OKYO vs. CW

Last updated Jul 11, 2026

OKYO (OKYO Pharma Ltd ADR) and CW (Curtiss-Wright Corporation) are both stocks. OKYO operates in Biotechnology (Healthcare), while CW operates in Specialty Industrial Machinery (Industrials). Over the past 3 years, OKYO returned 16.64%/yr vs 59.55%/yr for CW. At a 0.11 correlation, their price movements are largely independent.

Performance

OKYO vs. CW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OKYO Pharma Ltd ADR (OKYO) and Curtiss-Wright Corporation (CW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OKYO achieves a -18.36% return, which is significantly lower than CW's 37.01% return.

OKYO

• 1D: 0.60%
• 1M: 11.18%
• 6M: -38.77%
• YTD: -18.36%
• 1Y: -39.86%
• 3Y*: 16.64%
• 5Y*: —
• 10Y*: —

CW

• 1D: -0.65%
• 1M: -0.39%
• 6M: 24.82%
• YTD: 37.01%
• 1Y: 59.73%
• 3Y*: 59.55%
• 5Y*: 44.52%
• 10Y*: 24.86%

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

OKYO vs. CW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OKYO OKYO Pharma Ltd ADR	-18.36%	80.02%	-35.03%	-7.33%	-57.56%
CW Curtiss-Wright Corporation	37.01%	55.66%	59.73%	33.98%	21.87%

Correlation

The correlation between OKYO and CW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since May 17, 2022	0.11

The correlation between OKYO and CW shifts across timeframes, from 0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap OKYO : $64.84M CW : $27.88B
EPS OKYO : -$0.20 CW : $13.69
Total Revenue (TTM) OKYO : $0.00 CW : $3.61B
Gross Profit (TTM) OKYO : -$6.82K CW : $1.34B
EBITDA (TTM) OKYO : -$9.59M CW : $745.31M

Return for Risk

OKYO vs. CW — Risk / Return Rank

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

OKYO

OKYO Risk / Return Rank: 22
OKYO Sharpe Ratio Rank: 21
OKYO Sortino Ratio Rank: 24
OKYO Omega Ratio Rank: 25
OKYO Calmar Ratio Rank: 15
OKYO Martin Ratio Rank: 23

CW

CW Risk / Return Rank: 89
CW Sharpe Ratio Rank: 89
CW Sortino Ratio Rank: 85
CW Omega Ratio Rank: 84
CW Calmar Ratio Rank: 93
CW Martin Ratio Rank: 94

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.

OKYO vs. CW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OKYO Pharma Ltd ADR (OKYO) and Curtiss-Wright Corporation (CW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OKYO	CW	Difference
Sharpe ratio: Return per unit of total volatility	-0.52	1.78	-2.30
Sortino ratio: Return per unit of downside risk	-0.41	2.35	-2.76
Omega ratio: Gain probability vs. loss probability	0.95	1.30	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.75	4.60	-5.35
Martin ratio: Return relative to average drawdown	-1.03	13.21	-14.24

OKYO vs. CW - Sharpe Ratio Comparison

The current OKYO Sharpe Ratio is -0.52, which is lower than the CW Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of OKYO and CW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OKYO vs. CW - Drawdown Comparison

The maximum OKYO drawdown since its inception was -79.15%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for OKYO and CW.

Drawdown Indicators

	OKYO	CW	Difference
Max Drawdown Largest peak-to-trough decline	-79.15%	-59.19%	-19.96%
Max Drawdown (1Y) Largest decline over 1 year	-54.43%	-12.97%	-41.46%
Max Drawdown (3Y) Largest decline over 3 years	-69.14%	-27.21%	-41.93%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.73%	—
Current Drawdown Current decline from peak	-62.44%	-4.79%	-57.65%
Average Drawdown Average peak-to-trough decline	-60.90%	-13.87%	-47.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.79%	4.50%	+35.29%

Volatility

OKYO vs. CW - Volatility Comparison

OKYO Pharma Ltd ADR (OKYO) has a higher volatility of 14.08% compared to Curtiss-Wright Corporation (CW) at 9.68%. This indicates that OKYO's price experiences larger fluctuations and is considered to be riskier than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OKYO	CW	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.08%	9.68%	+4.40%
Volatility (6M) Calculated over the trailing 6-month period	51.83%	25.84%	+25.99%
Volatility (1Y) Calculated over the trailing 1-year period	79.17%	33.47%	+45.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	104.02%	27.92%	+76.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	104.02%	30.30%	+73.72%

Dividends

OKYO vs. CW - Dividend Comparison

OKYO has not paid dividends to shareholders, while CW's dividend yield for the trailing twelve months is around 0.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CW Curtiss-Wright Corporation	0.13%	0.17%	0.23%	0.35%	0.45%	0.51%	0.58%	0.47%	0.59%	0.46%	0.53%	0.76%
OKYO OKYO Pharma Ltd ADR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both OKYO and CW in my portfolio?

OKYO and CW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OKYO or CW?

OKYO has higher volatility (14.08%) compared to CW (9.68%). In terms of maximum drawdown, OKYO dropped -79.15% vs CW's -59.19%.

Which has better risk-adjusted returns?

CW currently has the higher Sharpe Ratio (1.78 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.