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INCY vs. POU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INCY vs. POU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Incyte Corporation (INCY) and Paramount Resources Ltd. (POU.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

INCY is traded in USD, while POU.TO is traded in CAD. To make them comparable, the POU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, INCY achieves a 9.88% return, which is significantly lower than POU.TO's 20.43% return. Over the past 10 years, INCY has underperformed POU.TO with an annualized return of 3.13%, while POU.TO has yielded a comparatively higher 16.13% annualized return.


INCY

1D
0.65%
1M
9.83%
YTD
9.88%
6M
13.75%
1Y
56.79%
3Y*
20.55%
5Y*
5.62%
10Y*
3.13%

POU.TO

1D
-1.29%
1M
-5.47%
YTD
20.43%
6M
16.52%
1Y
37.69%
3Y*
2.73%
5Y*
17.53%
10Y*
16.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INCY vs. POU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INCY
Incyte Corporation
9.88%43.00%10.00%-21.83%9.43%-15.61%-0.39%37.32%-32.86%-5.55%
POU.TO
Paramount Resources Ltd.
20.43%-17.72%20.01%-2.51%13.84%397.06%-32.08%9.53%-65.90%31.28%

Correlation

The correlation between INCY and POU.TO is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.12

The correlation between INCY and POU.TO shifts across timeframes, from -0.15 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

INCY:

$22.45B

POU.TO:

CA$4.35B

EPS

INCY:

$7.06

POU.TO:

CA$0.37

PE Ratio

INCY:

15.38

POU.TO:

80.47

PEG Ratio

INCY:

0.02

POU.TO:

0.80

PS Ratio

INCY:

4.11

POU.TO:

4.74

PB Ratio

INCY:

3.99

POU.TO:

1.58

Total Revenue (TTM)

INCY:

$5.36B

POU.TO:

CA$902.30M

Gross Profit (TTM)

INCY:

$3.76B

POU.TO:

CA$181.10M

EBITDA (TTM)

INCY:

$1.80B

POU.TO:

CA$329.30M

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Return for Risk

INCY vs. POU.TO — Risk / Return Rank

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

INCY
INCY Risk / Return Rank: 8484
Overall Rank
INCY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
INCY Sortino Ratio Rank: 8484
Sortino Ratio Rank
INCY Omega Ratio Rank: 8282
Omega Ratio Rank
INCY Calmar Ratio Rank: 8585
Calmar Ratio Rank
INCY Martin Ratio Rank: 8282
Martin Ratio Rank

POU.TO
POU.TO Risk / Return Rank: 7777
Overall Rank
POU.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
POU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
POU.TO Omega Ratio Rank: 7575
Omega Ratio Rank
POU.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
POU.TO Martin Ratio Rank: 7979
Martin Ratio Rank
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.

INCY vs. POU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and Paramount Resources Ltd. (POU.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INCYPOU.TODifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.08

Calmar ratioReturn relative to maximum drawdown

3.11

2.10

+1.01

Martin ratioReturn relative to average drawdown

6.94

5.17

+1.77

INCY vs. POU.TO - Sharpe Ratio Comparison

The current INCY Sharpe Ratio is 1.72, which is higher than the POU.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of INCY and POU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INCY vs. POU.TO - Drawdown Comparison

The maximum INCY drawdown since its inception was -98.54%, roughly equal to the maximum POU.TO drawdown of -98.68%. Use the drawdown chart below to compare losses from any high point for INCY and POU.TO.


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Drawdown Indicators


INCYPOU.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.54%

-98.68%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-18.33%

-17.99%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-54.58%

+20.75%

Max Drawdown (5Y)

Largest decline over 5 years

-41.06%

-62.33%

+21.27%

Max Drawdown (10Y)

Largest decline over 10 years

-66.47%

-96.60%

+30.13%

Current Drawdown

Current decline from peak

-28.91%

-50.49%

+21.58%

Average Drawdown

Average peak-to-trough decline

-59.88%

-56.96%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

7.31%

+0.90%

Volatility

INCY vs. POU.TO - Volatility Comparison

The current volatility for Incyte Corporation (INCY) is 9.64%, while Paramount Resources Ltd. (POU.TO) has a volatility of 10.25%. This indicates that INCY experiences smaller price fluctuations and is considered to be less risky than POU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INCYPOU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

10.25%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

22.73%

24.34%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

33.10%

31.20%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.32%

45.75%

-16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.29%

58.15%

-23.86%

Dividends

INCY vs. POU.TO - Dividend Comparison

INCY has not paid dividends to shareholders, while POU.TO's dividend yield for the trailing twelve months is around 2.04%.


PositionTTM202520242023202220212020201920182017
INCY
Incyte Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POU.TO
Paramount Resources Ltd.
2.04%2.89%5.34%5.78%3.95%0.81%0.00%0.00%0.00%0.19%

Financials

INCY vs. POU.TO - Financials Comparison

This section allows you to compare key financial metrics between Incyte Corporation and Paramount Resources 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20222023202420252026
1.27B
280.40M
(INCY) Total Revenue
(POU.TO) Total Revenue
Please note, different currencies. INCY values in USD, POU.TO values in CAD

INCY vs. POU.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Incyte Corporation and Paramount Resources Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
21.4%
Portfolio components
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%.

POU.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Paramount Resources Ltd. reported a gross profit of 60.10M and revenue of 280.40M. Therefore, the gross margin over that period was 21.4%.

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%.

POU.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Paramount Resources Ltd. reported an operating income of 40.10M and revenue of 280.40M, resulting in an operating margin of 14.3%.

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%.

POU.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Paramount Resources Ltd. reported a net income of 53.20M and revenue of 280.40M, resulting in a net margin of 19.0%.


Frequently Asked Questions


INCY and POU.TO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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