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