PBYI vs. TRVI

Last updated Jun 4, 2026

PBYI (Puma Biotechnology, Inc.) and TRVI (Trevi Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, PBYI returned -9.60%/yr vs 44.88%/yr for TRVI. At a 0.15 correlation, their price movements are largely independent.

Performance

PBYI vs. TRVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Puma Biotechnology, Inc. (PBYI) and Trevi Therapeutics, Inc. (TRVI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PBYI achieves a 14.45% return, which is significantly higher than TRVI's 7.43% return.

PBYI

• 1D: -2.44%
• 1M: -9.56%
• YTD: 14.45%
• 6M: 31.21%
• 1Y: 105.43%
• 3Y*: 24.25%
• 5Y*: -9.60%
• 10Y*: -15.39%

TRVI

• 1D: -0.37%
• 1M: -6.47%
• YTD: 7.43%
• 6M: -1.82%
• 1Y: 126.05%
• 3Y*: 81.76%
• 5Y*: 44.88%
• 10Y*: —

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

PBYI vs. TRVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PBYI Puma Biotechnology, Inc.	14.45%	95.08%	-29.56%	2.36%	39.14%	-70.37%	17.26%	-71.27%
TRVI Trevi Therapeutics, Inc.	7.43%	203.88%	207.46%	-30.57%	146.74%	-67.68%	-35.47%	-52.47%

Correlation

The correlation between PBYI and TRVI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.15

The correlation between PBYI and TRVI shifts across timeframes, from 0.15 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS PBYI : $0.48 TRVI : -$0.43
Total Revenue (TTM) PBYI : $227.21M TRVI : $0.00
Gross Profit (TTM) PBYI : $169.14M TRVI : -$31.00K
EBITDA (TTM) PBYI : $46.97M TRVI : -$49.16M

Return for Risk

PBYI vs. TRVI — Risk / Return Rank

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

PBYI

PBYI Risk / Return Rank: 83
PBYI Sharpe Ratio Rank: 82
PBYI Sortino Ratio Rank: 78
PBYI Omega Ratio Rank: 84
PBYI Calmar Ratio Rank: 88
PBYI Martin Ratio Rank: 86

TRVI

TRVI Risk / Return Rank: 86
TRVI Sharpe Ratio Rank: 88
TRVI Sortino Ratio Rank: 84
TRVI Omega Ratio Rank: 83
TRVI Calmar Ratio Rank: 89
TRVI 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.

PBYI vs. TRVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Puma Biotechnology, Inc. (PBYI) and Trevi Therapeutics, Inc. (TRVI). 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.

	PBYI	TRVI	Difference
Sharpe ratio Return per unit of total volatility	1.52	2.05	-0.53
Sortino ratio Return per unit of downside risk	2.18	2.62	-0.44
Omega ratio Gain probability vs. loss probability	1.35	1.34	+0.01
Calmar ratio Return relative to maximum drawdown	4.11	4.30	-0.19
Martin ratio Return relative to average drawdown	9.31	9.65	-0.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PBYI vs. TRVI - Sharpe Ratio Comparison

The current PBYI Sharpe Ratio is 1.52, which is comparable to the TRVI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PBYI and TRVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PBYI	TRVI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.05	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.51	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.08	-0.12

Drawdowns

PBYI vs. TRVI - Drawdown Comparison

The maximum PBYI drawdown since its inception was -99.40%, roughly equal to the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for PBYI and TRVI.

Drawdown Indicators

	PBYI	TRVI	Difference
Max Drawdown Largest peak-to-trough decline	-99.40%	-95.45%	-3.95%
Max Drawdown (1Y) Largest decline over 1 year	-25.78%	-29.50%	+3.72%
Max Drawdown (3Y) Largest decline over 3 years	-69.59%	-61.96%	-7.63%
Max Drawdown (5Y) Largest decline over 5 years	-85.86%	-80.26%	-5.60%
Max Drawdown (10Y) Largest decline over 10 years	-98.76%	—	—
Current Drawdown Current decline from peak	-97.52%	-12.66%	-84.86%
Average Drawdown Average peak-to-trough decline	-74.42%	-61.65%	-12.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.36%	13.11%	-1.75%

Volatility

PBYI vs. TRVI - Volatility Comparison

The current volatility for Puma Biotechnology, Inc. (PBYI) is 9.68%, while Trevi Therapeutics, Inc. (TRVI) has a volatility of 12.89%. This indicates that PBYI experiences smaller price fluctuations and is considered to be less risky than TRVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBYI	TRVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.68%	12.89%	-3.21%
Volatility (6M) Calculated over the trailing 6-month period	41.71%	39.81%	+1.90%
Volatility (1Y) Calculated over the trailing 1-year period	69.92%	62.15%	+7.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.83%	88.27%	-12.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.65%	99.32%	-18.67%

Dividends

PBYI vs. TRVI - Dividend Comparison

Neither PBYI nor TRVI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both PBYI and TRVI in my portfolio?

PBYI and TRVI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PBYI or TRVI?

TRVI has higher volatility (12.89%) compared to PBYI (9.68%). In terms of maximum drawdown, PBYI dropped -99.40% vs TRVI's -95.45%.

Which has better risk-adjusted returns?

TRVI currently has the higher Sharpe Ratio (2.05 vs 1.52), 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.