PortfoliosLab logo
IDYA vs. RXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IDYA and RXST is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

IDYA vs. RXST - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-22.45%
-6.56%
IDYA
RXST

Key characteristics

Sharpe Ratio

IDYA:

-0.99

RXST:

-1.17

Sortino Ratio

IDYA:

-1.57

RXST:

-2.03

Omega Ratio

IDYA:

0.83

RXST:

0.69

Calmar Ratio

IDYA:

-0.74

RXST:

-0.93

Martin Ratio

IDYA:

-1.44

RXST:

-1.90

Ulcer Index

IDYA:

35.51%

RXST:

38.35%

Daily Std Dev

IDYA:

51.86%

RXST:

62.22%

Max Drawdown

IDYA:

-74.64%

RXST:

-78.10%

Current Drawdown

IDYA:

-59.69%

RXST:

-76.75%

Fundamentals

Market Cap

IDYA:

$1.67B

RXST:

$598.13M

EPS

IDYA:

-$3.41

RXST:

-$0.71

PS Ratio

IDYA:

238.48

RXST:

4.27

PB Ratio

IDYA:

1.58

RXST:

2.13

Total Revenue (TTM)

IDYA:

$7.00M

RXST:

$120.51M

Gross Profit (TTM)

IDYA:

$5.90M

RXST:

$78.26M

EBITDA (TTM)

IDYA:

-$274.69M

RXST:

-$15.81M

Returns By Period

In the year-to-date period, IDYA achieves a -26.07% return, which is significantly higher than RXST's -56.52% return.


IDYA

YTD

-26.07%

1M

8.94%

6M

-35.15%

1Y

-50.80%

5Y*

30.22%

10Y*

N/A

RXST

YTD

-56.52%

1M

-38.65%

6M

-70.33%

1Y

-71.19%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IDYA vs. RXST — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDYA
The Risk-Adjusted Performance Rank of IDYA is 77
Overall Rank
The Sharpe Ratio Rank of IDYA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IDYA is 55
Sortino Ratio Rank
The Omega Ratio Rank of IDYA is 99
Omega Ratio Rank
The Calmar Ratio Rank of IDYA is 88
Calmar Ratio Rank
The Martin Ratio Rank of IDYA is 1010
Martin Ratio Rank

RXST
The Risk-Adjusted Performance Rank of RXST is 22
Overall Rank
The Sharpe Ratio Rank of RXST is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of RXST is 22
Sortino Ratio Rank
The Omega Ratio Rank of RXST is 22
Omega Ratio Rank
The Calmar Ratio Rank of RXST is 22
Calmar Ratio Rank
The Martin Ratio Rank of RXST is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDYA vs. RXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEAYA Biosciences, Inc. (IDYA) and RxSight, Inc. (RXST). 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.


The chart of Sharpe ratio for IDYA, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00
IDYA: -0.99
RXST: -1.17
The chart of Sortino ratio for IDYA, currently valued at -1.57, compared to the broader market-6.00-4.00-2.000.002.004.00
IDYA: -1.57
RXST: -2.03
The chart of Omega ratio for IDYA, currently valued at 0.83, compared to the broader market0.501.001.502.00
IDYA: 0.83
RXST: 0.69
The chart of Calmar ratio for IDYA, currently valued at -0.74, compared to the broader market0.001.002.003.004.005.00
IDYA: -0.74
RXST: -0.93
The chart of Martin ratio for IDYA, currently valued at -1.44, compared to the broader market-5.000.005.0010.0015.0020.00
IDYA: -1.44
RXST: -1.90

The current IDYA Sharpe Ratio is -0.99, which is comparable to the RXST Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of IDYA and RXST, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.99
-1.17
IDYA
RXST

Dividends

IDYA vs. RXST - Dividend Comparison

Neither IDYA nor RXST has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IDYA vs. RXST - Drawdown Comparison

The maximum IDYA drawdown since its inception was -74.64%, roughly equal to the maximum RXST drawdown of -78.10%. Use the drawdown chart below to compare losses from any high point for IDYA and RXST. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-59.69%
-76.75%
IDYA
RXST

Volatility

IDYA vs. RXST - Volatility Comparison

The current volatility for IDEAYA Biosciences, Inc. (IDYA) is 23.46%, while RxSight, Inc. (RXST) has a volatility of 51.25%. This indicates that IDYA experiences smaller price fluctuations and is considered to be less risky than RXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.46%
51.25%
IDYA
RXST

Financials

IDYA vs. RXST - Financials Comparison

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