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RARE vs. REMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RARE and REMX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

RARE vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ultragenyx Pharmaceutical Inc. (RARE) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RARE:

-0.34

REMX:

-0.78

Sortino Ratio

RARE:

-0.29

REMX:

-1.02

Omega Ratio

RARE:

0.97

REMX:

0.89

Calmar Ratio

RARE:

-0.20

REMX:

-0.31

Martin Ratio

RARE:

-0.74

REMX:

-1.05

Ulcer Index

RARE:

22.09%

REMX:

24.78%

Daily Std Dev

RARE:

43.27%

REMX:

35.97%

Max Drawdown

RARE:

-82.49%

REMX:

-90.21%

Current Drawdown

RARE:

-80.21%

REMX:

-82.50%

Returns By Period

In the year-to-date period, RARE achieves a -16.54% return, which is significantly lower than REMX's -0.23% return. Over the past 10 years, RARE has underperformed REMX with an annualized return of -6.98%, while REMX has yielded a comparatively higher -3.77% annualized return.


RARE

YTD

-16.54%

1M

3.54%

6M

-30.28%

1Y

-14.82%

5Y*

-11.30%

10Y*

-6.98%

REMX

YTD

-0.23%

1M

5.96%

6M

-16.66%

1Y

-27.76%

5Y*

6.58%

10Y*

-3.77%

*Annualized

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Risk-Adjusted Performance

RARE vs. REMX — Risk-Adjusted Performance Rank

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

RARE
The Risk-Adjusted Performance Rank of RARE is 3333
Overall Rank
The Sharpe Ratio Rank of RARE is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of RARE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of RARE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of RARE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of RARE is 3636
Martin Ratio Rank

REMX
The Risk-Adjusted Performance Rank of REMX is 33
Overall Rank
The Sharpe Ratio Rank of REMX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of REMX is 11
Sortino Ratio Rank
The Omega Ratio Rank of REMX is 22
Omega Ratio Rank
The Calmar Ratio Rank of REMX is 66
Calmar Ratio Rank
The Martin Ratio Rank of REMX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RARE vs. REMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ultragenyx Pharmaceutical Inc. (RARE) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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 -0.34, which is higher than the REMX Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of RARE and REMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RARE vs. REMX - Dividend Comparison

RARE has not paid dividends to shareholders, while REMX's dividend yield for the trailing twelve months is around 2.56%.


TTM20242023202220212020201920182017201620152014
RARE
Ultragenyx Pharmaceutical 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%
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
2.56%2.56%0.00%1.56%5.25%0.81%1.60%12.43%2.89%2.23%4.77%1.53%

Drawdowns

RARE vs. REMX - Drawdown Comparison

The maximum RARE drawdown since its inception was -82.49%, smaller than the maximum REMX drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for RARE and REMX. For additional features, visit the drawdowns tool.


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Volatility

RARE vs. REMX - Volatility Comparison


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