MAZE vs. LYEL

Last updated Apr 2, 2026

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

Performance

MAZE vs. LYEL - Performance Comparison

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

MAZE vs. LYEL - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

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

MAZE

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

LYEL

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

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

Return for Risk

MAZE vs. LYEL — Risk / Return Rank

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

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

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

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.

MAZE vs. LYEL - Risk-Adjusted Trends Comparison

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

	MAZE	LYEL	Difference
Sharpe ratio Return per unit of total volatility	1.90	1.07	+0.83
Sortino ratio Return per unit of downside risk	2.60	2.35	+0.25
Omega ratio Gain probability vs. loss probability	1.38	1.28	+0.10
Calmar ratio Return relative to maximum drawdown	3.72	1.85	+1.87
Martin ratio Return relative to average drawdown	13.25	3.82	+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.

MAZE vs. LYEL - Sharpe Ratio Comparison

The current MAZE Sharpe Ratio is 1.90, which is higher than the LYEL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MAZE and LYEL, 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

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

Correlation

The correlation between MAZE and LYEL 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

MAZE vs. LYEL - Dividend Comparison

Neither MAZE nor LYEL has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

MAZE vs. LYEL - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

MAZE vs. LYEL - Volatility Comparison

Maze Therapeutics, Inc (MAZE) has a higher volatility of 47.04% compared to Lyell Immunopharma, Inc. (LYEL) at 25.46%. This indicates that MAZE's price experiences larger fluctuations and is considered to be riskier than LYEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials