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

Performance

IOVA vs. AXSM - Performance Comparison

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

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IOVA vs. AXSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOVA
Iovance Biotherapeutics, Inc.
28.57%-63.11%-8.98%27.23%-66.53%-58.86%67.63%212.77%10.62%15.11%
AXSM
Axsome Therapeutics, Inc.
-7.46%115.86%6.31%3.19%104.16%-53.63%-21.18%3,565.25%-49.64%-17.04%

Fundamentals

Market Cap

IOVA:

$1.43B

AXSM:

$8.56B

EPS

IOVA:

-$1.06

AXSM:

-$3.66

PS Ratio

IOVA:

4.91

AXSM:

13.24

PB Ratio

IOVA:

2.04

AXSM:

96.92

Total Revenue (TTM)

IOVA:

$263.50M

AXSM:

$638.50M

Gross Profit (TTM)

IOVA:

$256.22M

AXSM:

$591.02M

EBITDA (TTM)

IOVA:

-$357.11M

AXSM:

-$168.76M

Returns By Period

In the year-to-date period, IOVA achieves a 28.57% return, which is significantly higher than AXSM's -7.46% return. Over the past 10 years, IOVA has underperformed AXSM with an annualized return of -3.87%, while AXSM has yielded a comparatively higher 34.16% annualized return.


IOVA

1D
5.72%
1M
-9.07%
YTD
28.57%
6M
61.75%
1Y
5.41%
3Y*
-16.87%
5Y*
-35.81%
10Y*
-3.87%

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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Return for Risk

IOVA vs. AXSM — Risk / Return Rank

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

IOVA
IOVA Risk / Return Rank: 4747
Overall Rank
IOVA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IOVA Sortino Ratio Rank: 5555
Sortino Ratio Rank
IOVA Omega Ratio Rank: 5454
Omega Ratio Rank
IOVA Calmar Ratio Rank: 4141
Calmar Ratio Rank
IOVA Martin Ratio Rank: 4141
Martin Ratio Rank

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.

IOVA vs. AXSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iovance Biotherapeutics, Inc. (IOVA) 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.


IOVAAXSMDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.11

-1.06

Sortino ratio

Return per unit of downside risk

0.95

1.90

-0.95

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.03

2.30

-2.33

Martin ratio

Return relative to average drawdown

-0.04

5.19

-5.22

IOVA vs. AXSM - Sharpe Ratio Comparison

The current IOVA Sharpe Ratio is 0.05, which is lower than the AXSM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IOVA 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.


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Sharpe Ratios by Period


IOVAAXSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.11

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.34

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.38

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.36

-0.49

Correlation

The correlation between IOVA and AXSM is 0.28, 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

IOVA vs. AXSM - Dividend Comparison

Neither IOVA nor AXSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IOVA vs. AXSM - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.37%, which is greater than AXSM's maximum drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for IOVA and AXSM.


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Drawdown Indicators


IOVAAXSMDifference

Max Drawdown

Largest peak-to-trough decline

-99.37%

-86.65%

-12.72%

Max Drawdown (1Y)

Largest decline over 1 year

-54.41%

-18.50%

-35.91%

Max Drawdown (5Y)

Largest decline over 5 years

-94.98%

-72.91%

-22.07%

Max Drawdown (10Y)

Largest decline over 10 years

-96.84%

-83.92%

-12.92%

Current Drawdown

Current decline from peak

-97.79%

-10.62%

-87.17%

Average Drawdown

Average peak-to-trough decline

-84.00%

-40.21%

-43.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.72%

8.21%

+29.51%

Volatility

IOVA vs. AXSM - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 30.93% compared to Axsome Therapeutics, Inc. (AXSM) at 11.02%. This indicates that IOVA'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.


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Volatility by Period


IOVAAXSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.93%

11.02%

+19.91%

Volatility (6M)

Calculated over the trailing 6-month period

65.62%

30.60%

+35.02%

Volatility (1Y)

Calculated over the trailing 1-year period

112.34%

40.86%

+71.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.77%

70.52%

+20.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.92%

90.95%

-9.03%

Financials

IOVA vs. AXSM - Financials Comparison

This section allows you to compare key financial metrics between Iovance Biotherapeutics, 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


0.0050.00M100.00M150.00M200.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
86.77M
196.00M
(IOVA) Total Revenue
(AXSM) Total Revenue
Values in USD except per share items