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

Key characteristics


OLMAUNFI
YTD Return-17.18%26.80%
1Y Return-29.96%31.00%
3Y Return (Ann)-26.17%-24.78%
Sharpe Ratio-0.290.73
Sortino Ratio0.061.52
Omega Ratio1.011.19
Calmar Ratio-0.260.48
Martin Ratio-0.761.94
Ulcer Index29.20%22.04%
Daily Std Dev75.67%58.88%
Max Drawdown-96.26%-93.50%
Current Drawdown-78.68%-75.36%

Fundamentals


OLMAUNFI
Market Cap$665.44M$1.22B
EPS-$2.04-$1.89
Total Revenue (TTM)$1.88M$23.43B
Gross Profit (TTM)$1.61M$3.02B
EBITDA (TTM)-$98.02M$362.00M

Correlation

-0.50.00.51.00.2

The correlation between OLMA and UNFI is 0.19, 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.

Performance

OLMA vs. UNFI - Performance Comparison

In the year-to-date period, OLMA achieves a -17.18% return, which is significantly lower than UNFI's 26.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-76.29%
22.72%
OLMA
UNFI

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Risk-Adjusted Performance

OLMA vs. UNFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Olema Pharmaceuticals, Inc. (OLMA) and United Natural Foods, Inc. (UNFI). 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
Sharpe ratio
The chart of Sharpe ratio for OLMA, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.29
Sortino ratio
The chart of Sortino ratio for OLMA, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.06
Omega ratio
The chart of Omega ratio for OLMA, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for OLMA, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Martin ratio
The chart of Martin ratio for OLMA, currently valued at -0.76, compared to the broader market0.0010.0020.0030.00-0.76
UNFI
Sharpe ratio
The chart of Sharpe ratio for UNFI, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.73
Sortino ratio
The chart of Sortino ratio for UNFI, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.52
Omega ratio
The chart of Omega ratio for UNFI, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for UNFI, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Martin ratio
The chart of Martin ratio for UNFI, currently valued at 1.94, compared to the broader market0.0010.0020.0030.001.94

OLMA vs. UNFI - Sharpe Ratio Comparison

The current OLMA Sharpe Ratio is -0.29, which is lower than the UNFI Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of OLMA and UNFI, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.29
0.73
OLMA
UNFI

Dividends

OLMA vs. UNFI - Dividend Comparison

Neither OLMA nor UNFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OLMA vs. UNFI - Drawdown Comparison

The maximum OLMA drawdown since its inception was -96.26%, roughly equal to the maximum UNFI drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for OLMA and UNFI. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-78.68%
-62.99%
OLMA
UNFI

Volatility

OLMA vs. UNFI - Volatility Comparison

The current volatility for Olema Pharmaceuticals, Inc. (OLMA) is 11.18%, while United Natural Foods, Inc. (UNFI) has a volatility of 11.83%. This indicates that OLMA experiences smaller price fluctuations and is considered to be less risky than UNFI 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
11.18%
11.83%
OLMA
UNFI

Financials

OLMA vs. UNFI - Financials Comparison

This section allows you to compare key financial metrics between Olema Pharmaceuticals, Inc. and United Natural Foods, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items