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IMRX vs. ONDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IMRX vs. ONDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immuneering Corporation (IMRX) and Ondas Holdings Inc. (ONDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMRX achieves a -36.32% return, which is significantly lower than ONDS's -4.41% return.


IMRX

1D
1.70%
1M
-22.12%
YTD
-36.32%
6M
-31.09%
1Y
113.78%
3Y*
-24.01%
5Y*
10Y*

ONDS

1D
-5.09%
1M
5.30%
YTD
-4.41%
6M
6.63%
1Y
445.61%
3Y*
104.56%
5Y*
2.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMRX vs. ONDS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IMRX
Immuneering Corporation
-36.32%199.09%-70.07%51.55%-70.01%-17.08%
ONDS
Ondas Holdings Inc.
-4.41%281.25%67.32%-3.77%-76.30%-16.54%

Correlation

The correlation between IMRX and ONDS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2021

0.18

Fundamentals

EPS

IMRX:

-$293.00

ONDS:

$1.54

Total Revenue (TTM)

IMRX:

$0.00

ONDS:

$96.60M

Gross Profit (TTM)

IMRX:

-$698.89K

ONDS:

$43.33M

EBITDA (TTM)

IMRX:

-$15.38B

ONDS:

-$75.39M

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Return for Risk

IMRX vs. ONDS — Risk / Return Rank

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

IMRX
IMRX Risk / Return Rank: 7575
Overall Rank
IMRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IMRX Sortino Ratio Rank: 7878
Sortino Ratio Rank
IMRX Omega Ratio Rank: 8181
Omega Ratio Rank
IMRX Calmar Ratio Rank: 7676
Calmar Ratio Rank
IMRX Martin Ratio Rank: 7070
Martin Ratio Rank

ONDS
ONDS Risk / Return Rank: 9494
Overall Rank
ONDS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ONDS Sortino Ratio Rank: 9393
Sortino Ratio Rank
ONDS Omega Ratio Rank: 8989
Omega Ratio Rank
ONDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ONDS Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMRX vs. ONDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immuneering Corporation (IMRX) and Ondas Holdings Inc. (ONDS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMRXONDSDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.29

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

1.98

8.42

-6.43

Martin ratioReturn relative to average drawdown

3.30

18.67

-15.37

IMRX vs. ONDS - Sharpe Ratio Comparison

The current IMRX Sharpe Ratio is 0.92, which is lower than the ONDS Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of IMRX and ONDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMRX vs. ONDS - Drawdown Comparison

The maximum IMRX drawdown since its inception was -96.86%, roughly equal to the maximum ONDS drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for IMRX and ONDS.


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Drawdown Indicators


IMRXONDSDifference

Max Drawdown

Largest peak-to-trough decline

-96.86%

-98.28%

+1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-57.67%

-53.37%

-4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-90.98%

-83.28%

-7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-96.99%

Current Drawdown

Current decline from peak

-87.24%

-52.15%

-35.09%

Average Drawdown

Average peak-to-trough decline

-77.61%

-71.41%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.56%

24.01%

+10.55%

Volatility

IMRX vs. ONDS - Volatility Comparison

The current volatility for Immuneering Corporation (IMRX) is 33.75%, while Ondas Holdings Inc. (ONDS) has a volatility of 44.08%. This indicates that IMRX experiences smaller price fluctuations and is considered to be less risky than ONDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMRXONDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.75%

44.08%

-10.33%

Volatility (6M)

Calculated over the trailing 6-month period

79.00%

78.27%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

124.22%

127.45%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.45%

113.81%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.45%

120.73%

-6.28%

Dividends

IMRX vs. ONDS - Dividend Comparison

Neither IMRX nor ONDS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

IMRX vs. ONDS - Financials Comparison

This section allows you to compare key financial metrics between Immuneering Corporation and Ondas Holdings 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


0.0010.00M20.00M30.00M40.00M50.00M202220232024202520260
50.12M
(IMRX) Total Revenue
(ONDS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IMRX and ONDS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONDS has higher volatility (44.08%) compared to IMRX (33.75%). In terms of maximum drawdown, IMRX dropped -96.86% vs ONDS's -98.28%.

ONDS currently has the higher Sharpe Ratio (3.55 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IMRX and ONDS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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