PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LEGN vs. ADVM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LEGN and ADVM is 0.19, 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.


-0.50.00.51.00.2

Performance

LEGN vs. ADVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legend Biotech Corporation (LEGN) and Adverum Biotechnologies, Inc. (ADVM). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%OctoberNovemberDecember2025FebruaryMarch
-4.70%
-97.98%
LEGN
ADVM

Key characteristics

Sharpe Ratio

LEGN:

-0.97

ADVM:

-1.21

Sortino Ratio

LEGN:

-1.44

ADVM:

-2.49

Omega Ratio

LEGN:

0.84

ADVM:

0.73

Calmar Ratio

LEGN:

-0.80

ADVM:

-0.77

Martin Ratio

LEGN:

-1.36

ADVM:

-1.24

Ulcer Index

LEGN:

34.61%

ADVM:

61.59%

Daily Std Dev

LEGN:

48.49%

ADVM:

63.13%

Max Drawdown

LEGN:

-58.92%

ADVM:

-99.36%

Current Drawdown

LEGN:

-55.32%

ADVM:

-99.23%

Fundamentals

Market Cap

LEGN:

$6.27B

ADVM:

$96.11M

EPS

LEGN:

-$1.92

ADVM:

-$5.95

Total Revenue (TTM)

LEGN:

$440.72M

ADVM:

$1.00M

Gross Profit (TTM)

LEGN:

$274.34M

ADVM:

-$1.84M

EBITDA (TTM)

LEGN:

-$165.62M

ADVM:

-$70.91M

Returns By Period

In the year-to-date period, LEGN achieves a 5.04% return, which is significantly higher than ADVM's -1.07% return.


LEGN

YTD

5.04%

1M

-9.67%

6M

-36.76%

1Y

-46.41%

5Y*

N/A

10Y*

N/A

ADVM

YTD

-1.07%

1M

3.36%

6M

-32.26%

1Y

-75.03%

5Y*

-47.86%

10Y*

-35.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LEGN vs. ADVM — Risk-Adjusted Performance Rank

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

LEGN
The Risk-Adjusted Performance Rank of LEGN is 88
Overall Rank
The Sharpe Ratio Rank of LEGN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of LEGN is 66
Sortino Ratio Rank
The Omega Ratio Rank of LEGN is 99
Omega Ratio Rank
The Calmar Ratio Rank of LEGN is 66
Calmar Ratio Rank
The Martin Ratio Rank of LEGN is 1212
Martin Ratio Rank

ADVM
The Risk-Adjusted Performance Rank of ADVM is 66
Overall Rank
The Sharpe Ratio Rank of ADVM is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVM is 11
Sortino Ratio Rank
The Omega Ratio Rank of ADVM is 33
Omega Ratio Rank
The Calmar Ratio Rank of ADVM is 77
Calmar Ratio Rank
The Martin Ratio Rank of ADVM is 1717
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.

LEGN vs. ADVM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legend Biotech Corporation (LEGN) and Adverum Biotechnologies, Inc. (ADVM). 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 LEGN, currently valued at -0.92, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.92-1.20
The chart of Sortino ratio for LEGN, currently valued at -1.32, compared to the broader market-4.00-2.000.002.004.00-1.32-2.43
The chart of Omega ratio for LEGN, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.73
The chart of Calmar ratio for LEGN, currently valued at -0.76, compared to the broader market0.001.002.003.004.005.00-0.76-0.77
The chart of Martin ratio for LEGN, currently valued at -1.28, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.28-1.22
LEGN
ADVM

The current LEGN Sharpe Ratio is -0.97, which is comparable to the ADVM Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of LEGN and ADVM, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00OctoberNovemberDecember2025FebruaryMarch
-0.92
-1.20
LEGN
ADVM

Dividends

LEGN vs. ADVM - Dividend Comparison

Neither LEGN nor ADVM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LEGN vs. ADVM - Drawdown Comparison

The maximum LEGN drawdown since its inception was -58.92%, smaller than the maximum ADVM drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for LEGN and ADVM. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2025FebruaryMarch
-53.91%
-98.21%
LEGN
ADVM

Volatility

LEGN vs. ADVM - Volatility Comparison

The current volatility for Legend Biotech Corporation (LEGN) is 14.94%, while Adverum Biotechnologies, Inc. (ADVM) has a volatility of 25.03%. This indicates that LEGN experiences smaller price fluctuations and is considered to be less risky than ADVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
14.94%
25.03%
LEGN
ADVM

Financials

LEGN vs. ADVM - Financials Comparison

This section allows you to compare key financial metrics between Legend Biotech Corporation and Adverum Biotechnologies, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab