PortfoliosLab logoPortfoliosLab logo
RGEN vs. AMLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RGEN vs. AMLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Repligen Corporation (RGEN) and Amylyx Pharmaceuticals, Inc. (AMLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RGEN achieves a -15.54% return, which is significantly lower than AMLX's 40.73% return.


RGEN

1D
9.52%
1M
20.29%
YTD
-15.54%
6M
-16.46%
1Y
12.20%
3Y*
-2.55%
5Y*
-6.30%
10Y*
19.31%

AMLX

1D
3.85%
1M
25.18%
YTD
40.73%
6M
36.11%
1Y
165.21%
3Y*
-9.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGEN vs. AMLX - Yearly Performance Comparison


2026 (YTD)2025202420232022
RGEN
Repligen Corporation
-15.54%13.84%-19.94%6.20%-21.90%
AMLX
Amylyx Pharmaceuticals, Inc.
40.73%219.58%-74.32%-60.16%75.95%

Correlation

The correlation between RGEN and AMLX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2022

0.26

Fundamentals

Market Cap

RGEN:

$7.84B

AMLX:

$1.88B

EPS

RGEN:

$0.91

AMLX:

-$1.55

PB Ratio

RGEN:

3.72

AMLX:

6.88

Total Revenue (TTM)

RGEN:

$763.34M

AMLX:

$0.00

Gross Profit (TTM)

RGEN:

$285.10M

AMLX:

-$20.10M

EBITDA (TTM)

RGEN:

$156.19M

AMLX:

-$150.30M

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

RGEN vs. AMLX — Risk / Return Rank

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

RGEN
RGEN Risk / Return Rank: 5151
Overall Rank
RGEN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RGEN Sortino Ratio Rank: 5050
Sortino Ratio Rank
RGEN Omega Ratio Rank: 4848
Omega Ratio Rank
RGEN Calmar Ratio Rank: 5151
Calmar Ratio Rank
RGEN Martin Ratio Rank: 5151
Martin Ratio Rank

AMLX
AMLX Risk / Return Rank: 9292
Overall Rank
AMLX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AMLX Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMLX Omega Ratio Rank: 8888
Omega Ratio Rank
AMLX Calmar Ratio Rank: 9393
Calmar Ratio Rank
AMLX Martin Ratio Rank: 9191
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.

RGEN vs. AMLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Repligen Corporation (RGEN) and Amylyx Pharmaceuticals, Inc. (AMLX). 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.


RGENAMLXDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.08

1.37

-0.29

Calmar ratioReturn relative to maximum drawdown

0.30

5.43

-5.13

Martin ratioReturn relative to average drawdown

0.65

11.63

-10.98

RGEN vs. AMLX - Sharpe Ratio Comparison

The current RGEN Sharpe Ratio is 0.27, which is lower than the AMLX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of RGEN and AMLX, 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

RGEN vs. AMLX - Drawdown Comparison

The maximum RGEN drawdown since its inception was -98.28%, roughly equal to the maximum AMLX drawdown of -96.04%. Use the drawdown chart below to compare losses from any high point for RGEN and AMLX.


Loading charts...

Drawdown Indicators


RGENAMLXDifference

Max Drawdown

Largest peak-to-trough decline

-98.28%

-96.04%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-40.28%

-30.61%

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-50.64%

-93.09%

+42.45%

Max Drawdown (5Y)

Largest decline over 5 years

-68.27%

Max Drawdown (10Y)

Largest decline over 10 years

-68.27%

Current Drawdown

Current decline from peak

-57.31%

-58.47%

+1.16%

Average Drawdown

Average peak-to-trough decline

-63.35%

-59.40%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.93%

14.27%

+4.66%

Volatility

RGEN vs. AMLX - Volatility Comparison

The current volatility for Repligen Corporation (RGEN) is 15.07%, while Amylyx Pharmaceuticals, Inc. (AMLX) has a volatility of 16.24%. This indicates that RGEN experiences smaller price fluctuations and is considered to be less risky than AMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RGENAMLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.07%

16.24%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

32.57%

43.35%

-10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

45.62%

67.33%

-21.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.62%

91.40%

-40.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.85%

91.40%

-45.55%

Dividends

RGEN vs. AMLX - Dividend Comparison

Neither RGEN nor AMLX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

RGEN vs. AMLX - Financials Comparison

This section allows you to compare key financial metrics between Repligen Corporation and Amylyx Pharmaceuticals, 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


0.0050.00M100.00M150.00M200.00M20222023202420252026
194.26M
0
(RGEN) Total Revenue
(AMLX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RGEN and AMLX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMLX has higher volatility (16.24%) compared to RGEN (15.07%). In terms of maximum drawdown, RGEN dropped -98.28% vs AMLX's -96.04%.

AMLX currently has the higher Sharpe Ratio (2.70 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 RGEN and AMLX

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