SUPN vs. ALNY
SUPN (Supernus Pharmaceuticals, Inc.) and ALNY (Alnylam Pharmaceuticals, Inc.) are both stocks. Both are in the Healthcare sector — SUPN in Drug Manufacturers - Specialty & Generic, ALNY in Biotechnology. Over the past 10 years, SUPN returned 8.47%/yr vs 15.34%/yr for ALNY. At a 0.31 correlation, their price movements are largely independent.
Performance
SUPN vs. ALNY - Performance Comparison
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Returns By Period
In the year-to-date period, SUPN achieves a -11.40% return, which is significantly higher than ALNY's -26.42% return. Over the past 10 years, SUPN has underperformed ALNY with an annualized return of 8.47%, while ALNY has yielded a comparatively higher 15.34% annualized return.
SUPN
- 1D
- -0.08%
- 1M
- -9.45%
- YTD
- -11.40%
- 6M
- -1.62%
- 1Y
- 36.63%
- 3Y*
- 9.51%
- 5Y*
- 8.06%
- 10Y*
- 8.47%
ALNY
- 1D
- 2.26%
- 1M
- -1.79%
- YTD
- -26.42%
- 6M
- -38.18%
- 1Y
- -3.68%
- 3Y*
- 14.74%
- 5Y*
- 14.98%
- 10Y*
- 15.34%
SUPN vs. ALNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUPN Supernus Pharmaceuticals, Inc. | -11.40% | 37.44% | 24.95% | -18.87% | 22.33% | 15.90% | 6.07% | -28.60% | -16.64% | 57.82% |
ALNY Alnylam Pharmaceuticals, Inc. | -26.42% | 68.99% | 22.94% | -19.46% | 40.14% | 30.48% | 12.85% | 57.96% | -42.61% | 239.34% |
Correlation
The correlation between SUPN and ALNY 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 | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.31 |
The correlation between SUPN and ALNY shifts across timeframes, from 0.19 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SUPN:
$2.54B
ALNY:
$40.44B
SUPN:
-$0.51
ALNY:
$4.26
SUPN:
3.23
ALNY:
9.24
SUPN:
2.36
ALNY:
37.61
SUPN:
$776.83M
ALNY:
$4.29B
SUPN:
$665.28M
ALNY:
$2.51B
SUPN:
$78.83M
ALNY:
$729.86M
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Return for Risk
SUPN vs. ALNY — Risk / Return Rank
SUPN
ALNY
SUPN vs. ALNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Supernus Pharmaceuticals, Inc. (SUPN) and Alnylam Pharmaceuticals, Inc. (ALNY). 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.
| SUPN | ALNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | -0.09 | +1.71 |
| Martin ratioReturn relative to average drawdown | 3.39 | -0.16 | +3.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUPN | ALNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.10 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.31 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.29 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.32 | -0.05 |
Drawdowns
SUPN vs. ALNY - Drawdown Comparison
The maximum SUPN drawdown since its inception was -75.86%, smaller than the maximum ALNY drawdown of -83.58%. Use the drawdown chart below to compare losses from any high point for SUPN and ALNY.
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Drawdown Indicators
| SUPN | ALNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.86% | -83.58% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -22.75% | -42.01% | +19.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.16% | -42.01% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -45.94% | -42.46% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -75.86% | -59.95% | -15.91% |
Current DrawdownCurrent decline from peak | -26.42% | -40.44% | +14.02% |
Average DrawdownAverage peak-to-trough decline | -36.76% | -30.59% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.82% | 22.83% | -12.01% |
Volatility
SUPN vs. ALNY - Volatility Comparison
Supernus Pharmaceuticals, Inc. (SUPN) has a higher volatility of 10.31% compared to Alnylam Pharmaceuticals, Inc. (ALNY) at 8.81%. This indicates that SUPN's price experiences larger fluctuations and is considered to be riskier than ALNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUPN | ALNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 8.81% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.30% | 26.06% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.17% | 36.52% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.23% | 48.85% | -13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.85% | 53.68% | -9.83% |
Dividends
SUPN vs. ALNY - Dividend Comparison
Neither SUPN nor ALNY has paid dividends to shareholders.
Financials
SUPN vs. ALNY - Financials Comparison
This section allows you to compare key financial metrics between Supernus Pharmaceuticals, Inc. and Alnylam Pharmaceuticals, 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.
Total Revenue: Total amount of money received from sales and other business activities
SUPN vs. ALNY - Profitability Comparison
SUPN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported a gross profit of 184.31M and revenue of 207.71M. Therefore, the gross margin over that period was 88.7%.
ALNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported a gross profit of 0.00 and revenue of 1.17B. Therefore, the gross margin over that period was 0.0%.
SUPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported an operating income of -8.33M and revenue of 207.71M, resulting in an operating margin of -4.0%.
ALNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported an operating income of 268.64M and revenue of 1.17B, resulting in an operating margin of 23.0%.
SUPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported a net income of -2.29M and revenue of 207.71M, resulting in a net margin of -1.1%.
ALNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported a net income of 205.99M and revenue of 1.17B, resulting in a net margin of 17.7%.
Frequently Asked Questions
SUPN and ALNY 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.
SUPN has higher volatility (10.31%) compared to ALNY (8.81%). In terms of maximum drawdown, SUPN dropped -75.86% vs ALNY's -83.58%.
SUPN currently has the higher Sharpe Ratio (1.02 vs -0.10), 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.
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