INCY vs. IVZ
INCY (Incyte Corporation) and IVZ (Invesco Ltd.) are both stocks. INCY operates in Biotechnology (Healthcare), while IVZ operates in Asset Management (Financial Services). Over the past 10 years, INCY returned 2.27%/yr vs 4.48%/yr for IVZ. At a 0.27 correlation, their price movements are largely independent.
Performance
INCY vs. IVZ - Performance Comparison
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Returns By Period
In the year-to-date period, INCY achieves a 1.89% return, which is significantly lower than IVZ's 6.54% return. Over the past 10 years, INCY has underperformed IVZ with an annualized return of 2.27%, while IVZ has yielded a comparatively higher 4.48% annualized return.
INCY
- 1D
- -1.70%
- 1M
- 2.11%
- YTD
- 1.89%
- 6M
- 4.07%
- 1Y
- 46.34%
- 3Y*
- 18.14%
- 5Y*
- 3.15%
- 10Y*
- 2.27%
IVZ
- 1D
- 0.73%
- 1M
- 0.64%
- YTD
- 6.54%
- 6M
- 8.44%
- 1Y
- 98.16%
- 3Y*
- 25.82%
- 5Y*
- 3.83%
- 10Y*
- 4.48%
INCY vs. IVZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 1.89% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
IVZ Invesco Ltd. | 6.54% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
Correlation
The correlation between INCY and IVZ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 1995 | 0.27 |
Fundamentals
INCY:
$7.06
IVZ:
-$0.62
INCY:
3.81
IVZ:
1.96
INCY:
$5.36B
IVZ:
$6.38B
INCY:
$3.76B
IVZ:
$2.75B
INCY:
$1.80B
IVZ:
$1.38B
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Return for Risk
INCY vs. IVZ — Risk / Return Rank
INCY
IVZ
INCY vs. IVZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and Invesco Ltd. (IVZ). 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.
| INCY | IVZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.48 | -1.94 |
| Martin ratioReturn relative to average drawdown | 5.67 | 12.09 | -6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INCY | IVZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 2.82 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.11 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.11 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.18 | +0.03 |
Drawdowns
INCY vs. IVZ - Drawdown Comparison
The maximum INCY drawdown since its inception was -98.54%, which is greater than IVZ's maximum drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for INCY and IVZ.
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Drawdown Indicators
| INCY | IVZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.54% | -83.91% | -14.63% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | -22.03% | +3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -33.83% | -36.52% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -53.40% | +11.87% |
Max Drawdown (10Y)Largest decline over 10 years | -66.47% | -79.72% | +13.25% |
Current DrawdownCurrent decline from peak | -34.08% | -4.93% | -29.15% |
Average DrawdownAverage peak-to-trough decline | -59.91% | -36.00% | -23.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.19% | 8.15% | +0.04% |
Volatility
INCY vs. IVZ - Volatility Comparison
Incyte Corporation (INCY) and Invesco Ltd. (IVZ) have volatilities of 9.23% and 9.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INCY | IVZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 9.52% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 23.30% | 25.49% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.04% | 35.09% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 36.58% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.28% | 39.41% | -5.13% |
Dividends
INCY vs. IVZ - Dividend Comparison
INCY has not paid dividends to shareholders, while IVZ's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVZ Invesco Ltd. | 3.07% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
Financials
INCY vs. IVZ - Financials Comparison
This section allows you to compare key financial metrics between Incyte Corporation and Invesco Ltd.. 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
INCY vs. IVZ - Profitability Comparison
INCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported a gross profit of 0.00 and revenue of 1.27B. Therefore, the gross margin over that period was 0.0%.
IVZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.
INCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported an operating income of 301.12M and revenue of 1.27B, resulting in an operating margin of 23.7%.
IVZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.
INCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported a net income of 303.33M and revenue of 1.27B, resulting in a net margin of 23.8%.
IVZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.
Frequently Asked Questions
INCY and IVZ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.52%) compared to INCY (9.23%). In terms of maximum drawdown, INCY dropped -98.54% vs IVZ's -83.91%.
IVZ currently has the higher Sharpe Ratio (2.82 vs 1.41), 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.
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