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PDSB vs. MSFRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDSB and MSFRX is 0.25, 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.


-0.50.00.51.00.3

Performance

PDSB vs. MSFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PDS Biotechnology Corporation (PDSB) and MFS Total Return Fund (MSFRX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-99.36%
31.42%
PDSB
MSFRX

Key characteristics

Sharpe Ratio

PDSB:

-0.84

MSFRX:

-0.11

Sortino Ratio

PDSB:

-1.34

MSFRX:

-0.08

Omega Ratio

PDSB:

0.85

MSFRX:

0.99

Calmar Ratio

PDSB:

-0.66

MSFRX:

-0.08

Martin Ratio

PDSB:

-1.42

MSFRX:

-0.69

Ulcer Index

PDSB:

46.65%

MSFRX:

1.62%

Daily Std Dev

PDSB:

78.33%

MSFRX:

9.89%

Max Drawdown

PDSB:

-99.86%

MSFRX:

-36.74%

Current Drawdown

PDSB:

-99.65%

MSFRX:

-12.14%

Returns By Period

In the year-to-date period, PDSB achieves a -66.80% return, which is significantly lower than MSFRX's 1.26% return.


PDSB

YTD

-66.80%

1M

-18.52%

6M

-37.50%

1Y

-67.90%

5Y*

-6.11%

10Y*

N/A

MSFRX

YTD

1.26%

1M

-8.53%

6M

-2.56%

1Y

2.05%

5Y*

0.90%

10Y*

2.41%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PDSB vs. MSFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PDS Biotechnology Corporation (PDSB) and MFS Total Return Fund (MSFRX). 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 PDSB, currently valued at -0.84, compared to the broader market-4.00-2.000.002.00-0.84-0.11
The chart of Sortino ratio for PDSB, currently valued at -1.34, compared to the broader market-4.00-2.000.002.004.00-1.34-0.08
The chart of Omega ratio for PDSB, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.99
The chart of Calmar ratio for PDSB, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.66-0.08
The chart of Martin ratio for PDSB, currently valued at -1.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.42-0.69
PDSB
MSFRX

The current PDSB Sharpe Ratio is -0.84, which is lower than the MSFRX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of PDSB and MSFRX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.84
-0.11
PDSB
MSFRX

Dividends

PDSB vs. MSFRX - Dividend Comparison

PDSB has not paid dividends to shareholders, while MSFRX's dividend yield for the trailing twelve months is around 2.21%.


TTM20232022202120202019201820172016201520142013
PDSB
PDS Biotechnology Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFRX
MFS Total Return Fund
2.21%2.37%1.88%1.40%1.82%1.91%2.25%1.93%2.17%2.77%4.58%2.85%

Drawdowns

PDSB vs. MSFRX - Drawdown Comparison

The maximum PDSB drawdown since its inception was -99.86%, which is greater than MSFRX's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for PDSB and MSFRX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.65%
-12.14%
PDSB
MSFRX

Volatility

PDSB vs. MSFRX - Volatility Comparison

PDS Biotechnology Corporation (PDSB) has a higher volatility of 23.21% compared to MFS Total Return Fund (MSFRX) at 6.64%. This indicates that PDSB's price experiences larger fluctuations and is considered to be riskier than MSFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
23.21%
6.64%
PDSB
MSFRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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