OLMA vs. TSHA

Last updated Apr 1, 2026

Compare and contrast key facts about Olema Pharmaceuticals, Inc. (OLMA) and Taysha Gene Therapies, Inc. (TSHA).

Performance

OLMA vs. TSHA - Performance Comparison

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

OLMA vs. TSHA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
OLMA Olema Pharmaceuticals, Inc.	-40.36%	328.82%	-58.45%	472.65%	-73.82%	-80.53%	-1.88%
TSHA Taysha Gene Therapies, Inc.	-18.73%	217.92%	-2.26%	-21.68%	-80.60%	-56.10%	23.44%

Fundamentals

EPS OLMA : -$1.75 TSHA : -$0.34
Total Revenue (TTM) OLMA : $0.00 TSHA : $9.77M
Gross Profit (TTM) OLMA : $0.00 TSHA : $6.30M
EBITDA (TTM) OLMA : -$161.30M TSHA : -$108.26M

Returns By Period

In the year-to-date period, OLMA achieves a -40.36% return, which is significantly lower than TSHA's -18.73% return.

OLMA

• 1D: 11.10%
• 1M: -38.39%
• YTD: -40.36%
• 6M: 52.30%
• 1Y: 296.54%
• 3Y*: 62.57%
• 5Y*: -15.39%
• 10Y*: —

TSHA

• 1D: 9.83%
• 1M: -1.32%
• YTD: -18.73%
• 6M: 36.70%
• 1Y: 221.58%
• 3Y*: 77.63%
• 5Y*: -26.04%
• 10Y*: —

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

Return for Risk

OLMA vs. TSHA — Risk / Return Rank

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

OLMA

OLMA Risk / Return Rank: 93
OLMA Sharpe Ratio Rank: 89
OLMA Sortino Ratio Rank: 97
OLMA Omega Ratio Rank: 96
OLMA Calmar Ratio Rank: 91
OLMA Martin Ratio Rank: 90

TSHA

TSHA Risk / Return Rank: 91
TSHA Sharpe Ratio Rank: 93
TSHA Sortino Ratio Rank: 94
TSHA Omega Ratio Rank: 90
TSHA Calmar Ratio Rank: 91
TSHA Martin Ratio Rank: 87

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.

OLMA vs. TSHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Olema Pharmaceuticals, Inc. (OLMA) and Taysha Gene Therapies, Inc. (TSHA). 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.

	OLMA	TSHA	Difference
Sharpe ratio Return per unit of total volatility	1.84	2.35	-0.51
Sortino ratio Return per unit of downside risk	4.00	3.33	+0.67
Omega ratio Gain probability vs. loss probability	1.53	1.40	+0.13
Calmar ratio Return relative to maximum drawdown	4.20	4.23	-0.03
Martin ratio Return relative to average drawdown	11.00	9.01	+1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OLMA vs. TSHA - Sharpe Ratio Comparison

The current OLMA Sharpe Ratio is 1.84, which is comparable to the TSHA Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of OLMA and TSHA, 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

	OLMA	TSHA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	2.35	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	-0.19	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	-0.20	+0.01

Correlation

The correlation between OLMA and TSHA is 0.30, 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

OLMA vs. TSHA - Dividend Comparison

Neither OLMA nor TSHA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OLMA vs. TSHA - Drawdown Comparison

The maximum OLMA drawdown since its inception was -96.26%, roughly equal to the maximum TSHA drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for OLMA and TSHA.

Drawdown Indicators

	OLMA	TSHA	Difference
Max Drawdown Largest peak-to-trough decline	-96.26%	-98.14%	+1.88%
Max Drawdown (1Y) Largest decline over 1 year	-62.55%	-31.13%	-31.42%
Max Drawdown (5Y) Largest decline over 5 years	-94.36%	-97.76%	+3.40%
Current Drawdown Current decline from peak	-72.64%	-85.92%	+13.28%
Average Drawdown Average peak-to-trough decline	-75.04%	-76.71%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.88%	14.60%	+9.28%

Volatility

OLMA vs. TSHA - Volatility Comparison

Olema Pharmaceuticals, Inc. (OLMA) has a higher volatility of 37.35% compared to Taysha Gene Therapies, Inc. (TSHA) at 21.10%. This indicates that OLMA's price experiences larger fluctuations and is considered to be riskier than TSHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OLMA	TSHA	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.35%	21.10%	+16.25%
Volatility (6M) Calculated over the trailing 6-month period	106.07%	65.51%	+40.56%
Volatility (1Y) Calculated over the trailing 1-year period	162.85%	99.28%	+63.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	108.49%	136.33%	-27.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.61%	131.85%	-24.24%

Financials