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RXST vs. IDYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RXST vs. IDYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RxSight, Inc. (RXST) and IDEAYA Biosciences, Inc. (IDYA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.69%
-28.96%
RXST
IDYA

Returns By Period

In the year-to-date period, RXST achieves a 11.19% return, which is significantly higher than IDYA's -24.70% return.


RXST

YTD

11.19%

1M

-7.59%

6M

-26.69%

1Y

57.13%

5Y (annualized)

N/A

10Y (annualized)

N/A

IDYA

YTD

-24.70%

1M

-9.19%

6M

-28.96%

1Y

-15.22%

5Y (annualized)

30.29%

10Y (annualized)

N/A

Fundamentals


RXSTIDYA
Market Cap$1.82B$2.24B
EPS-$0.81-$2.30
Total Revenue (TTM)$138.39M$3.92M
Gross Profit (TTM)$87.81M$720.00K
EBITDA (TTM)-$30.52M-$223.50M

Key characteristics


RXSTIDYA
Sharpe Ratio1.07-0.33
Sortino Ratio1.87-0.18
Omega Ratio1.220.98
Calmar Ratio1.56-0.33
Martin Ratio3.67-0.76
Ulcer Index15.59%20.00%
Daily Std Dev53.20%46.07%
Max Drawdown-48.21%-74.64%
Current Drawdown-30.27%-43.16%

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Correlation

-0.50.00.51.00.3

The correlation between RXST and IDYA is 0.29, 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.

Risk-Adjusted Performance

RXST vs. IDYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RxSight, Inc. (RXST) and IDEAYA Biosciences, Inc. (IDYA). 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 RXST, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07-0.33
The chart of Sortino ratio for RXST, currently valued at 1.87, compared to the broader market-4.00-2.000.002.004.001.87-0.18
The chart of Omega ratio for RXST, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.98
The chart of Calmar ratio for RXST, currently valued at 1.56, compared to the broader market0.002.004.006.001.56-0.33
The chart of Martin ratio for RXST, currently valued at 3.67, compared to the broader market0.0010.0020.0030.003.67-0.76
RXST
IDYA

The current RXST Sharpe Ratio is 1.07, which is higher than the IDYA Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of RXST and IDYA, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.07
-0.33
RXST
IDYA

Dividends

RXST vs. IDYA - Dividend Comparison

Neither RXST nor IDYA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RXST vs. IDYA - Drawdown Comparison

The maximum RXST drawdown since its inception was -48.21%, smaller than the maximum IDYA drawdown of -74.64%. Use the drawdown chart below to compare losses from any high point for RXST and IDYA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.27%
-43.16%
RXST
IDYA

Volatility

RXST vs. IDYA - Volatility Comparison

The current volatility for RxSight, Inc. (RXST) is 13.14%, while IDEAYA Biosciences, Inc. (IDYA) has a volatility of 15.67%. This indicates that RXST experiences smaller price fluctuations and is considered to be less risky than IDYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.14%
15.67%
RXST
IDYA

Financials

RXST vs. IDYA - Financials Comparison

This section allows you to compare key financial metrics between RxSight, Inc. and IDEAYA Biosciences, 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