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PLUG vs. NVAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PLUG vs. NVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plug Power Inc. (PLUG) and Novavax, Inc. (NVAX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%JuneJulyAugustSeptemberOctoberNovember
-98.79%
-91.72%
PLUG
NVAX

Returns By Period

In the year-to-date period, PLUG achieves a -57.11% return, which is significantly lower than NVAX's 61.77% return. Over the past 10 years, PLUG has outperformed NVAX with an annualized return of -6.88%, while NVAX has yielded a comparatively lower -22.76% annualized return.


PLUG

YTD

-57.11%

1M

-13.84%

6M

-39.69%

1Y

-51.75%

5Y (annualized)

-11.16%

10Y (annualized)

-6.88%

NVAX

YTD

61.77%

1M

-23.72%

6M

-47.50%

1Y

35.51%

5Y (annualized)

16.10%

10Y (annualized)

-22.76%

Fundamentals


PLUGNVAX
Market Cap$1.75B$1.35B
EPS-$2.27-$2.62
PEG Ratio-0.270.00
Total Revenue (TTM)$485.78M$800.68M
Gross Profit (TTM)-$512.62M$566.95M
EBITDA (TTM)-$809.28M-$126.11M

Key characteristics


PLUGNVAX
Sharpe Ratio-0.550.23
Sortino Ratio-0.481.75
Omega Ratio0.951.21
Calmar Ratio-0.540.34
Martin Ratio-1.281.03
Ulcer Index41.96%32.08%
Daily Std Dev98.28%142.67%
Max Drawdown-99.99%-98.82%
Current Drawdown-99.87%-97.57%

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Correlation

-0.50.00.51.00.2

The correlation between PLUG and NVAX is 0.22, 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.

Risk-Adjusted Performance

PLUG vs. NVAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Plug Power Inc. (PLUG) and Novavax, Inc. (NVAX). 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 PLUG, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.550.23
The chart of Sortino ratio for PLUG, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.481.75
The chart of Omega ratio for PLUG, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.21
The chart of Calmar ratio for PLUG, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.540.34
The chart of Martin ratio for PLUG, currently valued at -1.28, compared to the broader market0.0010.0020.0030.00-1.281.03
PLUG
NVAX

The current PLUG Sharpe Ratio is -0.55, which is lower than the NVAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PLUG and NVAX, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.55
0.23
PLUG
NVAX

Dividends

PLUG vs. NVAX - Dividend Comparison

Neither PLUG nor NVAX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PLUG vs. NVAX - Drawdown Comparison

The maximum PLUG drawdown since its inception was -99.99%, roughly equal to the maximum NVAX drawdown of -98.82%. Use the drawdown chart below to compare losses from any high point for PLUG and NVAX. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%-93.00%JuneJulyAugustSeptemberOctoberNovember
-99.87%
-97.57%
PLUG
NVAX

Volatility

PLUG vs. NVAX - Volatility Comparison

Plug Power Inc. (PLUG) has a higher volatility of 36.47% compared to Novavax, Inc. (NVAX) at 17.20%. This indicates that PLUG's price experiences larger fluctuations and is considered to be riskier than NVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
36.47%
17.20%
PLUG
NVAX

Financials

PLUG vs. NVAX - Financials Comparison

This section allows you to compare key financial metrics between Plug Power Inc. and Novavax, 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