ITCI vs. AXSM

Last updated Jun 4, 2026

ITCI (Intra-Cellular Therapies, Inc.) and AXSM (Axsome Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. At a 0.32 correlation, their price movements are largely independent.

Performance

ITCI vs. AXSM - Performance Comparison

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

Returns By Period

ITCI

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AXSM

• 1D: 5.10%
• 1M: 4.38%
• YTD: 27.84%
• 6M: 57.97%
• 1Y: 112.05%
• 3Y*: 46.59%
• 5Y*: 30.66%
• 10Y*: 40.74%

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

ITCI vs. AXSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITCI Intra-Cellular Therapies, Inc.	0.00%	57.89%	16.62%	35.34%	1.11%	64.59%	-7.32%	201.23%	-21.34%	-4.04%
AXSM Axsome Therapeutics, Inc.	27.84%	115.86%	6.31%	3.19%	104.16%	-53.63%	-21.18%	3,565.25%	-49.64%	-17.04%

Correlation

The correlation between ITCI and AXSM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015	0.32

Fundamentals

Total Revenue (TTM) ITCI : $680.64M AXSM : $708.24M
Gross Profit (TTM) ITCI : $623.67M AXSM : $655.82M
EBITDA (TTM) ITCI : -$116.21M AXSM : -$172.72M

Return for Risk

ITCI vs. AXSM — Risk / Return Rank

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

AXSM

AXSM Risk / Return Rank: 93
AXSM Sharpe Ratio Rank: 93
AXSM Sortino Ratio Rank: 95
AXSM Omega Ratio Rank: 92
AXSM Calmar Ratio Rank: 93
AXSM Martin Ratio Rank: 94

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.

ITCI vs. AXSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intra-Cellular Therapies, Inc. (ITCI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ITCI	AXSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.70	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.40	—

Drawdowns

Drawdown Indicators

	ITCI	AXSM	Difference
Max Drawdown Largest peak-to-trough decline	—	-86.65%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-18.50%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-36.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-72.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-81.26%	—
Current Drawdown Current decline from peak	—	-1.05%	—
Average Drawdown Average peak-to-trough decline	—	-39.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.56%	—

Volatility

Volatility by Period

	ITCI	AXSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	33.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	41.84%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	70.36%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	90.67%	—

Dividends

ITCI vs. AXSM - Dividend Comparison

Neither ITCI nor AXSM has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ITCI and AXSM in my portfolio?

ITCI and AXSM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.