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IOVA vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IOVA and ET 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.


Performance

IOVA vs. ET - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IOVA:

-0.92

ET:

0.77

Sortino Ratio

IOVA:

-1.83

ET:

1.21

Omega Ratio

IOVA:

0.76

ET:

1.17

Calmar Ratio

IOVA:

-0.83

ET:

0.88

Martin Ratio

IOVA:

-1.80

ET:

2.70

Ulcer Index

IOVA:

45.46%

ET:

7.97%

Daily Std Dev

IOVA:

87.66%

ET:

27.54%

Max Drawdown

IOVA:

-99.37%

ET:

-87.81%

Current Drawdown

IOVA:

-98.90%

ET:

-14.11%

Fundamentals

Market Cap

IOVA:

$584.38M

ET:

$60.67B

EPS

IOVA:

-$1.22

ET:

$1.31

PEG Ratio

IOVA:

0.00

ET:

0.82

PS Ratio

IOVA:

2.75

ET:

0.74

PB Ratio

IOVA:

0.76

ET:

1.72

Total Revenue (TTM)

IOVA:

$212.68M

ET:

$82.06B

Gross Profit (TTM)

IOVA:

$40.83M

ET:

$15.84B

EBITDA (TTM)

IOVA:

-$365.16M

ET:

$15.57B

Returns By Period

In the year-to-date period, IOVA achieves a -76.35% return, which is significantly lower than ET's -7.58% return. Over the past 10 years, IOVA has underperformed ET with an annualized return of -16.58%, while ET has yielded a comparatively higher 1.71% annualized return.


IOVA

YTD

-76.35%

1M

-47.45%

6M

-81.22%

1Y

-80.29%

3Y*

-36.24%

5Y*

-44.11%

10Y*

-16.58%

ET

YTD

-7.58%

1M

7.78%

6M

-8.84%

1Y

20.09%

3Y*

24.55%

5Y*

26.96%

10Y*

1.71%

*Annualized

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Iovance Biotherapeutics, Inc.

Energy Transfer LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IOVA vs. ET — Risk-Adjusted Performance Rank

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

IOVA
The Risk-Adjusted Performance Rank of IOVA is 33
Overall Rank
The Sharpe Ratio Rank of IOVA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IOVA is 33
Sortino Ratio Rank
The Omega Ratio Rank of IOVA is 33
Omega Ratio Rank
The Calmar Ratio Rank of IOVA is 44
Calmar Ratio Rank
The Martin Ratio Rank of IOVA is 11
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7777
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.

IOVA vs. ET - Risk-Adjusted Performance Comparison

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


The current IOVA Sharpe Ratio is -0.92, which is lower than the ET Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IOVA and ET, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IOVA vs. ET - Dividend Comparison

IOVA has not paid dividends to shareholders, while ET's dividend yield for the trailing twelve months is around 7.41%.


TTM20242023202220212020201920182017201620152014
IOVA
Iovance Biotherapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ET
Energy Transfer LP
7.41%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

IOVA vs. ET - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.37%, which is greater than ET's maximum drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for IOVA and ET.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IOVA vs. ET - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 64.51% compared to Energy Transfer LP (ET) at 9.56%. This indicates that IOVA's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

IOVA vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Iovance Biotherapeutics, Inc. and Energy Transfer LP. 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
49.32M
21.02B
(IOVA) Total Revenue
(ET) Total Revenue
Values in USD except per share items