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OLMA vs. TNK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OLMA vs. TNK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Olema Pharmaceuticals, Inc. (OLMA) and Teekay Tankers Ltd. (TNK). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-5.16%
-39.28%
OLMA
TNK

Returns By Period

In the year-to-date period, OLMA achieves a -40.98% return, which is significantly lower than TNK's -10.74% return.


OLMA

YTD

-40.98%

1M

-31.40%

6M

-10.10%

1Y

-41.69%

5Y (annualized)

N/A

10Y (annualized)

N/A

TNK

YTD

-10.74%

1M

-21.71%

6M

-39.23%

1Y

-11.56%

5Y (annualized)

79.70%

10Y (annualized)

29.00%

Fundamentals


OLMATNK
Market Cap$474.43M$1.47B
EPS-$2.28$12.18
Total Revenue (TTM)$1.88M$1.19B
Gross Profit (TTM)$1.61M$440.27M
EBITDA (TTM)-$135.54M$485.15M

Key characteristics


OLMATNK
Sharpe Ratio-0.64-0.35
Sortino Ratio-0.73-0.29
Omega Ratio0.910.97
Calmar Ratio-0.57-0.30
Martin Ratio-1.76-0.73
Ulcer Index27.38%16.73%
Daily Std Dev75.23%35.16%
Max Drawdown-96.26%-90.41%
Current Drawdown-84.81%-41.42%

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Correlation

-0.50.00.51.00.1

The correlation between OLMA and TNK is 0.06, 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.

Risk-Adjusted Performance

OLMA vs. TNK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Olema Pharmaceuticals, Inc. (OLMA) and Teekay Tankers Ltd. (TNK). 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 OLMA, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.64-0.35
The chart of Sortino ratio for OLMA, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.73-0.29
The chart of Omega ratio for OLMA, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.97
The chart of Calmar ratio for OLMA, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.30
The chart of Martin ratio for OLMA, currently valued at -1.76, compared to the broader market-10.000.0010.0020.0030.00-1.76-0.73
OLMA
TNK

The current OLMA Sharpe Ratio is -0.64, which is lower than the TNK Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of OLMA and TNK, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.64
-0.35
OLMA
TNK

Dividends

OLMA vs. TNK - Dividend Comparison

OLMA has not paid dividends to shareholders, while TNK's dividend yield for the trailing twelve months is around 6.44%.


TTM20232022202120202019201820172016201520142013
OLMA
Olema Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TNK
Teekay Tankers Ltd.
6.44%3.00%0.00%0.00%0.00%0.00%3.23%8.57%13.27%1.74%2.37%3.05%

Drawdowns

OLMA vs. TNK - Drawdown Comparison

The maximum OLMA drawdown since its inception was -96.26%, which is greater than TNK's maximum drawdown of -90.41%. Use the drawdown chart below to compare losses from any high point for OLMA and TNK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-84.81%
-41.42%
OLMA
TNK

Volatility

OLMA vs. TNK - Volatility Comparison

Olema Pharmaceuticals, Inc. (OLMA) has a higher volatility of 20.53% compared to Teekay Tankers Ltd. (TNK) at 8.16%. This indicates that OLMA's price experiences larger fluctuations and is considered to be riskier than TNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.53%
8.16%
OLMA
TNK

Financials

OLMA vs. TNK - Financials Comparison

This section allows you to compare key financial metrics between Olema Pharmaceuticals, Inc. and Teekay Tankers Ltd.. 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