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

Performance

IOVA vs. ATAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iovance Biotherapeutics, Inc. (IOVA) and Atai Life Sciences N.V. (ATAI). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.60%
0
IOVA
ATAI

Returns By Period

In the year-to-date period, IOVA achieves a 5.17% return, which is significantly lower than ATAI's 14.18% return.


IOVA

YTD

5.17%

1M

-12.93%

6M

-14.59%

1Y

58.33%

5Y (annualized)

-16.97%

10Y (annualized)

3.37%

ATAI

YTD

14.18%

1M

33.06%

6M

-0.00%

1Y

47.71%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


IOVAATAI
Market Cap$2.50B$255.06M
EPS-$1.48-$0.80
Total Revenue (TTM)$90.86M$331.00K
Gross Profit (TTM)-$12.33M$65.00K
EBITDA (TTM)-$396.36M-$121.72M

Key characteristics


IOVAATAI
Sharpe Ratio0.650.54
Sortino Ratio1.641.52
Omega Ratio1.191.16
Calmar Ratio0.600.50
Martin Ratio1.621.29
Ulcer Index36.02%37.08%
Daily Std Dev90.10%88.90%
Max Drawdown-99.37%-94.77%
Current Drawdown-94.62%-91.91%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between IOVA and ATAI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IOVA vs. ATAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iovance Biotherapeutics, Inc. (IOVA) and Atai Life Sciences N.V. (ATAI). 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 IOVA, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.650.54
The chart of Sortino ratio for IOVA, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.001.641.52
The chart of Omega ratio for IOVA, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.16
The chart of Calmar ratio for IOVA, currently valued at 0.73, compared to the broader market0.002.004.006.000.730.50
The chart of Martin ratio for IOVA, currently valued at 1.62, compared to the broader market0.0010.0020.0030.001.621.29
IOVA
ATAI

The current IOVA Sharpe Ratio is 0.65, which is comparable to the ATAI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IOVA and ATAI, 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
0.65
0.54
IOVA
ATAI

Dividends

IOVA vs. ATAI - Dividend Comparison

Neither IOVA nor ATAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IOVA vs. ATAI - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.37%, roughly equal to the maximum ATAI drawdown of -94.77%. Use the drawdown chart below to compare losses from any high point for IOVA and ATAI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-69.06%
-91.91%
IOVA
ATAI

Volatility

IOVA vs. ATAI - Volatility Comparison

The current volatility for Iovance Biotherapeutics, Inc. (IOVA) is 23.96%, while Atai Life Sciences N.V. (ATAI) has a volatility of 32.68%. This indicates that IOVA experiences smaller price fluctuations and is considered to be less risky than ATAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.96%
32.68%
IOVA
ATAI

Financials

IOVA vs. ATAI - Financials Comparison

This section allows you to compare key financial metrics between Iovance Biotherapeutics, Inc. and Atai Life Sciences N.V.. 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