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

Correlation

The correlation between IDYA and RXRX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

IDYA vs. RXRX - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.45%
-32.06%
IDYA
RXRX

Key characteristics

Sharpe Ratio

IDYA:

-0.57

RXRX:

-0.40

Sortino Ratio

IDYA:

-0.61

RXRX:

-0.09

Omega Ratio

IDYA:

0.93

RXRX:

0.99

Calmar Ratio

IDYA:

-0.58

RXRX:

-0.40

Martin Ratio

IDYA:

-1.18

RXRX:

-0.75

Ulcer Index

IDYA:

22.91%

RXRX:

45.58%

Daily Std Dev

IDYA:

47.23%

RXRX:

86.22%

Max Drawdown

IDYA:

-74.64%

RXRX:

-88.97%

Current Drawdown

IDYA:

-45.70%

RXRX:

-84.96%

Fundamentals

Market Cap

IDYA:

$2.28B

RXRX:

$2.77B

EPS

IDYA:

-$2.33

RXRX:

-$1.54

Total Revenue (TTM)

IDYA:

$3.92M

RXRX:

$65.18M

Gross Profit (TTM)

IDYA:

$720.00K

RXRX:

$1.96M

EBITDA (TTM)

IDYA:

-$223.50M

RXRX:

-$355.84M

Returns By Period

In the year-to-date period, IDYA achieves a -28.08% return, which is significantly higher than RXRX's -36.97% return.


IDYA

YTD

-28.08%

1M

-2.29%

6M

-31.34%

1Y

-25.63%

5Y*

23.08%

10Y*

N/A

RXRX

YTD

-36.97%

1M

1.89%

6M

-35.93%

1Y

-38.10%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for IDYA, currently valued at -0.57, compared to the broader market-4.00-2.000.002.00-0.57-0.40
The chart of Sortino ratio for IDYA, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.09
The chart of Omega ratio for IDYA, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.99
The chart of Calmar ratio for IDYA, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.58-0.40
The chart of Martin ratio for IDYA, currently valued at -1.18, compared to the broader market0.0010.0020.00-1.18-0.75
IDYA
RXRX

The current IDYA Sharpe Ratio is -0.57, which is lower than the RXRX Sharpe Ratio of -0.40. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
-0.40
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%JulyAugustSeptemberOctoberNovemberDecember
-45.70%
-84.96%
IDYA
RXRX

Volatility

IDYA vs. RXRX - Volatility Comparison

The current volatility for IDEAYA Biosciences, Inc. (IDYA) is 14.82%, while Recursion Pharmaceuticals, Inc. (RXRX) has a volatility of 35.74%. 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%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
14.82%
35.74%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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