RARE vs. IOVA

In the year-to-date period, RARE achieves a -3.76% return, which is significantly lower than IOVA's 1.35% return. Over the past 10 years, RARE has underperformed IOVA with an annualized return of 0.24%, while IOVA has yielded a comparatively higher 2.89% annualized return.

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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.

The current RARE Sharpe Ratio is 0.44, which is lower than the IOVA Sharpe Ratio of 0.66. 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.

Neither RARE nor IOVA has paid dividends to shareholders.

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.

The current volatility for Ultragenyx Pharmaceutical Inc. (RARE) is 11.11%, while Iovance Biotherapeutics, Inc. (IOVA) has a volatility of 24.94%. 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.

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.