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ITCI vs. AXSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ITCI and AXSM 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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
155.76%
1,127.00%
ITCI
AXSM

Key characteristics

Sharpe Ratio

ITCI:

1.72

AXSM:

1.12

Sortino Ratio

ITCI:

4.01

AXSM:

1.99

Omega Ratio

ITCI:

1.53

AXSM:

1.23

Calmar Ratio

ITCI:

4.86

AXSM:

1.53

Martin Ratio

ITCI:

11.21

AXSM:

5.43

Ulcer Index

ITCI:

8.08%

AXSM:

9.33%

Daily Std Dev

ITCI:

52.51%

AXSM:

45.60%

Max Drawdown

ITCI:

-87.64%

AXSM:

-86.65%

Current Drawdown

ITCI:

-0.04%

AXSM:

-22.15%

Fundamentals

Market Cap

ITCI:

$14.05B

AXSM:

$5.18B

EPS

ITCI:

-$0.73

AXSM:

-$5.99

PEG Ratio

ITCI:

0.00

AXSM:

0.00

PS Ratio

ITCI:

20.63

AXSM:

13.44

PB Ratio

ITCI:

12.23

AXSM:

90.89

Total Revenue (TTM)

ITCI:

$535.77M

AXSM:

$310.69M

Gross Profit (TTM)

ITCI:

$488.71M

AXSM:

$283.69M

EBITDA (TTM)

ITCI:

-$95.53M

AXSM:

-$209.15M

Returns By Period

In the year-to-date period, ITCI achieves a 57.89% return, which is significantly higher than AXSM's 26.75% return.


ITCI

YTD

57.89%

1M

0.05%

6M

71.66%

1Y

80.00%

5Y*

48.53%

10Y*

20.12%

AXSM

YTD

26.75%

1M

-9.53%

6M

19.01%

1Y

49.55%

5Y*

1.68%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ITCI vs. AXSM — Risk-Adjusted Performance Rank

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

ITCI
The Risk-Adjusted Performance Rank of ITCI is 9797
Overall Rank
The Sharpe Ratio Rank of ITCI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ITCI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ITCI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ITCI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ITCI is 9696
Martin Ratio Rank

AXSM
The Risk-Adjusted Performance Rank of AXSM is 8686
Overall Rank
The Sharpe Ratio Rank of AXSM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AXSM is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AXSM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AXSM is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AXSM is 8888
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.

ITCI vs. AXSM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ITCI, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.00
ITCI: 1.74
AXSM: 1.12
The chart of Sortino ratio for ITCI, currently valued at 4.04, compared to the broader market-6.00-4.00-2.000.002.004.00
ITCI: 4.04
AXSM: 1.99
The chart of Omega ratio for ITCI, currently valued at 1.57, compared to the broader market0.501.001.502.00
ITCI: 1.57
AXSM: 1.23
The chart of Calmar ratio for ITCI, currently valued at 4.31, compared to the broader market0.001.002.003.004.005.00
ITCI: 4.31
AXSM: 1.53
The chart of Martin ratio for ITCI, currently valued at 13.44, compared to the broader market-5.000.005.0010.0015.0020.00
ITCI: 13.44
AXSM: 5.43

The current ITCI Sharpe Ratio is 1.72, which is higher than the AXSM Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ITCI 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.74
1.12
ITCI
AXSM

Dividends

ITCI vs. AXSM - Dividend Comparison

Neither ITCI nor AXSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ITCI vs. AXSM - Drawdown Comparison

The maximum ITCI drawdown since its inception was -87.64%, roughly equal to the maximum AXSM drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for ITCI and AXSM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.04%
-22.15%
ITCI
AXSM

Volatility

ITCI vs. AXSM - Volatility Comparison

The current volatility for Intra-Cellular Therapies, Inc. (ITCI) is 0.10%, while Axsome Therapeutics, Inc. (AXSM) has a volatility of 14.51%. This indicates that ITCI experiences smaller price fluctuations and is considered to be less risky than AXSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
0.10%
14.51%
ITCI
AXSM

Financials

ITCI vs. AXSM - Financials Comparison

This section allows you to compare key financial metrics between Intra-Cellular Therapies, 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


Values in USD except per share items