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

Correlation

The correlation between PLUG and NVAX is 0.31, 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

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.

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Key characteristics

Sharpe Ratio

PLUG:

-0.82

NVAX:

-0.57

Sortino Ratio

PLUG:

-1.60

NVAX:

-0.40

Omega Ratio

PLUG:

0.83

NVAX:

0.95

Calmar Ratio

PLUG:

-0.78

NVAX:

-0.51

Martin Ratio

PLUG:

-1.76

NVAX:

-0.96

Ulcer Index

PLUG:

43.99%

NVAX:

52.18%

Daily Std Dev

PLUG:

95.19%

NVAX:

94.56%

Max Drawdown

PLUG:

-99.99%

NVAX:

-98.82%

Current Drawdown

PLUG:

-99.95%

NVAX:

-97.90%

Fundamentals

Market Cap

PLUG:

$846.83M

NVAX:

$1.02B

EPS

PLUG:

-$2.16

NVAX:

$2.90

PEG Ratio

PLUG:

-0.27

NVAX:

0.00

PS Ratio

PLUG:

1.32

NVAX:

0.81

PB Ratio

PLUG:

0.46

NVAX:

49.52

Total Revenue (TTM)

PLUG:

$642.22M

NVAX:

$1.25B

Gross Profit (TTM)

PLUG:

-$539.67M

NVAX:

$1.11B

EBITDA (TTM)

PLUG:

-$1.90B

NVAX:

$536.50M

Returns By Period

In the year-to-date period, PLUG achieves a -63.74% return, which is significantly lower than NVAX's -16.29% return. Over the past 10 years, PLUG has outperformed NVAX with an annualized return of -11.72%, while NVAX has yielded a comparatively lower -27.85% annualized return.


PLUG

YTD

-63.74%

1M

-16.14%

6M

-58.70%

1Y

-77.48%

5Y*

-28.37%

10Y*

-11.72%

NVAX

YTD

-16.29%

1M

8.55%

6M

-8.06%

1Y

-53.26%

5Y*

-31.25%

10Y*

-27.85%

*Annualized

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Risk-Adjusted Performance

PLUG vs. NVAX — Risk-Adjusted Performance Rank

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

PLUG
The Risk-Adjusted Performance Rank of PLUG is 66
Overall Rank
The Sharpe Ratio Rank of PLUG is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PLUG is 55
Sortino Ratio Rank
The Omega Ratio Rank of PLUG is 88
Omega Ratio Rank
The Calmar Ratio Rank of PLUG is 66
Calmar Ratio Rank
The Martin Ratio Rank of PLUG is 22
Martin Ratio Rank

NVAX
The Risk-Adjusted Performance Rank of NVAX is 2323
Overall Rank
The Sharpe Ratio Rank of NVAX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of NVAX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of NVAX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NVAX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of NVAX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PLUG Sharpe Ratio is -0.82, which is lower than the NVAX Sharpe Ratio of -0.57. 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.


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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.


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Volatility

PLUG vs. NVAX - Volatility Comparison

Plug Power Inc. (PLUG) has a higher volatility of 39.33% compared to Novavax, Inc. (NVAX) at 29.85%. 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.


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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


0.00200.00M400.00M600.00M800.00M20212022202320242025
133.67M
666.66M
(PLUG) Total Revenue
(NVAX) Total Revenue
Values in USD except per share items