PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NARI vs. IMVT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NARI and IMVT 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

NARI vs. IMVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inari Medical, Inc. (NARI) and Immunovant, Inc. (IMVT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
29.45%
31.18%
NARI
IMVT

Key characteristics

Sharpe Ratio

NARI:

-0.31

IMVT:

-0.78

Sortino Ratio

NARI:

-0.11

IMVT:

-1.00

Omega Ratio

NARI:

0.99

IMVT:

0.88

Calmar Ratio

NARI:

-0.23

IMVT:

-0.69

Martin Ratio

NARI:

-0.58

IMVT:

-1.17

Ulcer Index

NARI:

27.46%

IMVT:

31.15%

Daily Std Dev

NARI:

51.44%

IMVT:

46.63%

Max Drawdown

NARI:

-70.53%

IMVT:

-93.59%

Current Drawdown

NARI:

-56.30%

IMVT:

-50.20%

Fundamentals

Market Cap

NARI:

$3.29B

IMVT:

$4.10B

EPS

NARI:

-$1.35

IMVT:

-$2.21

Total Revenue (TTM)

NARI:

$574.50M

IMVT:

$1.50M

Gross Profit (TTM)

NARI:

$494.08M

IMVT:

$1.30M

EBITDA (TTM)

NARI:

-$36.16M

IMVT:

-$352.17M

Returns By Period

In the year-to-date period, NARI achieves a -15.23% return, which is significantly higher than IMVT's -37.69% return.


NARI

YTD

-15.23%

1M

7.23%

6M

21.13%

1Y

-15.95%

5Y*

N/A

10Y*

N/A

IMVT

YTD

-37.69%

1M

2.90%

6M

0.23%

1Y

-36.76%

5Y*

10.49%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NARI vs. IMVT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inari Medical, Inc. (NARI) and Immunovant, Inc. (IMVT). 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 NARI, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.31-0.78
The chart of Sortino ratio for NARI, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-1.00
The chart of Omega ratio for NARI, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.88
The chart of Calmar ratio for NARI, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.69
The chart of Martin ratio for NARI, currently valued at -0.58, compared to the broader market0.0010.0020.00-0.58-1.17
NARI
IMVT

The current NARI Sharpe Ratio is -0.31, which is higher than the IMVT Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of NARI and IMVT, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.78
NARI
IMVT

Dividends

NARI vs. IMVT - Dividend Comparison

Neither NARI nor IMVT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NARI vs. IMVT - Drawdown Comparison

The maximum NARI drawdown since its inception was -70.53%, smaller than the maximum IMVT drawdown of -93.59%. Use the drawdown chart below to compare losses from any high point for NARI and IMVT. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-56.30%
-50.20%
NARI
IMVT

Volatility

NARI vs. IMVT - Volatility Comparison

The current volatility for Inari Medical, Inc. (NARI) is 10.93%, while Immunovant, Inc. (IMVT) has a volatility of 13.50%. This indicates that NARI experiences smaller price fluctuations and is considered to be less risky than IMVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.93%
13.50%
NARI
IMVT

Financials

NARI vs. IMVT - Financials Comparison

This section allows you to compare key financial metrics between Inari Medical, Inc. and Immunovant, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab