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RARE vs. IOVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RARE and IOVA is 0.38, 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.


-0.50.00.51.00.4

Performance

RARE vs. IOVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ultragenyx Pharmaceutical Inc. (RARE) and Iovance Biotherapeutics, Inc. (IOVA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
4.66%
49.70%
RARE
IOVA

Key characteristics

Sharpe Ratio

RARE:

-0.06

IOVA:

0.03

Sortino Ratio

RARE:

0.21

IOVA:

0.78

Omega Ratio

RARE:

1.02

IOVA:

1.09

Calmar Ratio

RARE:

-0.03

IOVA:

0.03

Martin Ratio

RARE:

-0.17

IOVA:

0.07

Ulcer Index

RARE:

15.31%

IOVA:

38.72%

Daily Std Dev

RARE:

41.22%

IOVA:

88.51%

Max Drawdown

RARE:

-82.11%

IOVA:

-99.37%

Current Drawdown

RARE:

-75.07%

IOVA:

-95.36%

Fundamentals

Market Cap

RARE:

$4.15B

IOVA:

$2.39B

EPS

RARE:

-$6.35

IOVA:

-$1.48

PEG Ratio

RARE:

-0.24

IOVA:

0.00

Total Revenue (TTM)

RARE:

$522.75M

IOVA:

$90.86M

Gross Profit (TTM)

RARE:

$433.15M

IOVA:

-$12.33M

EBITDA (TTM)

RARE:

-$461.55M

IOVA:

-$396.36M

Returns By Period

In the year-to-date period, RARE achieves a -7.53% return, which is significantly higher than IOVA's -9.23% return. Over the past 10 years, RARE has outperformed IOVA with an annualized return of -0.34%, while IOVA has yielded a comparatively lower -0.81% annualized return.


RARE

YTD

-7.53%

1M

-4.70%

6M

11.67%

1Y

-2.90%

5Y*

0.35%

10Y*

-0.34%

IOVA

YTD

-9.23%

1M

-9.34%

6M

-7.87%

1Y

-6.46%

5Y*

-24.19%

10Y*

-0.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RARE vs. IOVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ultragenyx Pharmaceutical Inc. (RARE) and Iovance Biotherapeutics, Inc. (IOVA). 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.


Sharpe ratio
The chart of Sharpe ratio for RARE, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.060.03
The chart of Sortino ratio for RARE, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.000.210.78
The chart of Omega ratio for RARE, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.09
The chart of Calmar ratio for RARE, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.030.03
The chart of Martin ratio for RARE, currently valued at -0.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.170.07
RARE
IOVA

The current RARE Sharpe Ratio is -0.06, which is lower than the IOVA Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of RARE and IOVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.03
RARE
IOVA

Dividends

RARE vs. IOVA - Dividend Comparison

Neither RARE nor IOVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RARE vs. IOVA - Drawdown Comparison

The maximum RARE drawdown since its inception was -82.11%, smaller than the maximum IOVA drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for RARE and IOVA. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-75.07%
-85.97%
RARE
IOVA

Volatility

RARE vs. IOVA - Volatility Comparison

The current volatility for Ultragenyx Pharmaceutical Inc. (RARE) is 9.36%, while Iovance Biotherapeutics, Inc. (IOVA) has a volatility of 17.60%. This indicates that RARE experiences smaller price fluctuations and is considered to be less risky than IOVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.36%
17.60%
RARE
IOVA

Financials

RARE vs. IOVA - Financials Comparison

This section allows you to compare key financial metrics between Ultragenyx Pharmaceutical Inc. and Iovance Biotherapeutics, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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