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LYEL vs. MAZE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, LYEL achieves a -61.11% return, which is significantly lower than MAZE's -41.42% return.


LYEL

1D
-8.28%
1M
-42.59%
YTD
-61.11%
6M
-52.59%
1Y
4.45%
3Y*
-44.12%
5Y*
10Y*

MAZE

1D
-4.45%
1M
-8.31%
YTD
-41.42%
6M
-41.81%
1Y
81.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYEL vs. MAZE - Yearly Performance Comparison


2026 (YTD)2025
LYEL
Lyell Immunopharma, Inc.
-61.11%160.71%
MAZE
Maze Therapeutics, Inc
-41.42%159.75%

Correlation

The correlation between LYEL and MAZE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2025

0.22

Fundamentals

Market Cap

LYEL:

$261.86M

MAZE:

$1.31B

EPS

LYEL:

-$13.68

MAZE:

-$2.63

PB Ratio

LYEL:

0.96

MAZE:

3.83

Total Revenue (TTM)

LYEL:

$31.00K

MAZE:

$0.00

Gross Profit (TTM)

LYEL:

-$11.51M

MAZE:

-$1.15M

EBITDA (TTM)

LYEL:

-$140.21M

MAZE:

-$126.66M

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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: 4545
Overall Rank
LYEL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LYEL Sortino Ratio Rank: 4848
Sortino Ratio Rank
LYEL Omega Ratio Rank: 4646
Omega Ratio Rank
LYEL Calmar Ratio Rank: 4343
Calmar Ratio Rank
LYEL Martin Ratio Rank: 4343
Martin Ratio Rank

MAZE
MAZE Risk / Return Rank: 7272
Overall Rank
MAZE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MAZE Sortino Ratio Rank: 7575
Sortino Ratio Rank
MAZE Omega Ratio Rank: 7777
Omega Ratio Rank
MAZE Calmar Ratio Rank: 7070
Calmar Ratio Rank
MAZE Martin Ratio Rank: 7070
Martin Ratio Rank
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.


LYELMAZEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratioReturn relative to maximum drawdown

0.06

1.55

-1.48

Martin ratioReturn relative to average drawdown

0.14

3.51

-3.37

LYEL vs. MAZE - Sharpe Ratio Comparison

The current LYEL Sharpe Ratio is 0.05, which is lower than the MAZE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LYEL and MAZE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYELMAZEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.92

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

0.39

-0.91

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 -53.18%. Use the drawdown chart below to compare losses from any high point for LYEL and MAZE.


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Drawdown Indicators


LYELMAZEDifference

Max Drawdown

Largest peak-to-trough decline

-97.83%

-53.18%

-44.65%

Max Drawdown (1Y)

Largest decline over 1 year

-68.99%

-53.18%

-15.81%

Max Drawdown (3Y)

Largest decline over 3 years

-89.90%

Current Drawdown

Current decline from peak

-96.67%

-53.18%

-43.49%

Average Drawdown

Average peak-to-trough decline

-79.26%

-20.31%

-58.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.99%

23.40%

+7.59%

Volatility

LYEL vs. MAZE - Volatility Comparison

Lyell Immunopharma, Inc. (LYEL) has a higher volatility of 26.47% compared to Maze Therapeutics, Inc (MAZE) at 13.08%. This indicates that LYEL's price experiences larger fluctuations and is considered to be riskier than MAZE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYELMAZEDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.47%

13.08%

+13.39%

Volatility (6M)

Calculated over the trailing 6-month period

58.36%

56.48%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

85.52%

89.63%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.51%

94.97%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.51%

94.97%

-0.46%

Dividends

LYEL vs. MAZE - Dividend Comparison

Neither LYEL nor MAZE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

LYEL vs. MAZE - Financials Comparison

This section allows you to compare key financial metrics between Lyell Immunopharma, Inc. and Maze 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


0.0050.00M100.00M150.00M20222023202420252026
2.00K
0
(LYEL) Total Revenue
(MAZE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LYEL and MAZE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYEL has higher volatility (26.47%) compared to MAZE (13.08%). In terms of maximum drawdown, LYEL dropped -97.83% vs MAZE's -53.18%.

MAZE currently has the higher Sharpe Ratio (0.92 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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