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KRYS vs. GEHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KRYS and GEHC is 0.26, 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

KRYS vs. GEHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Krystal Biotech, Inc. (KRYS) and GE HealthCare Technologies Inc. (GEHC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
95.95%
27.78%
KRYS
GEHC

Key characteristics

Sharpe Ratio

KRYS:

0.62

GEHC:

0.10

Sortino Ratio

KRYS:

1.58

GEHC:

0.34

Omega Ratio

KRYS:

1.19

GEHC:

1.05

Calmar Ratio

KRYS:

1.37

GEHC:

0.14

Martin Ratio

KRYS:

3.32

GEHC:

0.28

Ulcer Index

KRYS:

11.00%

GEHC:

10.19%

Daily Std Dev

KRYS:

58.78%

GEHC:

28.27%

Max Drawdown

KRYS:

-53.42%

GEHC:

-28.04%

Current Drawdown

KRYS:

-26.69%

GEHC:

-17.83%

Fundamentals

Market Cap

KRYS:

$4.82B

GEHC:

$36.68B

EPS

KRYS:

$1.78

GEHC:

$3.65

PE Ratio

KRYS:

94.16

GEHC:

22.00

Total Revenue (TTM)

KRYS:

$241.52M

GEHC:

$19.56B

Gross Profit (TTM)

KRYS:

$220.04M

GEHC:

$8.08B

EBITDA (TTM)

KRYS:

$63.99M

GEHC:

$3.58B

Returns By Period

In the year-to-date period, KRYS achieves a 26.26% return, which is significantly higher than GEHC's -0.15% return.


KRYS

YTD

26.26%

1M

-10.82%

6M

-9.46%

1Y

31.49%

5Y*

22.37%

10Y*

N/A

GEHC

YTD

-0.15%

1M

-6.81%

6M

-1.44%

1Y

2.00%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

KRYS vs. GEHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) and GE HealthCare Technologies Inc. (GEHC). 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 KRYS, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.620.10
The chart of Sortino ratio for KRYS, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.580.34
The chart of Omega ratio for KRYS, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.05
The chart of Calmar ratio for KRYS, currently valued at 1.37, compared to the broader market0.002.004.006.001.370.14
The chart of Martin ratio for KRYS, currently valued at 3.32, compared to the broader market0.0010.0020.003.320.28
KRYS
GEHC

The current KRYS Sharpe Ratio is 0.62, which is higher than the GEHC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of KRYS and GEHC, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.62
0.10
KRYS
GEHC

Dividends

KRYS vs. GEHC - Dividend Comparison

KRYS has not paid dividends to shareholders, while GEHC's dividend yield for the trailing twelve months is around 0.16%.


TTM2023
KRYS
Krystal Biotech, Inc.
0.00%0.00%
GEHC
GE HealthCare Technologies Inc.
0.16%0.12%

Drawdowns

KRYS vs. GEHC - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, which is greater than GEHC's maximum drawdown of -28.04%. Use the drawdown chart below to compare losses from any high point for KRYS and GEHC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.69%
-17.83%
KRYS
GEHC

Volatility

KRYS vs. GEHC - Volatility Comparison

Krystal Biotech, Inc. (KRYS) has a higher volatility of 15.70% compared to GE HealthCare Technologies Inc. (GEHC) at 6.18%. This indicates that KRYS's price experiences larger fluctuations and is considered to be riskier than GEHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
15.70%
6.18%
KRYS
GEHC

Financials

KRYS vs. GEHC - Financials Comparison

This section allows you to compare key financial metrics between Krystal Biotech, Inc. and GE HealthCare Technologies 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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