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INFY vs. AMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INFY vs. AMRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infosys Limited (INFY) and Amarin Corporation plc (AMRN). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JuneJulyAugustSeptemberOctoberNovember
6,126.78%
-99.17%
INFY
AMRN

Returns By Period

In the year-to-date period, INFY achieves a 27.96% return, which is significantly higher than AMRN's -36.94% return. Over the past 10 years, INFY has outperformed AMRN with an annualized return of 13.52%, while AMRN has yielded a comparatively lower -8.00% annualized return.


INFY

YTD

27.96%

1M

3.79%

6M

35.47%

1Y

33.78%

5Y (annualized)

21.89%

10Y (annualized)

13.52%

AMRN

YTD

-36.94%

1M

-4.59%

6M

-35.27%

1Y

-29.92%

5Y (annualized)

-51.89%

10Y (annualized)

-8.00%

Fundamentals


INFYAMRN
Market Cap$90.01B$215.91M
EPS$0.77-$0.10
PEG Ratio3.25-1.74
Total Revenue (TTM)$18.84B$241.71M
Gross Profit (TTM)$5.68B$134.23M
EBITDA (TTM)$4.53B-$39.47M

Key characteristics


INFYAMRN
Sharpe Ratio1.48-0.37
Sortino Ratio2.28-0.07
Omega Ratio1.280.99
Calmar Ratio1.00-0.29
Martin Ratio3.93-0.73
Ulcer Index8.58%40.45%
Daily Std Dev22.83%80.40%
Max Drawdown-90.32%-99.97%
Current Drawdown-5.78%-99.96%

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Correlation

-0.50.00.51.00.1

The correlation between INFY and AMRN is 0.12, 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.

Risk-Adjusted Performance

INFY vs. AMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY) and Amarin Corporation plc (AMRN). 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 INFY, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.48-0.37
The chart of Sortino ratio for INFY, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.28-0.07
The chart of Omega ratio for INFY, currently valued at 1.28, compared to the broader market0.501.001.502.001.280.99
The chart of Calmar ratio for INFY, currently valued at 1.00, compared to the broader market0.002.004.006.001.00-0.29
The chart of Martin ratio for INFY, currently valued at 3.93, compared to the broader market0.0010.0020.0030.003.93-0.73
INFY
AMRN

The current INFY Sharpe Ratio is 1.48, which is higher than the AMRN Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of INFY and AMRN, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.48
-0.37
INFY
AMRN

Dividends

INFY vs. AMRN - Dividend Comparison

INFY's dividend yield for the trailing twelve months is around 2.57%, while AMRN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INFY
Infosys Limited
2.57%2.33%2.28%1.58%1.72%3.10%3.45%5.12%2.55%2.30%8.14%1.45%
AMRN
Amarin Corporation plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

INFY vs. AMRN - Drawdown Comparison

The maximum INFY drawdown since its inception was -90.32%, smaller than the maximum AMRN drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for INFY and AMRN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.78%
-99.80%
INFY
AMRN

Volatility

INFY vs. AMRN - Volatility Comparison

The current volatility for Infosys Limited (INFY) is 6.77%, while Amarin Corporation plc (AMRN) has a volatility of 20.72%. This indicates that INFY experiences smaller price fluctuations and is considered to be less risky than AMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
20.72%
INFY
AMRN

Financials

INFY vs. AMRN - Financials Comparison

This section allows you to compare key financial metrics between Infosys Limited and Amarin Corporation plc. 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