OKUR vs. TARA

Last updated Apr 2, 2026

Compare and contrast key facts about OnKure Therapeutics, Inc (OKUR) and Protara Therapeutics, Inc. (TARA).

Performance

OKUR vs. TARA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OnKure Therapeutics, Inc (OKUR) and Protara Therapeutics, Inc. (TARA). The values are adjusted to include any dividend payments, if applicable.

OKUR vs. TARA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
OKUR OnKure Therapeutics, Inc	40.34%	-66.28%	-53.89%
TARA Protara Therapeutics, Inc.	-5.44%	0.95%	200.00%

Fundamentals

Market Cap OKUR : $55.01M TARA : $232.05M
EPS OKUR : $0.00 TARA : -$1.32
PB Ratio OKUR : 0.98 TARA : 1.18
Total Revenue (TTM) OKUR : $0.00 TARA : $0.00
Gross Profit (TTM) OKUR : $0.00 TARA : -$88.00K
EBITDA (TTM) OKUR : -$62.95M TARA : -$61.28M

Returns By Period

In the year-to-date period, OKUR achieves a 40.34% return, which is significantly higher than TARA's -5.44% return.

OKUR

• 1D: -1.69%
• 1M: 43.82%
• YTD: 40.34%
• 6M: 52.43%
• 1Y: -4.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TARA

• 1D: -3.26%
• 1M: -15.58%
• YTD: -5.44%
• 6M: 14.29%
• 1Y: 25.69%
• 3Y*: 17.21%
• 5Y*: -20.20%
• 10Y*: -34.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OKUR vs. TARA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OKUR

OKUR Risk / Return Rank: 38
OKUR Sharpe Ratio Rank: 37
OKUR Sortino Ratio Rank: 40
OKUR Omega Ratio Rank: 38
OKUR Calmar Ratio Rank: 37
OKUR Martin Ratio Rank: 37

TARA

TARA Risk / Return Rank: 53
TARA Sharpe Ratio Rank: 52
TARA Sortino Ratio Rank: 56
TARA Omega Ratio Rank: 55
TARA Calmar Ratio Rank: 52
TARA Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OKUR vs. TARA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OnKure Therapeutics, Inc (OKUR) and Protara Therapeutics, Inc. (TARA). 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.

	OKUR	TARA	Difference
Sharpe ratio Return per unit of total volatility	-0.06	0.31	-0.37
Sortino ratio Return per unit of downside risk	0.50	1.06	-0.56
Omega ratio Gain probability vs. loss probability	1.06	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	-0.09	0.51	-0.60
Martin ratio Return relative to average drawdown	-0.15	0.81	-0.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OKUR vs. TARA - Sharpe Ratio Comparison

The current OKUR Sharpe Ratio is -0.06, which is lower than the TARA Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of OKUR and TARA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OKUR	TARA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	0.31	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.88	-0.36	-0.52

Correlation

The correlation between OKUR and TARA is 0.24, 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.

Dividends

OKUR vs. TARA - Dividend Comparison

Neither OKUR nor TARA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OKUR vs. TARA - Drawdown Comparison

The maximum OKUR drawdown since its inception was -90.47%, smaller than the maximum TARA drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for OKUR and TARA.

Drawdown Indicators

	OKUR	TARA	Difference
Max Drawdown Largest peak-to-trough decline	-90.47%	-99.86%	+9.39%
Max Drawdown (1Y) Largest decline over 1 year	-55.69%	-35.85%	-19.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-93.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.75%	—
Current Drawdown Current decline from peak	-78.81%	-99.37%	+20.56%
Average Drawdown Average peak-to-trough decline	-73.01%	-84.88%	+11.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.19%	22.61%	+13.58%

Volatility

OKUR vs. TARA - Volatility Comparison

OnKure Therapeutics, Inc (OKUR) has a higher volatility of 29.64% compared to Protara Therapeutics, Inc. (TARA) at 15.36%. This indicates that OKUR's price experiences larger fluctuations and is considered to be riskier than TARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OKUR	TARA	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.64%	15.36%	+14.28%
Volatility (6M) Calculated over the trailing 6-month period	56.17%	67.55%	-11.38%
Volatility (1Y) Calculated over the trailing 1-year period	76.76%	83.37%	-6.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.68%	81.38%	-7.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.68%	91.30%	-17.62%

Financials