SKYE vs. QURE
SKYE (Skye Bioscience, Inc) and QURE (uniQure N.V.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, SKYE returned -40.24%/yr vs 8.62%/yr for QURE. At a 0.07 correlation, their price movements are largely independent.
Performance
SKYE vs. QURE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SKYE achieves a 2.71% return, which is significantly lower than QURE's 12.83% return. Over the past 10 years, SKYE has underperformed QURE with an annualized return of -40.24%, while QURE has yielded a comparatively higher 8.62% annualized return.
SKYE
- 1D
- 5.02%
- 1M
- -10.75%
- YTD
- 2.71%
- 6M
- -36.36%
- 1Y
- -68.31%
- 3Y*
- -41.13%
- 5Y*
- -54.71%
- 10Y*
- -40.24%
QURE
- 1D
- 2.08%
- 1M
- -2.39%
- YTD
- 12.83%
- 6M
- 24.02%
- 1Y
- 56.34%
- 3Y*
- 11.25%
- 5Y*
- -5.87%
- 10Y*
- 8.62%
SKYE vs. QURE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKYE Skye Bioscience, Inc | 2.71% | -73.51% | 4.04% | -32.84% | -68.85% | 30.00% | -69.47% | -67.25% | 163.16% | -49.67% |
QURE uniQure N.V. | 12.83% | 35.50% | 160.86% | -70.14% | 9.31% | -42.60% | -49.58% | 148.65% | 47.12% | 249.82% |
Correlation
The correlation between SKYE and QURE 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2015 | 0.07 |
The correlation between SKYE and QURE shifts across timeframes, from 0.07 (10 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SKYE:
$30.55M
QURE:
$1.69B
SKYE:
-$1.45
QURE:
-$3.58
SKYE:
3.39
QURE:
11.34
SKYE:
$0.00
QURE:
$18.09M
SKYE:
-$180.01K
QURE:
$13.42M
SKYE:
$10.92M
QURE:
-$164.53M
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
SKYE vs. QURE — Risk / Return Rank
SKYE
QURE
SKYE vs. QURE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Skye Bioscience, Inc (SKYE) and uniQure N.V. (QURE). 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.
| SKYE | QURE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.43 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.65 | -1.43 |
| Martin ratioReturn relative to average drawdown | -1.04 | 1.06 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SKYE | QURE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 0.21 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | -0.04 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | 0.07 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | 0.05 | -0.40 |
Drawdowns
SKYE vs. QURE - Drawdown Comparison
The maximum SKYE drawdown since its inception was -99.96%, roughly equal to the maximum QURE drawdown of -95.40%. Use the drawdown chart below to compare losses from any high point for SKYE and QURE.
Loading charts...
Drawdown Indicators
| SKYE | QURE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -95.40% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -87.85% | -87.21% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -96.79% | -87.21% | -9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -98.66% | -90.11% | -8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -99.83% | -95.40% | -4.43% |
Current DrawdownCurrent decline from peak | -99.94% | -67.15% | -32.79% |
Average DrawdownAverage peak-to-trough decline | -94.95% | -56.58% | -38.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 65.76% | 53.50% | +12.26% |
Volatility
SKYE vs. QURE - Volatility Comparison
Skye Bioscience, Inc (SKYE) and uniQure N.V. (QURE) have volatilities of 28.64% and 28.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SKYE | QURE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.64% | 28.01% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 63.38% | 92.44% | -29.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.33% | 273.61% | -158.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 130.81% | 154.08% | -23.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.31% | 119.92% | +17.39% |
Dividends
SKYE vs. QURE - Dividend Comparison
Neither SKYE nor QURE has paid dividends to shareholders.
Financials
SKYE vs. QURE - Financials Comparison
This section allows you to compare key financial metrics between Skye Bioscience, Inc and uniQure N.V.. 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
SKYE and QURE 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.
SKYE has higher volatility (28.64%) compared to QURE (28.01%). In terms of maximum drawdown, SKYE dropped -99.96% vs QURE's -95.40%.
QURE currently has the higher Sharpe Ratio (0.21 vs -0.59), 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 SKYE and QURE
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