INBX vs. FIVE

Last updated Jun 9, 2026

INBX (Inhibrx, Inc.) and FIVE (Five Below, Inc.) are both stocks. INBX operates in Biotechnology (Healthcare), while FIVE operates in Specialty Retail (Consumer Cyclical). Over the past year, INBX returned 540.30% vs 46.44% for FIVE. At a 0.19 correlation, their price movements are largely independent.

Performance

INBX vs. FIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inhibrx, Inc. (INBX) and Five Below, Inc. (FIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INBX achieves a 12.82% return, which is significantly higher than FIVE's -0.99% return.

INBX

• 1D: 2.44%
• 1M: -33.66%
• YTD: 12.82%
• 6M: -4.68%
• 1Y: 540.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIVE

• 1D: -2.09%
• 1M: -16.42%
• YTD: -0.99%
• 6M: 6.80%
• 1Y: 46.44%
• 3Y*: 0.23%
• 5Y*: 0.09%
• 10Y*: 15.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INBX vs. FIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
INBX Inhibrx, Inc.	12.82%	412.99%	10.63%
FIVE Five Below, Inc.	-0.99%	79.46%	-20.30%

Correlation

The correlation between INBX and FIVE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.19

Fundamentals

Market Cap INBX : $1.39B FIVE : $10.37B
EPS INBX : -$8.40 FIVE : $7.93
PS Ratio INBX : 1.06K FIVE : 2.04
Total Revenue (TTM) INBX : $1.30M FIVE : $5.08B
Gross Profit (TTM) INBX : -$508.00K FIVE : $1.77B
EBITDA (TTM) INBX : -$117.63M FIVE : $757.48M

Return for Risk

INBX vs. FIVE — Risk / Return Rank

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

INBX

INBX Risk / Return Rank: 98
INBX Sharpe Ratio Rank: 98
INBX Sortino Ratio Rank: 98
INBX Omega Ratio Rank: 97
INBX Calmar Ratio Rank: 99
INBX Martin Ratio Rank: 98

FIVE

FIVE Risk / Return Rank: 76
FIVE Sharpe Ratio Rank: 77
FIVE Sortino Ratio Rank: 71
FIVE Omega Ratio Rank: 72
FIVE Calmar Ratio Rank: 74
FIVE Martin Ratio Rank: 85

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.

INBX vs. FIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inhibrx, Inc. (INBX) and Five Below, Inc. (FIVE). 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.

	INBX	FIVE	Difference
Sharpe ratio: Return per unit of total volatility	4.21	1.20	+3.01
Sortino ratio: Return per unit of downside risk	5.21	1.72	+3.49
Omega ratio: Gain probability vs. loss probability	1.67	1.23	+0.44
Calmar ratio: Return relative to maximum drawdown	14.10	1.89	+12.21
Martin ratio: Return relative to average drawdown	36.07	8.48	+27.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INBX vs. FIVE - Sharpe Ratio Comparison

The current INBX Sharpe Ratio is 4.21, which is higher than the FIVE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of INBX and FIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INBX	FIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.21	1.20	+3.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.00	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.51	0.34	+1.17

Drawdowns

INBX vs. FIVE - Drawdown Comparison

The maximum INBX drawdown since its inception was -39.84%, smaller than the maximum FIVE drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for INBX and FIVE.

Drawdown Indicators

	INBX	FIVE	Difference
Max Drawdown Largest peak-to-trough decline	-39.84%	-76.40%	+36.56%
Max Drawdown (1Y) Largest decline over 1 year	-38.66%	-24.71%	-13.95%
Max Drawdown (3Y) Largest decline over 3 years	—	-74.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-76.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.40%	—
Current Drawdown Current decline from peak	-37.16%	-24.71%	-12.45%
Average Drawdown Average peak-to-trough decline	-16.96%	-23.20%	+6.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.08%	5.50%	+9.58%

Volatility

INBX vs. FIVE - Volatility Comparison

Inhibrx, Inc. (INBX) has a higher volatility of 26.07% compared to Five Below, Inc. (FIVE) at 18.13%. This indicates that INBX's price experiences larger fluctuations and is considered to be riskier than FIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INBX	FIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.07%	18.13%	+7.94%
Volatility (6M) Calculated over the trailing 6-month period	62.17%	29.44%	+32.73%
Volatility (1Y) Calculated over the trailing 1-year period	129.72%	39.05%	+90.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	100.66%	47.93%	+52.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.66%	46.13%	+54.53%

Dividends

INBX vs. FIVE - Dividend Comparison

Neither INBX nor FIVE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both INBX and FIVE in my portfolio?

INBX and FIVE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INBX or FIVE?

INBX has higher volatility (26.07%) compared to FIVE (18.13%). In terms of maximum drawdown, INBX dropped -39.84% vs FIVE's -76.40%.

Which has better risk-adjusted returns?

INBX currently has the higher Sharpe Ratio (4.21 vs 1.20), 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.