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

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.


-0.50.00.51.00.2

Performance

IMVT vs. NDAQ - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-6.07%
29.24%
IMVT
NDAQ

Key characteristics

Sharpe Ratio

IMVT:

-0.82

NDAQ:

2.19

Sortino Ratio

IMVT:

-1.08

NDAQ:

3.07

Omega Ratio

IMVT:

0.87

NDAQ:

1.39

Calmar Ratio

IMVT:

-0.73

NDAQ:

2.07

Martin Ratio

IMVT:

-1.22

NDAQ:

12.54

Ulcer Index

IMVT:

31.25%

NDAQ:

3.25%

Daily Std Dev

IMVT:

46.67%

NDAQ:

18.62%

Max Drawdown

IMVT:

-93.59%

NDAQ:

-68.48%

Current Drawdown

IMVT:

-51.32%

NDAQ:

-6.55%

Fundamentals

Market Cap

IMVT:

$4.10B

NDAQ:

$45.76B

EPS

IMVT:

-$2.21

NDAQ:

$1.66

Total Revenue (TTM)

IMVT:

$1.50M

NDAQ:

$7.02B

Gross Profit (TTM)

IMVT:

$1.30M

NDAQ:

$4.02B

EBITDA (TTM)

IMVT:

-$352.17M

NDAQ:

$2.51B

Returns By Period

In the year-to-date period, IMVT achieves a -39.09% return, which is significantly lower than NDAQ's 34.97% return.


IMVT

YTD

-39.09%

1M

1.74%

6M

-5.97%

1Y

-29.08%

5Y*

9.98%

10Y*

N/A

NDAQ

YTD

34.97%

1M

-3.18%

6M

31.46%

1Y

42.29%

5Y*

18.37%

10Y*

18.75%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for IMVT, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.822.19
The chart of Sortino ratio for IMVT, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.083.07
The chart of Omega ratio for IMVT, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.39
The chart of Calmar ratio for IMVT, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.732.07
The chart of Martin ratio for IMVT, currently valued at -1.22, compared to the broader market0.0010.0020.00-1.2212.54
IMVT
NDAQ

The current IMVT Sharpe Ratio is -0.82, which is lower than the NDAQ Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IMVT and NDAQ, 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
-0.82
2.19
IMVT
NDAQ

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 1.21%.


TTM20232022202120202019201820172016201520142013
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.
1.21%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.32%
-6.55%
IMVT
NDAQ

Volatility

IMVT vs. NDAQ - Volatility Comparison

Immunovant, Inc. (IMVT) has a higher volatility of 13.66% compared to Nasdaq, Inc. (NDAQ) at 4.78%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.66%
4.78%
IMVT
NDAQ

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.


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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