PFIE vs. TSHA

In the year-to-date period, PFIE achieves a 39.23% return, which is significantly higher than TSHA's 23.16% return.

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This table presents a comparison of risk-adjusted performance metrics for Profire Energy, Inc. (PFIE) 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 PFIE Sharpe Ratio is 0.67, which is higher than the TSHA Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PFIE 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 PFIE nor TSHA has paid dividends to shareholders.

The maximum PFIE drawdown since its inception was -88.74%, smaller than the maximum TSHA drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for PFIE and TSHA. For additional features, visit the drawdowns tool.

The current volatility for Profire Energy, Inc. (PFIE) is 38.05%, while Taysha Gene Therapies, Inc. (TSHA) has a volatility of 50.95%. This indicates that PFIE 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 Profire Energy, 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.