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MRUS vs. APLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRUS and APLT is 0.21, 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.


-0.50.00.51.00.2

Performance

MRUS vs. APLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merus N.V. (MRUS) and Applied Therapeutics, Inc. (APLT). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
201.30%
-90.64%
MRUS
APLT

Key characteristics

Sharpe Ratio

MRUS:

1.06

APLT:

-0.47

Sortino Ratio

MRUS:

2.26

APLT:

0.19

Omega Ratio

MRUS:

1.26

APLT:

1.03

Calmar Ratio

MRUS:

1.98

APLT:

-0.71

Martin Ratio

MRUS:

4.35

APLT:

-2.13

Ulcer Index

MRUS:

14.17%

APLT:

33.02%

Daily Std Dev

MRUS:

58.22%

APLT:

148.86%

Max Drawdown

MRUS:

-67.42%

APLT:

-99.03%

Current Drawdown

MRUS:

-30.48%

APLT:

-98.41%

Fundamentals

Market Cap

MRUS:

$3.07B

APLT:

$127.99M

EPS

MRUS:

-$4.03

APLT:

-$1.42

Total Revenue (TTM)

MRUS:

$35.93M

APLT:

-$211.00K

Gross Profit (TTM)

MRUS:

-$1.53M

APLT:

-$799.00K

EBITDA (TTM)

MRUS:

-$248.91M

APLT:

-$92.18M

Returns By Period

In the year-to-date period, MRUS achieves a 52.18% return, which is significantly higher than APLT's -73.73% return.


MRUS

YTD

52.18%

1M

-2.52%

6M

-23.69%

1Y

58.52%

5Y*

19.78%

10Y*

N/A

APLT

YTD

-73.73%

1M

-90.67%

6M

-80.66%

1Y

-71.52%

5Y*

-48.73%

10Y*

N/A

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Risk-Adjusted Performance

MRUS vs. APLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merus N.V. (MRUS) and Applied Therapeutics, Inc. (APLT). 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.


Sharpe ratio
The chart of Sharpe ratio for MRUS, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.06-0.47
The chart of Sortino ratio for MRUS, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.260.19
The chart of Omega ratio for MRUS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.03
The chart of Calmar ratio for MRUS, currently valued at 1.98, compared to the broader market0.002.004.006.001.98-0.71
The chart of Martin ratio for MRUS, currently valued at 4.35, compared to the broader market-5.000.005.0010.0015.0020.0025.004.35-2.13
MRUS
APLT

The current MRUS Sharpe Ratio is 1.06, which is higher than the APLT Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of MRUS and APLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.06
-0.47
MRUS
APLT

Dividends

MRUS vs. APLT - Dividend Comparison

Neither MRUS nor APLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRUS vs. APLT - Drawdown Comparison

The maximum MRUS drawdown since its inception was -67.42%, smaller than the maximum APLT drawdown of -99.03%. Use the drawdown chart below to compare losses from any high point for MRUS and APLT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.48%
-98.41%
MRUS
APLT

Volatility

MRUS vs. APLT - Volatility Comparison

The current volatility for Merus N.V. (MRUS) is 15.15%, while Applied Therapeutics, Inc. (APLT) has a volatility of 143.03%. This indicates that MRUS experiences smaller price fluctuations and is considered to be less risky than APLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
15.15%
143.03%
MRUS
APLT

Financials

MRUS vs. APLT - Financials Comparison

This section allows you to compare key financial metrics between Merus N.V. and Applied 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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