PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RXST vs. ALPN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RXSTALPN

Fundamentals


RXSTALPN
Market Cap$1.94B$4.46B
EPS-$0.81-$0.64
Total Revenue (TTM)$138.39M$37.89M
Gross Profit (TTM)$87.81M$37.59M
EBITDA (TTM)-$34.45M-$20.85M

Correlation

-0.50.00.51.00.2

The correlation between RXST and ALPN is 0.23, 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.

Performance

RXST vs. ALPN - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-19.05%
0.04%
RXST
ALPN

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RXST vs. ALPN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RxSight, Inc. (RXST) and Alpine Immune Sciences, Inc. (ALPN). 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.


RXST
Sharpe ratio
The chart of Sharpe ratio for RXST, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.73
Sortino ratio
The chart of Sortino ratio for RXST, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for RXST, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for RXST, currently valued at 2.55, compared to the broader market0.002.004.006.002.55
Martin ratio
The chart of Martin ratio for RXST, currently valued at 6.48, compared to the broader market0.0010.0020.0030.006.48
ALPN
Sharpe ratio
The chart of Sharpe ratio for ALPN, currently valued at 7.16, compared to the broader market-4.00-2.000.002.004.007.16
Sortino ratio
The chart of Sortino ratio for ALPN, currently valued at 9.28, compared to the broader market-4.00-2.000.002.004.006.009.28
Omega ratio
The chart of Omega ratio for ALPN, currently valued at 2.76, compared to the broader market0.501.001.502.002.76
Calmar ratio
The chart of Calmar ratio for ALPN, currently valued at 15.29, compared to the broader market0.002.004.006.0015.29
Martin ratio
The chart of Martin ratio for ALPN, currently valued at 145.14, compared to the broader market0.0010.0020.0030.00145.14

RXST vs. ALPN - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
1.73
7.16
RXST
ALPN

Dividends

RXST vs. ALPN - Dividend Comparison

Neither RXST nor ALPN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RXST vs. ALPN - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.32%
0
RXST
ALPN

Volatility

RXST vs. ALPN - Volatility Comparison

RxSight, Inc. (RXST) has a higher volatility of 13.27% compared to Alpine Immune Sciences, Inc. (ALPN) at 0.00%. This indicates that RXST's price experiences larger fluctuations and is considered to be riskier than ALPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.27%
0
RXST
ALPN

Financials

RXST vs. ALPN - Financials Comparison

This section allows you to compare key financial metrics between RxSight, Inc. and Alpine Immune Sciences, 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