SCLX vs. AMRN
SCLX (Scilex Holding Company) and AMRN (Amarin Corporation plc) are both stocks. Both are in the Healthcare sector — SCLX in Drug Manufacturers - General, AMRN in Biotechnology. Over the past 5 years, SCLX returned -49.84%/yr vs -29.50%/yr for AMRN. At a 0.10 correlation, their price movements are largely independent.
Performance
SCLX vs. AMRN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCLX achieves a -9.56% return, which is significantly lower than AMRN's 13.29% return.
SCLX
- 1D
- -8.03%
- 1M
- 80.58%
- YTD
- -9.56%
- 6M
- -22.68%
- 1Y
- 124.71%
- 3Y*
- -63.15%
- 5Y*
- -49.84%
- 10Y*
- —
AMRN
- 1D
- -1.37%
- 1M
- 9.56%
- YTD
- 13.29%
- 6M
- 16.25%
- 1Y
- 26.08%
- 3Y*
- -11.49%
- 5Y*
- -29.50%
- 10Y*
- -8.86%
SCLX vs. AMRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCLX Scilex Holding Company | -9.56% | -18.25% | -79.10% | -48.87% | -60.26% | 1.93% |
AMRN Amarin Corporation plc | 13.29% | 43.87% | -44.25% | -28.10% | -64.09% | -41.08% |
Correlation
The correlation between SCLX and AMRN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2021 | 0.10 |
The correlation between SCLX and AMRN shifts across timeframes, from 0.10 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SCLX:
$75.80M
AMRN:
$6.63B
SCLX:
-$35.27
AMRN:
-$0.15
SCLX:
2.59
AMRN:
18.71
SCLX:
$30.25M
AMRN:
$185.17M
SCLX:
$18.07M
AMRN:
$113.51M
SCLX:
-$352.83M
AMRN:
-$8.44M
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
SCLX vs. AMRN — Risk / Return Rank
SCLX
AMRN
SCLX vs. AMRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Scilex Holding Company (SCLX) and Amarin Corporation plc (AMRN). 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.
| SCLX | AMRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.79 | +0.78 |
| Martin ratioReturn relative to average drawdown | 2.31 | 1.19 | +1.12 |
Loading charts...
Drawdowns
SCLX vs. AMRN - Drawdown Comparison
The maximum SCLX drawdown since its inception was -99.23%, roughly equal to the maximum AMRN drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for SCLX and AMRN.
Loading charts...
Drawdown Indicators
| SCLX | AMRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.23% | -99.97% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -80.27% | -33.33% | -46.94% |
Max Drawdown (3Y)Largest decline over 3 years | -98.20% | -72.02% | -26.18% |
Max Drawdown (5Y)Largest decline over 5 years | -99.23% | -93.15% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.34% | — |
Current DrawdownCurrent decline from peak | -97.87% | -99.94% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -57.08% | -90.41% | +33.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.23% | 21.94% | +32.29% |
Volatility
SCLX vs. AMRN - Volatility Comparison
Scilex Holding Company (SCLX) has a higher volatility of 44.68% compared to Amarin Corporation plc (AMRN) at 9.56%. This indicates that SCLX's price experiences larger fluctuations and is considered to be riskier than AMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCLX | AMRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.68% | 9.56% | +35.12% |
Volatility (6M)Calculated over the trailing 6-month period | 75.51% | 32.79% | +42.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 125.36% | 52.63% | +72.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 112.53% | 69.42% | +43.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.27% | 121.65% | -12.38% |
Dividends
SCLX vs. AMRN - Dividend Comparison
Neither SCLX nor AMRN has paid dividends to shareholders.
Financials
SCLX vs. AMRN - Financials Comparison
This section allows you to compare key financial metrics between Scilex Holding Company and Amarin Corporation plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SCLX and AMRN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCLX has higher volatility (44.68%) compared to AMRN (9.56%). In terms of maximum drawdown, SCLX dropped -99.23% vs AMRN's -99.97%.
SCLX currently has the higher Sharpe Ratio (1.00 vs 0.50), 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.
Find the right allocation for SCLX and AMRN
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