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PTCT vs. INCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PTCT vs. INCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PTC Therapeutics, Inc. (PTCT) and Incyte Corporation (INCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTCT achieves a -9.58% return, which is significantly lower than INCY's -0.80% return. Over the past 10 years, PTCT has outperformed INCY with an annualized return of 24.54%, while INCY has yielded a comparatively lower 1.44% annualized return.


PTCT

1D
0.66%
1M
4.87%
YTD
-9.58%
6M
-9.35%
1Y
35.49%
3Y*
15.90%
5Y*
11.88%
10Y*
24.54%

INCY

1D
6.22%
1M
0.86%
YTD
-0.80%
6M
-3.47%
1Y
46.00%
3Y*
16.14%
5Y*
3.29%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTCT vs. INCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTCT
PTC Therapeutics, Inc.
-9.58%68.28%63.79%-27.80%-4.17%-34.74%27.07%39.95%105.76%52.89%
INCY
Incyte Corporation
-0.80%43.00%10.00%-21.83%9.43%-15.61%-0.39%37.32%-32.86%-5.55%

Correlation

The correlation between PTCT and INCY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2013

0.37

Fundamentals

Market Cap

PTCT:

$5.67B

INCY:

$20.27B

EPS

PTCT:

-$2.27

INCY:

$7.06

PS Ratio

PTCT:

6.82

INCY:

3.71

Total Revenue (TTM)

PTCT:

$827.11M

INCY:

$5.36B

Gross Profit (TTM)

PTCT:

$410.90M

INCY:

$3.76B

EBITDA (TTM)

PTCT:

-$38.52M

INCY:

$1.80B

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Return for Risk

PTCT vs. INCY — Risk / Return Rank

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

PTCT
PTCT Risk / Return Rank: 6666
Overall Rank
PTCT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PTCT Sortino Ratio Rank: 6565
Sortino Ratio Rank
PTCT Omega Ratio Rank: 6464
Omega Ratio Rank
PTCT Calmar Ratio Rank: 6767
Calmar Ratio Rank
PTCT Martin Ratio Rank: 6565
Martin Ratio Rank

INCY
INCY Risk / Return Rank: 7777
Overall Rank
INCY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
INCY Sortino Ratio Rank: 7777
Sortino Ratio Rank
INCY Omega Ratio Rank: 7575
Omega Ratio Rank
INCY Calmar Ratio Rank: 7979
Calmar Ratio Rank
INCY Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTCT vs. INCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PTC Therapeutics, Inc. (PTCT) and Incyte Corporation (INCY). 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.


PTCTINCYDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.31

2.52

-1.21

Martin ratioReturn relative to average drawdown

2.72

5.66

-2.95

PTCT vs. INCY - Sharpe Ratio Comparison

The current PTCT Sharpe Ratio is 0.86, which is lower than the INCY Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PTCT and INCY, 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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Sharpe Ratios by Period


PTCTINCYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.41

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.11

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.04

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.21

-0.05

Drawdowns

PTCT vs. INCY - Drawdown Comparison

The maximum PTCT drawdown since its inception was -94.60%, roughly equal to the maximum INCY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for PTCT and INCY.


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Drawdown Indicators


PTCTINCYDifference

Max Drawdown

Largest peak-to-trough decline

-94.60%

-98.54%

+3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-27.17%

-18.33%

-8.84%

Max Drawdown (3Y)

Largest decline over 3 years

-59.86%

-33.83%

-26.03%

Max Drawdown (5Y)

Largest decline over 5 years

-69.42%

-41.53%

-27.89%

Max Drawdown (10Y)

Largest decline over 10 years

-73.78%

-66.47%

-7.31%

Current Drawdown

Current decline from peak

-20.37%

-35.82%

+15.45%

Average Drawdown

Average peak-to-trough decline

-46.09%

-59.92%

+13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

8.14%

+4.95%

Volatility

PTCT vs. INCY - Volatility Comparison

PTC Therapeutics, Inc. (PTCT) has a higher volatility of 18.71% compared to Incyte Corporation (INCY) at 8.99%. This indicates that PTCT's price experiences larger fluctuations and is considered to be riskier than INCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTCTINCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.71%

8.99%

+9.72%

Volatility (6M)

Calculated over the trailing 6-month period

29.23%

23.00%

+6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

41.80%

32.93%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.86%

29.37%

+25.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.56%

34.27%

+32.29%

Dividends

PTCT vs. INCY - Dividend Comparison

Neither PTCT nor INCY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PTCT vs. INCY - Financials Comparison

This section allows you to compare key financial metrics between PTC Therapeutics, Inc. and Incyte Corporation. 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


0.00500.00M1.00B1.50B20222023202420252026
272.55M
1.27B
(PTCT) Total Revenue
(INCY) Total Revenue
Values in USD except per share items

PTCT vs. INCY - Profitability Comparison

The chart below illustrates the profitability comparison between PTC Therapeutics, Inc. and Incyte Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
PTCT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PTC Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 272.55M. Therefore, the gross margin over that period was 0.0%.

INCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported a gross profit of 0.00 and revenue of 1.27B. Therefore, the gross margin over that period was 0.0%.

PTCT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PTC Therapeutics, Inc. reported an operating income of 44.96M and revenue of 272.55M, resulting in an operating margin of 16.5%.

INCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported an operating income of 301.12M and revenue of 1.27B, resulting in an operating margin of 23.7%.

PTCT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PTC Therapeutics, Inc. reported a net income of -2.81M and revenue of 272.55M, resulting in a net margin of -1.0%.

INCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Incyte Corporation reported a net income of 303.33M and revenue of 1.27B, resulting in a net margin of 23.8%.


Frequently Asked Questions


PTCT and INCY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTCT has higher volatility (18.71%) compared to INCY (8.99%). In terms of maximum drawdown, PTCT dropped -94.60% vs INCY's -98.54%.

INCY currently has the higher Sharpe Ratio (1.41 vs 0.86), 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.

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