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IMVT vs. IRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IMVT and IRWD is 0.33, 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

IMVT vs. IRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immunovant, Inc. (IMVT) and Ironwood Pharmaceuticals, Inc. (IRWD). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
159.90%
-59.36%
IMVT
IRWD

Key characteristics

Sharpe Ratio

IMVT:

-0.64

IRWD:

-0.74

Sortino Ratio

IMVT:

-0.74

IRWD:

-0.84

Omega Ratio

IMVT:

0.92

IRWD:

0.87

Calmar Ratio

IMVT:

-0.54

IRWD:

-0.73

Martin Ratio

IMVT:

-0.91

IRWD:

-1.04

Ulcer Index

IMVT:

31.36%

IRWD:

57.02%

Daily Std Dev

IMVT:

44.90%

IRWD:

80.19%

Max Drawdown

IMVT:

-93.59%

IRWD:

-81.06%

Current Drawdown

IMVT:

-50.94%

IRWD:

-74.77%

Fundamentals

Market Cap

IMVT:

$4.10B

IRWD:

$564.90M

EPS

IMVT:

-$2.21

IRWD:

-$0.01

Total Revenue (TTM)

IMVT:

$1.50M

IRWD:

$378.42M

Gross Profit (TTM)

IMVT:

$1.30M

IRWD:

$376.89M

EBITDA (TTM)

IMVT:

-$352.17M

IRWD:

$106.14M

Returns By Period

In the year-to-date period, IMVT achieves a -38.62% return, which is significantly higher than IRWD's -61.10% return.


IMVT

YTD

-38.62%

1M

-1.18%

6M

-5.34%

1Y

-33.86%

5Y*

10.14%

10Y*

N/A

IRWD

YTD

-61.10%

1M

26.42%

6M

-26.93%

1Y

-59.91%

5Y*

-20.12%

10Y*

-9.45%

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Risk-Adjusted Performance

IMVT vs. IRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immunovant, Inc. (IMVT) and Ironwood Pharmaceuticals, Inc. (IRWD). 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 IMVT, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.64-0.74
The chart of Sortino ratio for IMVT, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.74-0.84
The chart of Omega ratio for IMVT, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.87
The chart of Calmar ratio for IMVT, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.54-0.76
The chart of Martin ratio for IMVT, currently valued at -0.91, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.91-1.04
IMVT
IRWD

The current IMVT Sharpe Ratio is -0.64, which is comparable to the IRWD Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of IMVT and IRWD, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.74
IMVT
IRWD

Dividends

IMVT vs. IRWD - Dividend Comparison

Neither IMVT nor IRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IMVT vs. IRWD - Drawdown Comparison

The maximum IMVT drawdown since its inception was -93.59%, which is greater than IRWD's maximum drawdown of -81.06%. Use the drawdown chart below to compare losses from any high point for IMVT and IRWD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-50.94%
-71.20%
IMVT
IRWD

Volatility

IMVT vs. IRWD - Volatility Comparison

The current volatility for Immunovant, Inc. (IMVT) is 13.15%, while Ironwood Pharmaceuticals, Inc. (IRWD) has a volatility of 28.03%. This indicates that IMVT experiences smaller price fluctuations and is considered to be less risky than IRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.15%
28.03%
IMVT
IRWD

Financials

IMVT vs. IRWD - Financials Comparison

This section allows you to compare key financial metrics between Immunovant, Inc. and Ironwood 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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