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SAVA vs. ALZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SAVAALZN
YTD Return-8.40%-43.26%
1Y Return-22.10%-93.28%
Sharpe Ratio-0.35-0.99
Daily Std Dev74.68%94.42%
Max Drawdown-99.18%-99.75%
Current Drawdown-84.76%-99.75%

Fundamentals


SAVAALZN
Market Cap$874.86M$3.73M
EPS-$2.32-$1.82
PEG Ratio20.441.17
Revenue (TTM)$0.00$0.00
Gross Profit (TTM)-$68.03M$0.00
EBITDA (TTM)-$104.43M-$12.35M

Correlation

-0.50.00.51.00.2

The correlation between SAVA and ALZN is 0.18, 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

SAVA vs. ALZN - Performance Comparison

In the year-to-date period, SAVA achieves a -8.40% return, which is significantly higher than ALZN's -43.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-90.00%-80.00%-70.00%-60.00%December2024FebruaryMarchAprilMay
-71.40%
-99.75%
SAVA
ALZN

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Cassava Sciences, Inc.

Alzamend Neuro, Inc.

Risk-Adjusted Performance

SAVA vs. ALZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cassava Sciences, Inc. (SAVA) and Alzamend Neuro, Inc. (ALZN). 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.


SAVA
Sharpe ratio
The chart of Sharpe ratio for SAVA, currently valued at -0.35, compared to the broader market-2.00-1.000.001.002.003.00-0.35
Sortino ratio
The chart of Sortino ratio for SAVA, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for SAVA, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for SAVA, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for SAVA, currently valued at -1.07, compared to the broader market-10.000.0010.0020.0030.00-1.07
ALZN
Sharpe ratio
The chart of Sharpe ratio for ALZN, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00-0.99
Sortino ratio
The chart of Sortino ratio for ALZN, currently valued at -3.02, compared to the broader market-4.00-2.000.002.004.006.00-3.02
Omega ratio
The chart of Omega ratio for ALZN, currently valued at 0.65, compared to the broader market0.501.001.502.000.65
Calmar ratio
The chart of Calmar ratio for ALZN, currently valued at -0.94, compared to the broader market0.002.004.006.00-0.94
Martin ratio
The chart of Martin ratio for ALZN, currently valued at -1.24, compared to the broader market-10.000.0010.0020.0030.00-1.24

SAVA vs. ALZN - Sharpe Ratio Comparison

The current SAVA Sharpe Ratio is -0.35, which is higher than the ALZN Sharpe Ratio of -0.99. The chart below compares the 12-month rolling Sharpe Ratio of SAVA and ALZN.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20December2024FebruaryMarchAprilMay
-0.35
-0.99
SAVA
ALZN

Dividends

SAVA vs. ALZN - Dividend Comparison

Neither SAVA nor ALZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SAVA vs. ALZN - Drawdown Comparison

The maximum SAVA drawdown since its inception was -99.18%, roughly equal to the maximum ALZN drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for SAVA and ALZN. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%December2024FebruaryMarchAprilMay
-84.76%
-99.75%
SAVA
ALZN

Volatility

SAVA vs. ALZN - Volatility Comparison

The current volatility for Cassava Sciences, Inc. (SAVA) is 18.59%, while Alzamend Neuro, Inc. (ALZN) has a volatility of 31.99%. This indicates that SAVA experiences smaller price fluctuations and is considered to be less risky than ALZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
18.59%
31.99%
SAVA
ALZN

Financials

SAVA vs. ALZN - Financials Comparison

This section allows you to compare key financial metrics between Cassava Sciences, Inc. and Alzamend Neuro, 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