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OGN vs. VTRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGN and VTRS is 0.47, 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.


-0.50.00.51.00.5

Performance

OGN vs. VTRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Organon & Co. (OGN) and Viatris Inc. (VTRS). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-27.80%
19.78%
OGN
VTRS

Key characteristics

Sharpe Ratio

OGN:

0.46

VTRS:

0.76

Sortino Ratio

OGN:

0.98

VTRS:

1.38

Omega Ratio

OGN:

1.12

VTRS:

1.16

Calmar Ratio

OGN:

0.29

VTRS:

0.58

Martin Ratio

OGN:

1.21

VTRS:

1.85

Ulcer Index

OGN:

14.75%

VTRS:

12.18%

Daily Std Dev

OGN:

39.22%

VTRS:

29.83%

Max Drawdown

OGN:

-69.56%

VTRS:

-52.28%

Current Drawdown

OGN:

-56.95%

VTRS:

-23.59%

Fundamentals

Market Cap

OGN:

$3.80B

VTRS:

$15.03B

EPS

OGN:

$5.05

VTRS:

-$0.73

Total Revenue (TTM)

OGN:

$6.41B

VTRS:

$15.02B

Gross Profit (TTM)

OGN:

$3.73B

VTRS:

$6.07B

EBITDA (TTM)

OGN:

$1.69B

VTRS:

$3.75B

Returns By Period

In the year-to-date period, OGN achieves a 7.42% return, which is significantly lower than VTRS's 18.24% return.


OGN

YTD

7.42%

1M

-1.02%

6M

-27.80%

1Y

13.89%

5Y*

N/A

10Y*

N/A

VTRS

YTD

18.24%

1M

-4.89%

6M

22.23%

1Y

22.54%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

OGN vs. VTRS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) and Viatris Inc. (VTRS). 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 OGN, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.460.76
The chart of Sortino ratio for OGN, currently valued at 0.98, compared to the broader market-4.00-2.000.002.004.000.981.38
The chart of Omega ratio for OGN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.16
The chart of Calmar ratio for OGN, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.81
The chart of Martin ratio for OGN, currently valued at 1.21, compared to the broader market-5.000.005.0010.0015.0020.0025.001.211.85
OGN
VTRS

The current OGN Sharpe Ratio is 0.46, which is lower than the VTRS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of OGN and VTRS, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.46
0.76
OGN
VTRS

Dividends

OGN vs. VTRS - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 7.68%, more than VTRS's 3.90% yield.


TTM202320222021
OGN
Organon & Co.
7.68%7.77%4.01%1.84%
VTRS
Viatris Inc.
3.90%4.43%4.31%2.44%

Drawdowns

OGN vs. VTRS - Drawdown Comparison

The maximum OGN drawdown since its inception was -69.56%, which is greater than VTRS's maximum drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for OGN and VTRS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.95%
-9.95%
OGN
VTRS

Volatility

OGN vs. VTRS - Volatility Comparison

Organon & Co. (OGN) has a higher volatility of 10.87% compared to Viatris Inc. (VTRS) at 6.33%. This indicates that OGN's price experiences larger fluctuations and is considered to be riskier than VTRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.87%
6.33%
OGN
VTRS

Financials

OGN vs. VTRS - Financials Comparison

This section allows you to compare key financial metrics between Organon & Co. and Viatris 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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