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ITOS vs. RXRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ITOS and RXRX 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.


Performance

ITOS vs. RXRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iTeos Therapeutics, Inc. (ITOS) and Recursion Pharmaceuticals, Inc. (RXRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ITOS:

-0.67

RXRX:

-0.52

Sortino Ratio

ITOS:

-0.81

RXRX:

-0.47

Omega Ratio

ITOS:

0.90

RXRX:

0.95

Calmar Ratio

ITOS:

-0.48

RXRX:

-0.57

Martin Ratio

ITOS:

-0.91

RXRX:

-1.50

Ulcer Index

ITOS:

47.32%

RXRX:

34.27%

Daily Std Dev

ITOS:

63.38%

RXRX:

93.58%

Max Drawdown

ITOS:

-89.47%

RXRX:

-90.39%

Current Drawdown

ITOS:

-79.04%

RXRX:

-89.23%

Fundamentals

Market Cap

ITOS:

$385.03M

RXRX:

$1.79B

EPS

ITOS:

-$3.60

RXRX:

-$1.80

PS Ratio

ITOS:

11.00

RXRX:

29.88

PB Ratio

ITOS:

0.58

RXRX:

1.91

Total Revenue (TTM)

ITOS:

$35.00M

RXRX:

$59.76M

Gross Profit (TTM)

ITOS:

$34.69M

RXRX:

-$46.00K

EBITDA (TTM)

ITOS:

-$147.93M

RXRX:

-$534.16M

Returns By Period

In the year-to-date period, ITOS achieves a 30.60% return, which is significantly higher than RXRX's -34.17% return.


ITOS

YTD

30.60%

1M

46.42%

6M

17.45%

1Y

-42.16%

3Y*

-16.28%

5Y*

N/A

10Y*

N/A

RXRX

YTD

-34.17%

1M

-22.20%

6M

-30.25%

1Y

-48.14%

3Y*

-10.32%

5Y*

N/A

10Y*

N/A

*Annualized

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iTeos Therapeutics, Inc.

Recursion Pharmaceuticals, Inc.

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

Risk-Adjusted Performance

ITOS vs. RXRX — Risk-Adjusted Performance Rank

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

ITOS
The Risk-Adjusted Performance Rank of ITOS is 1919
Overall Rank
The Sharpe Ratio Rank of ITOS is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ITOS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ITOS is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ITOS is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ITOS is 2828
Martin Ratio Rank

RXRX
The Risk-Adjusted Performance Rank of RXRX is 1818
Overall Rank
The Sharpe Ratio Rank of RXRX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of RXRX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of RXRX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of RXRX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of RXRX is 66
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.

ITOS vs. RXRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iTeos Therapeutics, Inc. (ITOS) and Recursion Pharmaceuticals, Inc. (RXRX). 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 ITOS Sharpe Ratio is -0.67, which is comparable to the RXRX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of ITOS and RXRX, 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

ITOS vs. RXRX - Dividend Comparison

Neither ITOS nor RXRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ITOS vs. RXRX - Drawdown Comparison

The maximum ITOS drawdown since its inception was -89.47%, roughly equal to the maximum RXRX drawdown of -90.39%. Use the drawdown chart below to compare losses from any high point for ITOS and RXRX.


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

Volatility

ITOS vs. RXRX - Volatility Comparison

The current volatility for iTeos Therapeutics, Inc. (ITOS) is 27.35%, while Recursion Pharmaceuticals, Inc. (RXRX) has a volatility of 29.44%. This indicates that ITOS experiences smaller price fluctuations and is considered to be less risky than RXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ITOS vs. RXRX - Financials Comparison

This section allows you to compare key financial metrics between iTeos Therapeutics, Inc. and Recursion Pharmaceuticals, 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


0.0050.00M100.00M150.00M200.00M250.00M202120222023202420250
14.75M
(ITOS) Total Revenue
(RXRX) Total Revenue
Values in USD except per share items