PortfoliosLab logoPortfoliosLab logo
QURE vs. TRVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

QURE vs. TRVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in uniQure N.V. (QURE) and Trevi Therapeutics, Inc. (TRVI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QURE achieves a 15.21% return, which is significantly higher than TRVI's 13.50% return.


QURE

1D
2.80%
1M
-5.49%
YTD
15.21%
6M
41.31%
1Y
72.42%
3Y*
10.96%
5Y*
-5.23%
10Y*
11.46%

TRVI

1D
5.57%
1M
-6.94%
YTD
13.50%
6M
11.28%
1Y
130.31%
3Y*
75.70%
5Y*
44.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QURE vs. TRVI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QURE
uniQure N.V.
15.21%35.50%160.86%-70.14%9.31%-42.60%-49.58%18.90%
TRVI
Trevi Therapeutics, Inc.
13.50%203.88%207.46%-30.57%146.74%-67.68%-35.47%-60.53%

Correlation

The correlation between QURE and TRVI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.25

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.17

Fundamentals

EPS

QURE:

-$3.58

TRVI:

-$0.43

Total Revenue (TTM)

QURE:

$18.09M

TRVI:

$0.00

Gross Profit (TTM)

QURE:

$13.42M

TRVI:

-$31.00K

EBITDA (TTM)

QURE:

-$164.53M

TRVI:

-$49.16M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QURE vs. TRVI — Risk / Return Rank

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

QURE
QURE Risk / Return Rank: 7070
Overall Rank
QURE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QURE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QURE Omega Ratio Rank: 9292
Omega Ratio Rank
QURE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QURE Martin Ratio Rank: 5757
Martin Ratio Rank

TRVI
TRVI Risk / Return Rank: 8989
Overall Rank
TRVI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TRVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRVI Omega Ratio Rank: 8686
Omega Ratio Rank
TRVI Calmar Ratio Rank: 9191
Calmar Ratio Rank
TRVI Martin Ratio Rank: 8989
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.

QURE vs. TRVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) and Trevi Therapeutics, Inc. (TRVI). 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.


QURETRVIDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

0.83

4.44

-3.61

Martin ratioReturn relative to average drawdown

1.35

10.40

-9.04

QURE vs. TRVI - Sharpe Ratio Comparison

The current QURE Sharpe Ratio is 0.27, which is lower than the TRVI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of QURE and TRVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QURE vs. TRVI - Drawdown Comparison

The maximum QURE drawdown since its inception was -95.40%, roughly equal to the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for QURE and TRVI.


Loading charts...

Drawdown Indicators


QURETRVIDifference

Max Drawdown

Largest peak-to-trough decline

-95.40%

-95.45%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-87.21%

-29.50%

-57.71%

Max Drawdown (3Y)

Largest decline over 3 years

-87.21%

-61.96%

-25.25%

Max Drawdown (5Y)

Largest decline over 5 years

-90.11%

-80.26%

-9.85%

Max Drawdown (10Y)

Largest decline over 10 years

-95.40%

Current Drawdown

Current decline from peak

-66.46%

-7.73%

-58.73%

Average Drawdown

Average peak-to-trough decline

-56.61%

-61.49%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.75%

12.58%

+41.17%

Volatility

QURE vs. TRVI - Volatility Comparison

uniQure N.V. (QURE) has a higher volatility of 24.13% compared to Trevi Therapeutics, Inc. (TRVI) at 13.78%. This indicates that QURE's price experiences larger fluctuations and is considered to be riskier than TRVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QURETRVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.13%

13.78%

+10.35%

Volatility (6M)

Calculated over the trailing 6-month period

92.07%

39.38%

+52.69%

Volatility (1Y)

Calculated over the trailing 1-year period

273.03%

60.39%

+212.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.02%

88.26%

+65.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.76%

99.35%

+20.41%

Dividends

QURE vs. TRVI - Dividend Comparison

Neither QURE nor TRVI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

QURE vs. TRVI - Financials Comparison

This section allows you to compare key financial metrics between uniQure N.V. and Trevi Therapeutics, 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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
3.56M
0
(QURE) Total Revenue
(TRVI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


QURE and TRVI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QURE has higher volatility (24.13%) compared to TRVI (13.78%). In terms of maximum drawdown, QURE dropped -95.40% vs TRVI's -95.45%.

TRVI currently has the higher Sharpe Ratio (2.17 vs 0.27), 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 QURE and TRVI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer