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NRBO vs. RLAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NRBO and RLAY is 0.19, 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

NRBO vs. RLAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NeuroBo Pharmaceuticals, Inc. (NRBO) and Relay Therapeutics, Inc. (RLAY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-99.91%
-88.13%
NRBO
RLAY

Key characteristics

Sharpe Ratio

NRBO:

-0.48

RLAY:

-0.72

Sortino Ratio

NRBO:

-0.39

RLAY:

-1.31

Omega Ratio

NRBO:

0.96

RLAY:

0.86

Calmar Ratio

NRBO:

-0.50

RLAY:

-0.65

Martin Ratio

NRBO:

-1.18

RLAY:

-1.49

Ulcer Index

NRBO:

42.52%

RLAY:

40.63%

Daily Std Dev

NRBO:

104.64%

RLAY:

83.40%

Max Drawdown

NRBO:

-100.00%

RLAY:

-93.24%

Current Drawdown

NRBO:

-100.00%

RLAY:

-93.24%

Fundamentals

Market Cap

NRBO:

$20.33M

RLAY:

$753.22M

EPS

NRBO:

-$4.29

RLAY:

-$2.61

Total Revenue (TTM)

NRBO:

$4.00K

RLAY:

$10.01M

Gross Profit (TTM)

NRBO:

-$10.00K

RLAY:

$5.87M

EBITDA (TTM)

NRBO:

-$25.62M

RLAY:

-$389.45M

Returns By Period

In the year-to-date period, NRBO achieves a -56.72% return, which is significantly higher than RLAY's -62.22% return.


NRBO

YTD

-56.72%

1M

-33.33%

6M

-60.59%

1Y

-54.22%

5Y*

-75.52%

10Y*

N/A

RLAY

YTD

-62.22%

1M

-10.73%

6M

-40.06%

1Y

-61.34%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NRBO vs. RLAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NeuroBo Pharmaceuticals, Inc. (NRBO) and Relay Therapeutics, Inc. (RLAY). 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 NRBO, currently valued at -0.48, compared to the broader market-4.00-2.000.002.00-0.48-0.72
The chart of Sortino ratio for NRBO, currently valued at -0.39, compared to the broader market-4.00-2.000.002.004.00-0.39-1.31
The chart of Omega ratio for NRBO, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.86
The chart of Calmar ratio for NRBO, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.50-0.65
The chart of Martin ratio for NRBO, currently valued at -1.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.18-1.49
NRBO
RLAY

The current NRBO Sharpe Ratio is -0.48, which is higher than the RLAY Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of NRBO and RLAY, 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-0.80-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.48
-0.72
NRBO
RLAY

Dividends

NRBO vs. RLAY - Dividend Comparison

Neither NRBO nor RLAY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NRBO vs. RLAY - Drawdown Comparison

The maximum NRBO drawdown since its inception was -100.00%, which is greater than RLAY's maximum drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for NRBO and RLAY. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-99.92%
-93.24%
NRBO
RLAY

Volatility

NRBO vs. RLAY - Volatility Comparison

NeuroBo Pharmaceuticals, Inc. (NRBO) has a higher volatility of 25.76% compared to Relay Therapeutics, Inc. (RLAY) at 21.12%. This indicates that NRBO's price experiences larger fluctuations and is considered to be riskier than RLAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
25.76%
21.12%
NRBO
RLAY

Financials

NRBO vs. RLAY - Financials Comparison

This section allows you to compare key financial metrics between NeuroBo Pharmaceuticals, Inc. and Relay 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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