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INZY vs. ARDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

INZY vs. ARDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inozyme Pharma, Inc. (INZY) and Ardelyx, Inc. (ARDX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-41.00%
-31.18%
INZY
ARDX

Returns By Period

In the year-to-date period, INZY achieves a -36.85% return, which is significantly lower than ARDX's -17.42% return.


INZY

YTD

-36.85%

1M

-47.36%

6M

-41.01%

1Y

-27.30%

5Y (annualized)

N/A

10Y (annualized)

N/A

ARDX

YTD

-17.42%

1M

-11.42%

6M

-31.18%

1Y

18.79%

5Y (annualized)

-4.43%

10Y (annualized)

-14.28%

Fundamentals


INZYARDX
Market Cap$179.23M$1.21B
EPS-$1.55-$0.32
Total Revenue (TTM)$1.98M$251.85M
Gross Profit (TTM)$1.11M$212.93M
EBITDA (TTM)-$88.15M-$53.06M

Key characteristics


INZYARDX
Sharpe Ratio-0.480.23
Sortino Ratio-0.370.93
Omega Ratio0.961.13
Calmar Ratio-0.330.21
Martin Ratio-0.980.62
Ulcer Index30.40%29.92%
Daily Std Dev62.29%81.99%
Max Drawdown-96.52%-98.45%
Current Drawdown-91.09%-84.43%

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Correlation

-0.50.00.51.00.3

The correlation between INZY and ARDX is 0.26, 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

INZY vs. ARDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inozyme Pharma, Inc. (INZY) and Ardelyx, Inc. (ARDX). 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 INZY, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.480.23
The chart of Sortino ratio for INZY, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.370.93
The chart of Omega ratio for INZY, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.13
The chart of Calmar ratio for INZY, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.330.34
The chart of Martin ratio for INZY, currently valued at -0.98, compared to the broader market0.0010.0020.0030.00-0.980.62
INZY
ARDX

The current INZY Sharpe Ratio is -0.48, which is lower than the ARDX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of INZY and ARDX, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.48
0.23
INZY
ARDX

Dividends

INZY vs. ARDX - Dividend Comparison

Neither INZY nor ARDX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INZY vs. ARDX - Drawdown Comparison

The maximum INZY drawdown since its inception was -96.52%, roughly equal to the maximum ARDX drawdown of -98.45%. Use the drawdown chart below to compare losses from any high point for INZY and ARDX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-91.09%
-47.43%
INZY
ARDX

Volatility

INZY vs. ARDX - Volatility Comparison

The current volatility for Inozyme Pharma, Inc. (INZY) is 15.85%, while Ardelyx, Inc. (ARDX) has a volatility of 30.77%. This indicates that INZY experiences smaller price fluctuations and is considered to be less risky than ARDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
15.85%
30.77%
INZY
ARDX

Financials

INZY vs. ARDX - Financials Comparison

This section allows you to compare key financial metrics between Inozyme Pharma, Inc. and Ardelyx, 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