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MLYS vs. COGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MLYS vs. COGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mineralys Therapeutics Inc. Common Stock (MLYS) and Cogent Biosciences, Inc. (COGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLYS achieves a -30.09% return, which is significantly lower than COGT's 0.90% return.


MLYS

1D
3.00%
1M
-15.01%
YTD
-30.09%
6M
-32.45%
1Y
88.20%
3Y*
16.73%
5Y*
10Y*

COGT

1D
3.76%
1M
9.70%
YTD
0.90%
6M
-8.90%
1Y
395.71%
3Y*
43.65%
5Y*
33.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLYS vs. COGT - Yearly Performance Comparison


2026 (YTD)202520242023
MLYS
Mineralys Therapeutics Inc. Common Stock
-30.09%194.80%43.14%-59.24%
COGT
Cogent Biosciences, Inc.
0.90%355.38%32.65%-59.42%

Correlation

The correlation between MLYS and COGT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2023

0.34

Fundamentals

Market Cap

MLYS:

$2.10B

COGT:

$2.42B

EPS

MLYS:

-$2.03

COGT:

-$3.89

PB Ratio

MLYS:

3.29

COGT:

4.18

Total Revenue (TTM)

MLYS:

$0.00

COGT:

$0.00

Gross Profit (TTM)

MLYS:

-$28.00K

COGT:

-$2.33M

EBITDA (TTM)

MLYS:

-$167.25M

COGT:

-$363.18M

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Return for Risk

MLYS vs. COGT — Risk / Return Rank

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

MLYS
MLYS Risk / Return Rank: 7575
Overall Rank
MLYS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MLYS Sortino Ratio Rank: 8787
Sortino Ratio Rank
MLYS Omega Ratio Rank: 8282
Omega Ratio Rank
MLYS Calmar Ratio Rank: 7272
Calmar Ratio Rank
MLYS Martin Ratio Rank: 6868
Martin Ratio Rank

COGT
COGT Risk / Return Rank: 9898
Overall Rank
COGT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
COGT Sortino Ratio Rank: 9999
Sortino Ratio Rank
COGT Omega Ratio Rank: 9898
Omega Ratio Rank
COGT Calmar Ratio Rank: 9999
Calmar Ratio Rank
COGT Martin Ratio Rank: 9898
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.

MLYS vs. COGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mineralys Therapeutics Inc. Common Stock (MLYS) and Cogent Biosciences, Inc. (COGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLYSCOGTDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-4.53

Omega ratioGain probability vs. loss probability

1.31

1.86

-0.55

Calmar ratioReturn relative to maximum drawdown

1.69

15.15

-13.46

Martin ratioReturn relative to average drawdown

3.10

35.17

-32.07

MLYS vs. COGT - Sharpe Ratio Comparison

The current MLYS Sharpe Ratio is 0.84, which is lower than the COGT Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of MLYS and COGT, 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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Drawdowns

MLYS vs. COGT - Drawdown Comparison

The maximum MLYS drawdown since its inception was -71.75%, smaller than the maximum COGT drawdown of -98.09%. Use the drawdown chart below to compare losses from any high point for MLYS and COGT.


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Drawdown Indicators


MLYSCOGTDifference

Max Drawdown

Largest peak-to-trough decline

-71.75%

-98.09%

+26.34%

Max Drawdown (1Y)

Largest decline over 1 year

-52.46%

-26.34%

-26.12%

Max Drawdown (3Y)

Largest decline over 3 years

-65.15%

-69.87%

+4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-76.34%

Current Drawdown

Current decline from peak

-46.40%

-46.57%

+0.17%

Average Drawdown

Average peak-to-trough decline

-36.37%

-77.65%

+41.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.56%

11.32%

+17.24%

Volatility

MLYS vs. COGT - Volatility Comparison

Mineralys Therapeutics Inc. Common Stock (MLYS) has a higher volatility of 22.12% compared to Cogent Biosciences, Inc. (COGT) at 12.41%. This indicates that MLYS's price experiences larger fluctuations and is considered to be riskier than COGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLYSCOGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.12%

12.41%

+9.71%

Volatility (6M)

Calculated over the trailing 6-month period

44.28%

31.61%

+12.67%

Volatility (1Y)

Calculated over the trailing 1-year period

106.21%

129.96%

-23.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.32%

94.92%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.32%

165.87%

-82.55%

Dividends

MLYS vs. COGT - Dividend Comparison

Neither MLYS nor COGT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MLYS vs. COGT - Financials Comparison

This section allows you to compare key financial metrics between Mineralys Therapeutics Inc. Common Stock and Cogent Biosciences, 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


0.00JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober202600
(MLYS) Total Revenue
(COGT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MLYS and COGT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLYS has higher volatility (22.12%) compared to COGT (12.41%). In terms of maximum drawdown, MLYS dropped -71.75% vs COGT's -98.09%.

COGT currently has the higher Sharpe Ratio (3.08 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for MLYS and COGT

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