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SRPT vs. ML
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRPT and ML is 0.21, 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.


-0.50.00.51.00.2

Performance

SRPT vs. ML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarepta Therapeutics, Inc. (SRPT) and MoneyLion Inc. (ML). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember
-20.85%
14.07%
SRPT
ML

Key characteristics

Sharpe Ratio

SRPT:

0.47

ML:

0.41

Sortino Ratio

SRPT:

1.34

ML:

1.26

Omega Ratio

SRPT:

1.16

ML:

1.16

Calmar Ratio

SRPT:

0.50

ML:

0.41

Martin Ratio

SRPT:

1.43

ML:

1.11

Ulcer Index

SRPT:

16.74%

ML:

33.37%

Daily Std Dev

SRPT:

51.00%

ML:

90.67%

Max Drawdown

SRPT:

-98.17%

ML:

-97.57%

Current Drawdown

SRPT:

-32.20%

ML:

-76.82%

Fundamentals

Market Cap

SRPT:

$11.61B

ML:

$971.86M

EPS

SRPT:

$1.54

ML:

$0.29

PE Ratio

SRPT:

78.90

ML:

298.55

Total Revenue (TTM)

SRPT:

$1.64B

ML:

$500.28M

Gross Profit (TTM)

SRPT:

$1.40B

ML:

$244.02M

EBITDA (TTM)

SRPT:

$179.91M

ML:

$48.04M

Returns By Period


SRPT

YTD

25.68%

1M

-9.11%

6M

-22.69%

1Y

25.68%

5Y*

-1.25%

10Y*

23.36%

ML

YTD

0.00%

1M

-6.21%

6M

22.19%

1Y

37.20%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SRPT vs. ML - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) and MoneyLion Inc. (ML). 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 SRPT, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.500.41
The chart of Sortino ratio for SRPT, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.391.26
The chart of Omega ratio for SRPT, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.16
The chart of Calmar ratio for SRPT, currently valued at 0.54, compared to the broader market0.002.004.006.000.540.41
The chart of Martin ratio for SRPT, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.0025.001.531.11
SRPT
ML

The current SRPT Sharpe Ratio is 0.47, which is comparable to the ML Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SRPT and ML, 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 Ratio0.002.004.006.008.00AugustSeptemberOctoberNovemberDecember
0.50
0.41
SRPT
ML

Dividends

SRPT vs. ML - Dividend Comparison

Neither SRPT nor ML has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SRPT vs. ML - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, roughly equal to the maximum ML drawdown of -97.57%. Use the drawdown chart below to compare losses from any high point for SRPT and ML. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember
-32.20%
-76.82%
SRPT
ML

Volatility

SRPT vs. ML - Volatility Comparison

The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 7.76%, while MoneyLion Inc. (ML) has a volatility of 19.98%. This indicates that SRPT experiences smaller price fluctuations and is considered to be less risky than ML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember
7.76%
19.98%
SRPT
ML

Financials

SRPT vs. ML - Financials Comparison

This section allows you to compare key financial metrics between Sarepta Therapeutics, Inc. and MoneyLion 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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