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

Correlation

The correlation between SRPT and NTRA is 0.32, 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.


-0.50.00.51.00.3

Performance

SRPT vs. NTRA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember
-21.41%
43.00%
SRPT
NTRA

Key characteristics

Sharpe Ratio

SRPT:

0.47

NTRA:

3.38

Sortino Ratio

SRPT:

1.34

NTRA:

4.11

Omega Ratio

SRPT:

1.16

NTRA:

1.53

Calmar Ratio

SRPT:

0.50

NTRA:

2.87

Martin Ratio

SRPT:

1.43

NTRA:

32.79

Ulcer Index

SRPT:

16.74%

NTRA:

4.66%

Daily Std Dev

SRPT:

51.00%

NTRA:

45.13%

Max Drawdown

SRPT:

-98.17%

NTRA:

-77.74%

Current Drawdown

SRPT:

-32.20%

NTRA:

-9.02%

Fundamentals

Market Cap

SRPT:

$11.61B

NTRA:

$21.16B

EPS

SRPT:

$1.54

NTRA:

-$1.76

PEG Ratio

SRPT:

159.25

NTRA:

0.00

Total Revenue (TTM)

SRPT:

$1.64B

NTRA:

$1.53B

Gross Profit (TTM)

SRPT:

$1.40B

NTRA:

$883.38M

EBITDA (TTM)

SRPT:

$179.91M

NTRA:

-$162.71M

Returns By Period


SRPT

YTD

25.68%

1M

-9.11%

6M

-22.69%

1Y

25.68%

5Y*

-1.25%

10Y*

23.36%

NTRA

YTD

0.00%

1M

-5.65%

6M

43.00%

1Y

152.71%

5Y*

36.70%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SRPT vs. NTRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) and Natera, Inc. (NTRA). 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-4.00-2.000.002.000.503.38
The chart of Sortino ratio for SRPT, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.394.11
The chart of Omega ratio for SRPT, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.53
The chart of Calmar ratio for SRPT, currently valued at 0.54, compared to the broader market0.002.004.006.000.542.87
The chart of Martin ratio for SRPT, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.0025.001.5332.79
SRPT
NTRA

The current SRPT Sharpe Ratio is 0.47, which is lower than the NTRA Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of SRPT and NTRA, 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 Ratio0.001.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember
0.50
3.38
SRPT
NTRA

Dividends

SRPT vs. NTRA - Dividend Comparison

Neither SRPT nor NTRA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SRPT vs. NTRA - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, which is greater than NTRA's maximum drawdown of -77.74%. Use the drawdown chart below to compare losses from any high point for SRPT and NTRA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-32.20%
-9.02%
SRPT
NTRA

Volatility

SRPT vs. NTRA - Volatility Comparison

The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 7.76%, while Natera, Inc. (NTRA) has a volatility of 10.83%. This indicates that SRPT experiences smaller price fluctuations and is considered to be less risky than NTRA 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%AugustSeptemberOctoberNovemberDecember
7.76%
10.83%
SRPT
NTRA

Financials

SRPT vs. NTRA - Financials Comparison

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