PVLA vs. WDC

Last updated Jun 4, 2026

PVLA (Palvella Therapeutics, Inc) and WDC (Western Digital Corporation) are both stocks. PVLA operates in Biotechnology (Healthcare), while WDC operates in Computer Hardware (Technology). Over the past year, PVLA returned 372.26% vs 1009.68% for WDC. At a 0.08 correlation, their price movements are largely independent.

Performance

PVLA vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palvella Therapeutics, Inc (PVLA) and Western Digital Corporation (WDC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PVLA achieves a 10.27% return, which is significantly lower than WDC's 245.04% return.

PVLA

• 1D: 10.27%
• 1M: -9.55%
• YTD: 10.27%
• 6M: 25.58%
• 1Y: 372.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WDC

• 1D: 5.51%
• 1M: 34.30%
• YTD: 245.04%
• 6M: 282.33%
• 1Y: 1,009.68%
• 3Y*: 169.70%
• 5Y*: 59.21%
• 10Y*: 34.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PVLA vs. WDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PVLA Palvella Therapeutics, Inc	10.27%	772.25%	-6.47%
WDC Western Digital Corporation	245.04%	283.68%	-8.68%

Correlation

The correlation between PVLA and WDC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024	0.08

Fundamentals

EPS PVLA : -$3.75 WDC : $23.29
Total Revenue (TTM) PVLA : $0.00 WDC : $11.78B
Gross Profit (TTM) PVLA : $0.00 WDC : $5.35B
EBITDA (TTM) PVLA : -$14.75M WDC : $10.88B

Return for Risk

PVLA vs. WDC — Risk / Return Rank

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

PVLA

PVLA Risk / Return Rank: 96
PVLA Sharpe Ratio Rank: 98
PVLA Sortino Ratio Rank: 95
PVLA Omega Ratio Rank: 92
PVLA Calmar Ratio Rank: 98
PVLA Martin Ratio Rank: 97

WDC

WDC Risk / Return Rank: 100
WDC Sharpe Ratio Rank: 100
WDC Sortino Ratio Rank: 99
WDC Omega Ratio Rank: 99
WDC Calmar Ratio Rank: 100
WDC Martin Ratio Rank: 100

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.

PVLA vs. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palvella Therapeutics, Inc (PVLA) and Western Digital Corporation (WDC). 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.

	PVLA	WDC	Difference
Sharpe ratio Return per unit of total volatility	4.57	16.12	-11.55
Sortino ratio Return per unit of downside risk	4.12	7.56	-3.44
Omega ratio Gain probability vs. loss probability	1.49	2.05	-0.56
Calmar ratio Return relative to maximum drawdown	12.54	49.55	-37.02
Martin ratio Return relative to average drawdown	28.59	177.25	-148.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PVLA vs. WDC - Sharpe Ratio Comparison

The current PVLA Sharpe Ratio is 4.57, which is lower than the WDC Sharpe Ratio of 16.12. The chart below compares the historical Sharpe Ratios of PVLA and WDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PVLA	WDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.57	16.12	-11.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.30	0.21	+4.09

Drawdowns

PVLA vs. WDC - Drawdown Comparison

The maximum PVLA drawdown since its inception was -31.48%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for PVLA and WDC.

Drawdown Indicators

	PVLA	WDC	Difference
Max Drawdown Largest peak-to-trough decline	-31.48%	-96.20%	+64.72%
Max Drawdown (1Y) Largest decline over 1 year	-29.93%	-20.59%	-9.34%
Max Drawdown (3Y) Largest decline over 3 years	—	-49.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-60.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-70.49%	—
Current Drawdown Current decline from peak	-22.19%	0.00%	-22.19%
Average Drawdown Average peak-to-trough decline	-10.66%	-52.10%	+41.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.10%	5.75%	+7.35%

Volatility

PVLA vs. WDC - Volatility Comparison

Palvella Therapeutics, Inc (PVLA) has a higher volatility of 24.98% compared to Western Digital Corporation (WDC) at 17.18%. This indicates that PVLA's price experiences larger fluctuations and is considered to be riskier than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PVLA	WDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.98%	17.18%	+7.80%
Volatility (6M) Calculated over the trailing 6-month period	62.87%	51.44%	+11.43%
Volatility (1Y) Calculated over the trailing 1-year period	82.14%	63.33%	+18.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	82.90%	48.32%	+34.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.90%	48.38%	+34.52%

Dividends

PVLA vs. WDC - Dividend Comparison

PVLA has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.08%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PVLA Palvella Therapeutics, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDC Western Digital Corporation	0.08%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

Financials

Frequently Asked Questions

Can I hold both PVLA and WDC in my portfolio?

PVLA and WDC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PVLA or WDC?

PVLA has higher volatility (24.98%) compared to WDC (17.18%). In terms of maximum drawdown, PVLA dropped -31.48% vs WDC's -96.20%.

Which has better risk-adjusted returns?

WDC currently has the higher Sharpe Ratio (16.12 vs 4.57), 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.