PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INZY vs. AXSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INZY and AXSM is 0.19, 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.


-0.50.00.51.00.2

Performance

INZY vs. AXSM - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-74.50%
10.41%
INZY
AXSM

Key characteristics

Sharpe Ratio

INZY:

-0.94

AXSM:

0.24

Sortino Ratio

INZY:

-1.49

AXSM:

0.67

Omega Ratio

INZY:

0.81

AXSM:

1.08

Calmar Ratio

INZY:

-0.70

AXSM:

0.27

Martin Ratio

INZY:

-1.71

AXSM:

0.64

Ulcer Index

INZY:

39.16%

AXSM:

16.05%

Daily Std Dev

INZY:

71.63%

AXSM:

43.03%

Max Drawdown

INZY:

-96.52%

AXSM:

-86.65%

Current Drawdown

INZY:

-95.50%

AXSM:

-11.81%

Fundamentals

Market Cap

INZY:

$88.65M

AXSM:

$4.54B

EPS

INZY:

-$1.55

AXSM:

-$6.58

Total Revenue (TTM)

INZY:

$0.00

AXSM:

$266.93M

Gross Profit (TTM)

INZY:

-$565.00K

AXSM:

$242.31M

EBITDA (TTM)

INZY:

-$70.25M

AXSM:

-$204.05M

Returns By Period

In the year-to-date period, INZY achieves a -50.90% return, which is significantly lower than AXSM's 10.73% return.


INZY

YTD

-50.90%

1M

-53.74%

6M

-74.44%

1Y

-68.00%

5Y*

N/A

10Y*

N/A

AXSM

YTD

10.73%

1M

0.19%

6M

14.06%

1Y

9.60%

5Y*

0.73%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INZY vs. AXSM — Risk-Adjusted Performance Rank

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

INZY
The Risk-Adjusted Performance Rank of INZY is 55
Overall Rank
The Sharpe Ratio Rank of INZY is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of INZY is 55
Sortino Ratio Rank
The Omega Ratio Rank of INZY is 66
Omega Ratio Rank
The Calmar Ratio Rank of INZY is 88
Calmar Ratio Rank
The Martin Ratio Rank of INZY is 22
Martin Ratio Rank

AXSM
The Risk-Adjusted Performance Rank of AXSM is 5555
Overall Rank
The Sharpe Ratio Rank of AXSM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AXSM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AXSM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AXSM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AXSM is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INZY vs. AXSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inozyme Pharma, Inc. (INZY) and Axsome Therapeutics, Inc. (AXSM). 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 -0.94, compared to the broader market-2.000.002.004.00-0.940.24
The chart of Sortino ratio for INZY, currently valued at -1.49, compared to the broader market-4.00-2.000.002.004.00-1.490.67
The chart of Omega ratio for INZY, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.08
The chart of Calmar ratio for INZY, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.700.31
The chart of Martin ratio for INZY, currently valued at -1.71, compared to the broader market-10.000.0010.0020.0030.00-1.710.64
INZY
AXSM

The current INZY Sharpe Ratio is -0.94, which is lower than the AXSM Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of INZY and AXSM, 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.94
0.24
INZY
AXSM

Dividends

INZY vs. AXSM - Dividend Comparison

Neither INZY nor AXSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INZY vs. AXSM - Drawdown Comparison

The maximum INZY drawdown since its inception was -96.52%, which is greater than AXSM's maximum drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for INZY and AXSM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-95.50%
-6.77%
INZY
AXSM

Volatility

INZY vs. AXSM - Volatility Comparison

Inozyme Pharma, Inc. (INZY) has a higher volatility of 40.60% compared to Axsome Therapeutics, Inc. (AXSM) at 18.78%. This indicates that INZY's price experiences larger fluctuations and is considered to be riskier than AXSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
40.60%
18.78%
INZY
AXSM

Financials

INZY vs. AXSM - Financials Comparison

This section allows you to compare key financial metrics between Inozyme Pharma, Inc. and Axsome Therapeutics, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab