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IDYA vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IDYA vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEAYA Biosciences, Inc. (IDYA) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-28.96%
13.19%
IDYA
SPY

Returns By Period

In the year-to-date period, IDYA achieves a -24.70% return, which is significantly lower than SPY's 26.47% return.


IDYA

YTD

-24.70%

1M

-9.19%

6M

-28.96%

1Y

-15.22%

5Y (annualized)

30.29%

10Y (annualized)

N/A

SPY

YTD

26.47%

1M

3.03%

6M

13.19%

1Y

32.65%

5Y (annualized)

15.68%

10Y (annualized)

13.14%

Key characteristics


IDYASPY
Sharpe Ratio-0.332.69
Sortino Ratio-0.183.59
Omega Ratio0.981.50
Calmar Ratio-0.333.88
Martin Ratio-0.7617.47
Ulcer Index20.00%1.87%
Daily Std Dev46.07%12.14%
Max Drawdown-74.64%-55.19%
Current Drawdown-43.16%-0.54%

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Correlation

-0.50.00.51.00.3

The correlation between IDYA and SPY is 0.29, 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.

Risk-Adjusted Performance

IDYA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEAYA Biosciences, Inc. (IDYA) and SPDR S&P 500 ETF (SPY). 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 -0.33, compared to the broader market-4.00-2.000.002.004.00-0.332.69
The chart of Sortino ratio for IDYA, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.00-0.183.59
The chart of Omega ratio for IDYA, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.50
The chart of Calmar ratio for IDYA, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.333.88
The chart of Martin ratio for IDYA, currently valued at -0.76, compared to the broader market0.0010.0020.0030.00-0.7617.47
IDYA
SPY

The current IDYA Sharpe Ratio is -0.33, which is lower than the SPY Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of IDYA and SPY, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.33
2.69
IDYA
SPY

Dividends

IDYA vs. SPY - Dividend Comparison

IDYA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.


TTM20232022202120202019201820172016201520142013
IDYA
IDEAYA Biosciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.18%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

IDYA vs. SPY - Drawdown Comparison

The maximum IDYA drawdown since its inception was -74.64%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IDYA and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-43.16%
-0.54%
IDYA
SPY

Volatility

IDYA vs. SPY - Volatility Comparison

IDEAYA Biosciences, Inc. (IDYA) has a higher volatility of 15.67% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that IDYA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.67%
3.98%
IDYA
SPY