MDWD vs. INCY
MDWD (MediWound Ltd.) and INCY (Incyte Corporation) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, MDWD returned -12.99%/yr vs 0.83%/yr for INCY. At a 0.15 correlation, their price movements are largely independent.
Performance
MDWD vs. INCY - Performance Comparison
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Returns By Period
In the year-to-date period, MDWD achieves a -25.46% return, which is significantly lower than INCY's -6.61% return. Over the past 10 years, MDWD has underperformed INCY with an annualized return of -12.99%, while INCY has yielded a comparatively higher 0.83% annualized return.
MDWD
- 1D
- -0.43%
- 1M
- -17.26%
- YTD
- -25.46%
- 6M
- -20.69%
- 1Y
- -38.13%
- 3Y*
- 15.59%
- 5Y*
- -10.64%
- 10Y*
- -12.99%
INCY
- 1D
- -3.50%
- 1M
- -4.82%
- YTD
- -6.61%
- 6M
- -9.07%
- 1Y
- 41.23%
- 3Y*
- 13.83%
- 5Y*
- 2.16%
- 10Y*
- 0.83%
MDWD vs. INCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | -25.46% | 3.71% | 75.02% | -24.61% | -18.34% | -36.22% | 19.35% | -23.65% | -8.76% | -2.82% |
INCY Incyte Corporation | -6.61% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
Correlation
The correlation between MDWD and INCY 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 (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2014 | 0.15 |
Fundamentals
MDWD:
$177.15M
INCY:
$19.08B
MDWD:
-$2.20
INCY:
$7.06
MDWD:
11.30
INCY:
3.49
MDWD:
4.28
INCY:
3.39
MDWD:
$14.48M
INCY:
$5.36B
MDWD:
$2.84M
INCY:
$3.76B
MDWD:
-$24.21M
INCY:
$1.80B
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Return for Risk
MDWD vs. INCY — Risk / Return Rank
MDWD
INCY
MDWD vs. INCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MediWound Ltd. (MDWD) and Incyte Corporation (INCY). 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.
| MDWD | INCY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | 1.28 | -2.20 |
Sortino ratioReturn per unit of downside risk | -1.27 | 1.97 | -3.24 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.24 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.28 | -3.26 |
Martin ratioReturn relative to average drawdown | -1.86 | 5.15 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDWD | INCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 1.28 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.07 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | 0.02 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | 0.20 | -0.48 |
Drawdowns
MDWD vs. INCY - Drawdown Comparison
The maximum MDWD drawdown since its inception was -94.35%, roughly equal to the maximum INCY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for MDWD and INCY.
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Drawdown Indicators
| MDWD | INCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.35% | -98.54% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -36.59% | -18.33% | -18.26% |
Max Drawdown (3Y)Largest decline over 3 years | -38.13% | -33.83% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -82.04% | -41.53% | -40.51% |
Max Drawdown (10Y)Largest decline over 10 years | -87.76% | -66.47% | -21.29% |
Current DrawdownCurrent decline from peak | -89.18% | -39.58% | -49.60% |
Average DrawdownAverage peak-to-trough decline | -75.87% | -59.92% | -15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.12% | 8.11% | +12.01% |
Volatility
MDWD vs. INCY - Volatility Comparison
MediWound Ltd. (MDWD) has a higher volatility of 17.54% compared to Incyte Corporation (INCY) at 6.43%. This indicates that MDWD's price experiences larger fluctuations and is considered to be riskier than INCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDWD | INCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.54% | 6.43% | +11.11% |
Volatility (6M)Calculated over the trailing 6-month period | 31.20% | 22.29% | +8.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.74% | 32.37% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.09% | 29.24% | +31.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.82% | 34.23% | +26.59% |
Dividends
MDWD vs. INCY - Dividend Comparison
Neither MDWD nor INCY has paid dividends to shareholders.
Financials
MDWD vs. INCY - Financials Comparison
This section allows you to compare key financial metrics between MediWound Ltd. and Incyte Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MDWD and INCY 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.
MDWD has higher volatility (17.54%) compared to INCY (6.43%). In terms of maximum drawdown, MDWD dropped -94.35% vs INCY's -98.54%.
INCY currently has the higher Sharpe Ratio (1.28 vs -0.92), 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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