OLMA vs. TSHA

In the year-to-date period, OLMA achieves a -15.78% return, which is significantly lower than TSHA's 1.73% return.

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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.

The current OLMA Sharpe Ratio is -0.65, which is lower than the TSHA Sharpe Ratio of -0.29. 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.

Neither OLMA nor TSHA has paid dividends to shareholders.

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. For additional features, visit the drawdowns tool.

The current volatility for Olema Pharmaceuticals, Inc. (OLMA) is 24.80%, while Taysha Gene Therapies, Inc. (TSHA) has a volatility of 47.85%. This indicates that OLMA experiences smaller price fluctuations and is considered to be less risky than TSHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Olema Pharmaceuticals, Inc. and Taysha Gene Therapies, 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.