IMVT vs. NDAQ
Compare and contrast key facts about Immunovant, Inc. (IMVT) and Nasdaq, Inc. (NDAQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMVT or NDAQ.
Key characteristics
| IMVT | NDAQ | |
|---|---|---|
| YTD Return | -28.96% | 35.96% |
| 1Y Return | -10.36% | 53.39% |
| 3Y Return (Ann) | 50.43% | 5.00% |
| 5Y Return (Ann) | 24.16% | 20.25% |
| Sharpe Ratio | -0.28 | 2.92 |
| Sortino Ratio | -0.09 | 4.00 |
| Omega Ratio | 0.99 | 1.53 |
| Calmar Ratio | -0.26 | 2.16 |
| Martin Ratio | -0.47 | 17.32 |
| Ulcer Index | 28.64% | 3.18% |
| Daily Std Dev | 47.87% | 18.86% |
| Max Drawdown | -93.59% | -68.48% |
| Current Drawdown | -43.22% | 0.00% |
Fundamentals
| IMVT | NDAQ | |
|---|---|---|
| Market Cap | $4.60B | $44.60B |
| EPS | -$1.98 | $1.69 |
| Total Revenue (TTM) | $1.50M | $7.02B |
| Gross Profit (TTM) | $1.30M | $4.02B |
| EBITDA (TTM) | -$226.54M | $2.14B |
Correlation
The correlation between IMVT and NDAQ is 0.24, 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.
Performance
IMVT vs. NDAQ - Performance Comparison
In the year-to-date period, IMVT achieves a -28.96% return, which is significantly lower than NDAQ's 35.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IMVT vs. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Immunovant, Inc. (IMVT) and Nasdaq, Inc. (NDAQ). 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.
Dividends
IMVT vs. NDAQ - Dividend Comparison
IMVT has not paid dividends to shareholders, while NDAQ's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMVT Immunovant, 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% |
NDAQ Nasdaq, Inc. | 1.18% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
Drawdowns
IMVT vs. NDAQ - Drawdown Comparison
The maximum IMVT drawdown since its inception was -93.59%, which is greater than NDAQ's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for IMVT and NDAQ. For additional features, visit the drawdowns tool.
Volatility
IMVT vs. NDAQ - Volatility Comparison
Immunovant, Inc. (IMVT) has a higher volatility of 9.75% compared to Nasdaq, Inc. (NDAQ) at 4.74%. This indicates that IMVT's price experiences larger fluctuations and is considered to be riskier than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IMVT vs. NDAQ - Financials Comparison
This section allows you to compare key financial metrics between Immunovant, Inc. and Nasdaq, 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.
Total Revenue: Total amount of money received from sales and other business activities