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IDYA vs. RXRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


IDYARXRX
YTD Return-15.71%-29.72%
1Y Return-3.01%23.09%
3Y Return (Ann)8.29%-29.15%
Sharpe Ratio0.060.16
Sortino Ratio0.410.86
Omega Ratio1.051.10
Calmar Ratio0.060.15
Martin Ratio0.140.32
Ulcer Index18.17%41.62%
Daily Std Dev45.16%83.44%
Max Drawdown-74.64%-88.97%
Current Drawdown-36.37%-83.23%

Fundamentals


IDYARXRX
Market Cap$2.56B$1.99B
EPS-$2.30-$1.66
Total Revenue (TTM)$3.92M$39.10M
Gross Profit (TTM)$720.00K-$12.04M
EBITDA (TTM)-$222.63M-$275.00M

Correlation

-0.50.00.51.00.4

The correlation between IDYA and RXRX is 0.40, 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.

Performance

IDYA vs. RXRX - Performance Comparison

In the year-to-date period, IDYA achieves a -15.71% return, which is significantly higher than RXRX's -29.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-27.16%
-19.43%
IDYA
RXRX

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Risk-Adjusted Performance

IDYA vs. RXRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEAYA Biosciences, Inc. (IDYA) and Recursion Pharmaceuticals, Inc. (RXRX). 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
Sharpe ratio
The chart of Sharpe ratio for IDYA, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.06
Sortino ratio
The chart of Sortino ratio for IDYA, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for IDYA, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for IDYA, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for IDYA, currently valued at 0.14, compared to the broader market-10.000.0010.0020.0030.000.14
RXRX
Sharpe ratio
The chart of Sharpe ratio for RXRX, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.16
Sortino ratio
The chart of Sortino ratio for RXRX, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.006.000.86
Omega ratio
The chart of Omega ratio for RXRX, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for RXRX, currently valued at 0.15, compared to the broader market0.002.004.006.000.15
Martin ratio
The chart of Martin ratio for RXRX, currently valued at 0.32, compared to the broader market-10.000.0010.0020.0030.000.32

IDYA vs. RXRX - Sharpe Ratio Comparison

The current IDYA Sharpe Ratio is 0.06, which is lower than the RXRX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of IDYA and RXRX, 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.06
0.16
IDYA
RXRX

Dividends

IDYA vs. RXRX - Dividend Comparison

Neither IDYA nor RXRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IDYA vs. RXRX - Drawdown Comparison

The maximum IDYA drawdown since its inception was -74.64%, smaller than the maximum RXRX drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for IDYA and RXRX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.37%
-83.23%
IDYA
RXRX

Volatility

IDYA vs. RXRX - Volatility Comparison

The current volatility for IDEAYA Biosciences, Inc. (IDYA) is 9.94%, while Recursion Pharmaceuticals, Inc. (RXRX) has a volatility of 17.11%. This indicates that IDYA experiences smaller price fluctuations and is considered to be less risky than RXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
9.94%
17.11%
IDYA
RXRX

Financials

IDYA vs. RXRX - Financials Comparison

This section allows you to compare key financial metrics between IDEAYA Biosciences, Inc. and Recursion Pharmaceuticals, Inc.. 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