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PRLD vs. BWAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRLD vs. BWAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prelude Therapeutics Incorporated (PRLD) and BrainsWay Ltd. (BWAY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PRLD having a 58.62% return and BWAY slightly higher at 60.15%.


PRLD

1D
-8.91%
1M
-6.31%
6M
148.65%
YTD
58.62%
1Y
455.35%
3Y*
7.62%
5Y*
-32.17%
10Y*
ALL TIME*
-25.26%

BWAY

1D
-0.13%
1M
0.26%
6M
30.28%
YTD
60.15%
1Y
165.56%
3Y*
135.57%
5Y*
27.73%
10Y*
ALL TIME*
14.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.90M$2.10M$2.02M
$1.89M$1.68M$1.96M

PRLD vs. BWAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PRLD
Prelude Therapeutics Incorporated
58.62%127.45%-70.14%-29.30%-51.49%-82.60%183.59%
BWAY
BrainsWay Ltd.
60.15%101.70%45.52%162.35%-67.92%2.12%33.93%

Correlation

The correlation between PRLD and BWAY is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.13

The correlation between PRLD and BWAY shifts across timeframes, from 0.13 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRLD:

$261.89M

BWAY:

$597.37M

EPS

PRLD:

-$1.05

BWAY:

$0.34

PS Ratio

PRLD:

20.32

BWAY:

7.05

PB Ratio

PRLD:

6.31

BWAY:

3.83

Total Revenue (TTM)

PRLD:

$16.72M

BWAY:

$56.22M

Gross Profit (TTM)

PRLD:

$11.30M

BWAY:

$42.45M

EBITDA (TTM)

PRLD:

-$82.17M

BWAY:

$12.57M

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Prelude Therapeutics Incorporated

BrainsWay Ltd.

Often compared with BWAY:
BWAY vs. BSX

Return for Risk

PRLD vs. BWAY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRLD
PRLD Risk / Return Rank: 9696
Overall Rank
PRLD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PRLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
PRLD Omega Ratio Rank: 9696
Omega Ratio Rank
PRLD Calmar Ratio Rank: 9898
Calmar Ratio Rank
PRLD Martin Ratio Rank: 9696
Martin Ratio Rank

BWAY
BWAY Risk / Return Rank: 9696
Overall Rank
BWAY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BWAY Sortino Ratio Rank: 9595
Sortino Ratio Rank
BWAY Omega Ratio Rank: 9393
Omega Ratio Rank
BWAY Calmar Ratio Rank: 9898
Calmar Ratio Rank
BWAY Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRLD vs. BWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prelude Therapeutics Incorporated (PRLD) and BrainsWay Ltd. (BWAY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRLDBWAYDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.53

1.42

+0.11

Calmar ratioReturn relative to maximum drawdown

7.05

8.47

-1.42

Martin ratioReturn relative to average drawdown

15.63

19.80

-4.17

PRLD vs. BWAY - Sharpe Ratio Comparison

The current PRLD Sharpe Ratio is 2.47, which is comparable to the BWAY Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of PRLD and BWAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRLD vs. BWAY - Drawdown Comparison

The maximum PRLD drawdown since its inception was -99.33%, which is greater than BWAY's maximum drawdown of -88.14%. Use the drawdown chart below to compare losses from any high point for PRLD and BWAY.


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Drawdown Indicators


PRLDBWAYDifference

Max Drawdown

Largest peak-to-trough decline

-99.33%

-88.14%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-70.10%

-19.10%

-51.00%

Max Drawdown (3Y)

Largest decline over 3 years

-90.42%

-36.33%

-54.09%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

-83.71%

-14.71%

Current Drawdown

Current decline from peak

-94.98%

-11.30%

-83.68%

Average Drawdown

Average peak-to-trough decline

-85.39%

-36.57%

-48.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.55%

8.16%

+23.39%

Volatility

PRLD vs. BWAY - Volatility Comparison

Prelude Therapeutics Incorporated (PRLD) has a higher volatility of 25.48% compared to BrainsWay Ltd. (BWAY) at 19.23%. This indicates that PRLD's price experiences larger fluctuations and is considered to be riskier than BWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRLDBWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.48%

19.23%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

78.18%

38.72%

+39.46%

Volatility (1Y)

Calculated over the trailing 1-year period

199.86%

54.07%

+145.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

125.59%

62.70%

+62.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.41%

61.36%

+60.05%

Dividends

PRLD vs. BWAY - Dividend Comparison

Neither PRLD nor BWAY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PRLD vs. BWAY - Financials Comparison

This section allows you to compare key financial metrics between Prelude Therapeutics Incorporated and BrainsWay Ltd.. 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

Frequently Asked Questions


PRLD and BWAY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRLD has higher volatility (25.48%) compared to BWAY (19.23%). In terms of maximum drawdown, PRLD dropped -99.33% vs BWAY's -88.14%.

BWAY currently has the higher Sharpe Ratio (2.99 vs 2.47), 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.

Portfolio Optimizer

Find the right allocation for PRLD and BWAY

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