IOVA vs. UWMC

Last updated Apr 1, 2026

Compare and contrast key facts about Iovance Biotherapeutics, Inc. (IOVA) and UWM Holdings Corporation (UWMC).

Performance

IOVA vs. UWMC - Performance Comparison

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

IOVA vs. UWMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IOVA Iovance Biotherapeutics, Inc.	28.57%	-63.11%	-8.98%	27.23%	-66.53%	-39.91%
UWMC UWM Holdings Corporation	-15.05%	-19.30%	-13.04%	132.11%	-38.03%	-28.60%

Fundamentals

Market Cap IOVA : $1.43B UWMC : $9.30B
EPS IOVA : -$1.06 UWMC : $0.10
PS Ratio IOVA : 4.91 UWMC : 1.90
PB Ratio IOVA : 2.04 UWMC : 5.84
Total Revenue (TTM) IOVA : $263.50M UWMC : $3.16B
Gross Profit (TTM) IOVA : $256.22M UWMC : $1.01B
EBITDA (TTM) IOVA : -$357.11M UWMC : $135.33M

Returns By Period

In the year-to-date period, IOVA achieves a 28.57% return, which is significantly higher than UWMC's -15.05% 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%

UWMC

• 1D: 4.32%
• 1M: -15.63%
• YTD: -15.05%
• 6M: -37.62%
• 1Y: -27.53%
• 3Y*: -2.99%
• 5Y*: -7.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IOVA vs. UWMC — Risk / Return Rank

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

IOVA

IOVA Risk / Return Rank: 47
IOVA Sharpe Ratio Rank: 44
IOVA Sortino Ratio Rank: 55
IOVA Omega Ratio Rank: 54
IOVA Calmar Ratio Rank: 41
IOVA Martin Ratio Rank: 41

UWMC

UWMC Risk / Return Rank: 21
UWMC Sharpe Ratio Rank: 20
UWMC Sortino Ratio Rank: 22
UWMC Omega Ratio Rank: 22
UWMC Calmar Ratio Rank: 21
UWMC Martin Ratio Rank: 19

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. UWMC - Risk-Adjusted Trends Comparison

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

	IOVA	UWMC	Difference
Sharpe ratio Return per unit of total volatility	0.05	-0.48	+0.53
Sortino ratio Return per unit of downside risk	0.95	-0.38	+1.34
Omega ratio Gain probability vs. loss probability	1.13	0.95	+0.17
Calmar ratio Return relative to maximum drawdown	-0.03	-0.63	+0.60
Martin ratio Return relative to average drawdown	-0.04	-1.21	+1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOVA vs. UWMC - Sharpe Ratio Comparison

The current IOVA Sharpe Ratio is 0.05, which is higher than the UWMC Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of IOVA and UWMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IOVA	UWMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	-0.48	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	-0.15	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.18	+0.05

Correlation

The correlation between IOVA and UWMC is 0.29, 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. UWMC - Dividend Comparison

IOVA has not paid dividends to shareholders, while UWMC's dividend yield for the trailing twelve months is around 11.05%.

	TTM	2025	2024	2023	2022	2021
IOVA Iovance Biotherapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UWMC UWM Holdings Corporation	11.05%	9.13%	6.81%	5.59%	12.08%	6.76%

Drawdowns

IOVA vs. UWMC - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.37%, which is greater than UWMC's maximum drawdown of -68.67%. Use the drawdown chart below to compare losses from any high point for IOVA and UWMC.

Drawdown Indicators

	IOVA	UWMC	Difference
Max Drawdown Largest peak-to-trough decline	-99.37%	-68.67%	-30.70%
Max Drawdown (1Y) Largest decline over 1 year	-54.41%	-47.27%	-7.14%
Max Drawdown (5Y) Largest decline over 5 years	-94.98%	-68.67%	-26.31%
Max Drawdown (10Y) Largest decline over 10 years	-96.84%	—	—
Current Drawdown Current decline from peak	-97.79%	-56.49%	-41.30%
Average Drawdown Average peak-to-trough decline	-84.00%	-36.43%	-47.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.72%	24.49%	+13.23%

Volatility

IOVA vs. UWMC - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 30.93% compared to UWM Holdings Corporation (UWMC) at 13.42%. This indicates that IOVA's price experiences larger fluctuations and is considered to be riskier than UWMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IOVA	UWMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.93%	13.42%	+17.51%
Volatility (6M) Calculated over the trailing 6-month period	65.62%	40.68%	+24.94%
Volatility (1Y) Calculated over the trailing 1-year period	112.34%	57.38%	+54.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.77%	50.77%	+40.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.92%	50.79%	+31.13%

Financials