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IRWD vs. IMVT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IRWD and IMVT is 0.33, 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.


-0.50.00.51.00.3

Performance

IRWD vs. IMVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ironwood Pharmaceuticals, Inc. (IRWD) and Immunovant, Inc. (IMVT). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-68.40%
163.82%
IRWD
IMVT

Key characteristics

Sharpe Ratio

IRWD:

-0.89

IMVT:

-0.78

Sortino Ratio

IRWD:

-1.27

IMVT:

-1.00

Omega Ratio

IRWD:

0.81

IMVT:

0.88

Calmar Ratio

IRWD:

-0.85

IMVT:

-0.69

Martin Ratio

IRWD:

-1.22

IMVT:

-1.17

Ulcer Index

IRWD:

56.65%

IMVT:

31.15%

Daily Std Dev

IRWD:

77.88%

IMVT:

46.63%

Max Drawdown

IRWD:

-81.06%

IMVT:

-93.59%

Current Drawdown

IRWD:

-80.38%

IMVT:

-50.20%

Fundamentals

Market Cap

IRWD:

$564.90M

IMVT:

$4.10B

EPS

IRWD:

-$0.01

IMVT:

-$2.21

Total Revenue (TTM)

IRWD:

$378.42M

IMVT:

$1.50M

Gross Profit (TTM)

IRWD:

$376.89M

IMVT:

$1.30M

EBITDA (TTM)

IRWD:

$106.14M

IMVT:

-$352.17M

Returns By Period

In the year-to-date period, IRWD achieves a -69.76% return, which is significantly lower than IMVT's -37.69% return.


IRWD

YTD

-69.76%

1M

-13.93%

6M

-39.30%

1Y

-69.57%

5Y*

-24.08%

10Y*

-11.99%

IMVT

YTD

-37.69%

1M

2.90%

6M

0.23%

1Y

-36.76%

5Y*

10.49%

10Y*

N/A

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Risk-Adjusted Performance

IRWD vs. IMVT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ironwood Pharmaceuticals, Inc. (IRWD) and Immunovant, Inc. (IMVT). 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 IRWD, currently valued at -0.89, compared to the broader market-4.00-2.000.002.00-0.89-0.78
The chart of Sortino ratio for IRWD, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.00-1.27-1.00
The chart of Omega ratio for IRWD, currently valued at 0.81, compared to the broader market0.501.001.502.000.810.88
The chart of Calmar ratio for IRWD, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.88-0.69
The chart of Martin ratio for IRWD, currently valued at -1.22, compared to the broader market0.0010.0020.00-1.22-1.17
IRWD
IMVT

The current IRWD Sharpe Ratio is -0.89, which is comparable to the IMVT Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of IRWD and IMVT, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.89
-0.78
IRWD
IMVT

Dividends

IRWD vs. IMVT - Dividend Comparison

Neither IRWD nor IMVT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IRWD vs. IMVT - Drawdown Comparison

The maximum IRWD drawdown since its inception was -81.06%, smaller than the maximum IMVT drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for IRWD and IMVT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-77.61%
-50.20%
IRWD
IMVT

Volatility

IRWD vs. IMVT - Volatility Comparison

Ironwood Pharmaceuticals, Inc. (IRWD) has a higher volatility of 23.73% compared to Immunovant, Inc. (IMVT) at 13.50%. This indicates that IRWD's price experiences larger fluctuations and is considered to be riskier than IMVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.73%
13.50%
IRWD
IMVT

Financials

IRWD vs. IMVT - Financials Comparison

This section allows you to compare key financial metrics between Ironwood Pharmaceuticals, Inc. and Immunovant, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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