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

Correlation

The correlation between IDYA and RXST is 0.28, 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.


-0.50.00.51.00.3

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-27.46%
-39.66%
IDYA
RXST

Key characteristics

Sharpe Ratio

IDYA:

-0.57

RXST:

-0.24

Sortino Ratio

IDYA:

-0.60

RXST:

0.01

Omega Ratio

IDYA:

0.93

RXST:

1.00

Calmar Ratio

IDYA:

-0.57

RXST:

-0.27

Martin Ratio

IDYA:

-1.14

RXST:

-0.69

Ulcer Index

IDYA:

23.64%

RXST:

19.02%

Daily Std Dev

IDYA:

47.29%

RXST:

54.57%

Max Drawdown

IDYA:

-74.64%

RXST:

-48.21%

Current Drawdown

IDYA:

-46.32%

RXST:

-46.38%

Fundamentals

Market Cap

IDYA:

$2.28B

RXST:

$1.53B

EPS

IDYA:

-$2.33

RXST:

-$0.81

Total Revenue (TTM)

IDYA:

$3.92M

RXST:

$138.39M

Gross Profit (TTM)

IDYA:

$720.00K

RXST:

$87.81M

EBITDA (TTM)

IDYA:

-$223.50M

RXST:

-$26.47M

Returns By Period

In the year-to-date period, IDYA achieves a -28.89% return, which is significantly lower than RXST's -14.51% return.


IDYA

YTD

-28.89%

1M

-5.56%

6M

-29.96%

1Y

-27.01%

5Y*

22.97%

10Y*

N/A

RXST

YTD

-14.51%

1M

-23.11%

6M

-38.63%

1Y

-13.04%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IDYA, currently valued at -0.57, compared to the broader market-4.00-2.000.002.00-0.57-0.24
The chart of Sortino ratio for IDYA, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.600.01
The chart of Omega ratio for IDYA, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.00
The chart of Calmar ratio for IDYA, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.27
The chart of Martin ratio for IDYA, currently valued at -1.14, compared to the broader market0.0010.0020.00-1.14-0.69
IDYA
RXST

The current IDYA Sharpe Ratio is -0.57, which is lower than the RXST Sharpe Ratio of -0.24. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
-0.24
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%, which is greater than RXST's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for IDYA and RXST. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-46.32%
-46.38%
IDYA
RXST

Volatility

IDYA vs. RXST - Volatility Comparison

The current volatility for IDEAYA Biosciences, Inc. (IDYA) is 14.82%, while RxSight, Inc. (RXST) has a volatility of 18.79%. 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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.82%
18.79%
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
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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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