MRNA vs. NVAX
Compare and contrast key facts about Moderna, Inc. (MRNA) and Novavax, Inc. (NVAX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRNA or NVAX.
Performance
MRNA vs. NVAX - Performance Comparison
Returns By Period
In the year-to-date period, MRNA achieves a -61.29% return, which is significantly lower than NVAX's 61.77% return.
MRNA
-61.29%
-28.84%
-71.03%
-49.63%
14.78%
N/A
NVAX
61.77%
-23.72%
-47.50%
35.51%
16.10%
-22.76%
Fundamentals
| MRNA | NVAX | |
|---|---|---|
| Market Cap | $16.73B | $1.35B |
| EPS | -$5.81 | -$2.62 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $5.08B | $800.68M |
| Gross Profit (TTM) | $3.35B | $566.95M |
| EBITDA (TTM) | -$2.41B | -$126.11M |
Key characteristics
| MRNA | NVAX | |
|---|---|---|
| Sharpe Ratio | -0.84 | 0.23 |
| Sortino Ratio | -1.19 | 1.75 |
| Omega Ratio | 0.85 | 1.21 |
| Calmar Ratio | -0.54 | 0.34 |
| Martin Ratio | -1.39 | 1.03 |
| Ulcer Index | 35.78% | 32.08% |
| Daily Std Dev | 59.17% | 142.67% |
| Max Drawdown | -92.39% | -98.82% |
| Current Drawdown | -92.05% | -97.57% |
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Correlation
The correlation between MRNA and NVAX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MRNA vs. NVAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and Novavax, Inc. (NVAX). 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.
Dividends
MRNA vs. NVAX - Dividend Comparison
Neither MRNA nor NVAX has paid dividends to shareholders.
Drawdowns
MRNA vs. NVAX - Drawdown Comparison
The maximum MRNA drawdown since its inception was -92.39%, smaller than the maximum NVAX drawdown of -98.82%. Use the drawdown chart below to compare losses from any high point for MRNA and NVAX. For additional features, visit the drawdowns tool.
Volatility
MRNA vs. NVAX - Volatility Comparison
The current volatility for Moderna, Inc. (MRNA) is 15.79%, while Novavax, Inc. (NVAX) has a volatility of 17.20%. This indicates that MRNA experiences smaller price fluctuations and is considered to be less risky than NVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MRNA vs. NVAX - Financials Comparison
This section allows you to compare key financial metrics between Moderna, Inc. and Novavax, 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.
Total Revenue: Total amount of money received from sales and other business activities