LYEL vs. MAZE

Last updated Apr 2, 2026

Compare and contrast key facts about Lyell Immunopharma, Inc. (LYEL) and Maze Therapeutics, Inc (MAZE).

Performance

LYEL vs. MAZE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyell Immunopharma, Inc. (LYEL) and Maze Therapeutics, Inc (MAZE). The values are adjusted to include any dividend payments, if applicable.

LYEL vs. MAZE - Yearly Performance Comparison

	2026 (YTD)	2025
LYEL Lyell Immunopharma, Inc.	-32.39%	160.71%
MAZE Maze Therapeutics, Inc	-29.88%	159.75%

Fundamentals

Market Cap LYEL : $355.71M MAZE : $1.25B
EPS LYEL : -$16.42 MAZE : -$2.97
Total Revenue (TTM) LYEL : $36.00K MAZE : $0.00
Gross Profit (TTM) LYEL : $0.00 MAZE : -$649.00K
EBITDA (TTM) LYEL : -$2.15M MAZE : -$135.32M

Returns By Period

In the year-to-date period, LYEL achieves a -32.39% return, which is significantly lower than MAZE's -29.88% return.

LYEL

• 1D: 3.74%
• 1M: -13.65%
• YTD: -32.39%
• 6M: 25.74%
• 1Y: 114.85%
• 3Y*: -23.89%
• 5Y*: —
• 10Y*: —

MAZE

• 1D: -2.68%
• 1M: -36.31%
• YTD: -29.88%
• 6M: 12.55%
• 1Y: 193.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

LYEL vs. MAZE — Risk / Return Rank

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

LYEL

LYEL Risk / Return Rank: 76
LYEL Sharpe Ratio Rank: 75
LYEL Sortino Ratio Rank: 83
LYEL Omega Ratio Rank: 78
LYEL Calmar Ratio Rank: 74
LYEL Martin Ratio Rank: 71

MAZE

MAZE Risk / Return Rank: 89
MAZE Sharpe Ratio Rank: 89
MAZE Sortino Ratio Rank: 86
MAZE Omega Ratio Rank: 88
MAZE Calmar Ratio Rank: 88
MAZE Martin Ratio Rank: 92

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.

LYEL vs. MAZE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyell Immunopharma, Inc. (LYEL) and Maze Therapeutics, Inc (MAZE). 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.

	LYEL	MAZE	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.90	-0.83
Sortino ratio Return per unit of downside risk	2.35	2.60	-0.25
Omega ratio Gain probability vs. loss probability	1.28	1.38	-0.10
Calmar ratio Return relative to maximum drawdown	1.85	3.72	-1.87
Martin ratio Return relative to average drawdown	3.82	13.25	-9.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYEL vs. MAZE - Sharpe Ratio Comparison

The current LYEL Sharpe Ratio is 1.07, which is lower than the MAZE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LYEL and MAZE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LYEL	MAZE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.90	-0.83
Sharpe Ratio (All Time) Calculated using the full available price history	-0.47	0.67	-1.14

Correlation

The correlation between LYEL and MAZE is 0.20, 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.

Dividends

LYEL vs. MAZE - Dividend Comparison

Neither LYEL nor MAZE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LYEL vs. MAZE - Drawdown Comparison

The maximum LYEL drawdown since its inception was -97.83%, which is greater than MAZE's maximum drawdown of -52.54%. Use the drawdown chart below to compare losses from any high point for LYEL and MAZE.

Drawdown Indicators

	LYEL	MAZE	Difference
Max Drawdown Largest peak-to-trough decline	-97.83%	-52.54%	-45.29%
Max Drawdown (1Y) Largest decline over 1 year	-50.47%	-44.03%	-6.44%
Current Drawdown Current decline from peak	-94.20%	-43.96%	-50.24%
Average Drawdown Average peak-to-trough decline	-78.69%	-15.86%	-62.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.42%	12.37%	+12.05%

Volatility

LYEL vs. MAZE - Volatility Comparison

The current volatility for Lyell Immunopharma, Inc. (LYEL) is 25.46%, while Maze Therapeutics, Inc (MAZE) has a volatility of 47.04%. This indicates that LYEL experiences smaller price fluctuations and is considered to be less risky than MAZE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYEL	MAZE	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.46%	47.04%	-21.58%
Volatility (6M) Calculated over the trailing 6-month period	59.28%	58.66%	+0.62%
Volatility (1Y) Calculated over the trailing 1-year period	108.33%	102.96%	+5.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.00%	100.64%	-5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.00%	100.64%	-5.64%

Financials