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INZY vs. AXSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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INZY vs. AXSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
INZY
Inozyme Pharma, Inc.
0.00%44.40%-34.98%305.71%-84.60%-66.96%17.67%
AXSM
Axsome Therapeutics, Inc.
-7.46%115.86%6.31%3.19%104.16%-53.63%5.33%

Fundamentals

Total Revenue (TTM)

INZY:

$0.00

AXSM:

$638.50M

Gross Profit (TTM)

INZY:

$0.00

AXSM:

$591.02M

EBITDA (TTM)

INZY:

-$100.34M

AXSM:

-$168.76M

Returns By Period


INZY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AXSM

1D
5.31%
1M
3.13%
YTD
-7.46%
6M
39.17%
1Y
44.92%
3Y*
39.94%
5Y*
24.07%
10Y*
34.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Inozyme Pharma, Inc.

Axsome Therapeutics, Inc.

Return for Risk

INZY vs. AXSM — Risk / Return Rank

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

INZY

AXSM
AXSM Risk / Return Rank: 7777
Overall Rank
AXSM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AXSM Sortino Ratio Rank: 7777
Sortino Ratio Rank
AXSM Omega Ratio Rank: 7373
Omega Ratio Rank
AXSM Calmar Ratio Rank: 8181
Calmar Ratio Rank
AXSM Martin Ratio Rank: 7878
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.

INZY vs. AXSM - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

INZY vs. AXSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INZYAXSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

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.


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


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Drawdown Indicators


INZYAXSMDifference

Max Drawdown

Largest peak-to-trough decline

-86.65%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

Max Drawdown (5Y)

Largest decline over 5 years

-72.91%

Max Drawdown (10Y)

Largest decline over 10 years

-83.92%

Current Drawdown

Current decline from peak

-10.62%

Average Drawdown

Average peak-to-trough decline

-40.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

Volatility

INZY vs. AXSM - Volatility Comparison


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Volatility by Period


INZYAXSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

Volatility (6M)

Calculated over the trailing 6-month period

30.60%

Volatility (1Y)

Calculated over the trailing 1-year period

40.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.95%

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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
196.00M
(INZY) Total Revenue
(AXSM) Total Revenue
Values in USD except per share items