ratio Rank: 25
IR Sortino Ratio Rank: 23
IR Omega Ratio Rank: 23
IR Calmar Ratio Rank: 27
IR Martin Ratio Rank: 21

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	0.69	-0.35	+1.04
Sortino ratio Return per unit of downside risk	1.27	-0.30	+1.56
Omega ratio Gain probability vs. loss probability	1.15	0.96	+0.19
Calmar ratio Return relative to maximum drawdown	1.52	-0.40	+1.92
Martin ratio Return relative to average drawdown	3.57	-0.96	+4.54
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 0.69, which is higher than the IR Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of IDYA and IR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDYA	IR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	-0.35	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.27	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.45	-0.26

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	-26.39%	-30.56%	+4.17%
Max Drawdown (3Y) Largest decline over 3 years	-69.23%	-36.62%	-32.61%
Max Drawdown (5Y) Largest decline over 5 years	-69.42%	-36.62%	-32.80%
Current Drawdown Current decline from peak	-40.87%	-31.92%	-8.95%
Average Drawdown Average peak-to-trough decline	-30.95%	-12.77%	-18.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.23%	12.65%	-1.42%

Volatility

IDYA vs. IR - Volatility Comparison

IDEAYA Biosciences, Inc. (IDYA) and Ingersoll-Rand Plc (IR) have volatilities of 8.22% and 8.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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	8.22%	8.46%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	30.77%	24.80%	+5.97%
Volatility (1Y) Calculated over the trailing 1-year period	46.05%	32.75%	+13.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.97%	29.95%	+29.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.86%	34.34%	+39.52%

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 0.11%.

Position	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	0.11%	0.10%	0.09%	0.10%	0.15%	0.03%	0.00%	5.78%

Financials

Frequently Asked Questions

Can I hold both IDYA and IR in my portfolio?

IDYA and IR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDYA or IR?

IR has higher volatility (8.46%) compared to IDYA (8.22%). In terms of maximum drawdown, IDYA dropped -74.64% vs IR's -50.27%.

Which has better risk-adjusted returns?

IDYA currently has the higher Sharpe Ratio (0.69 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.