SVRA vs. WKHS
SVRA (Savara Inc.) and WKHS (Workhorse Group Inc.) are both stocks. SVRA operates in Biotechnology (Healthcare), while WKHS operates in Auto Manufacturers (Consumer Cyclical). Over the past 5 years, SVRA returned 27.28%/yr vs -85.68%/yr for WKHS. At a 0.18 correlation, their price movements are largely independent.
Performance
SVRA vs. WKHS - Performance Comparison
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Returns By Period
In the year-to-date period, SVRA achieves a -4.15% return, which is significantly higher than WKHS's -44.99% return.
SVRA
- 1D
- 1.58%
- 1M
- 15.14%
- YTD
- -4.15%
- 6M
- -10.25%
- 1Y
- 167.59%
- 3Y*
- 26.43%
- 5Y*
- 27.28%
- 10Y*
- —
WKHS
- 1D
- -2.78%
- 1M
- -12.23%
- YTD
- -44.99%
- 6M
- -48.81%
- 1Y
- -75.85%
- 3Y*
- -89.48%
- 5Y*
- -85.68%
- 10Y*
- -59.06%
SVRA vs. WKHS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVRA Savara Inc. | -4.15% | 96.42% | -34.68% | 203.23% | 25.00% | 7.83% | -74.33% | -40.82% | -48.99% | 219.83% |
WKHS Workhorse Group Inc. | -44.99% | -95.14% | -90.31% | -76.32% | -65.14% | -77.96% | 550.66% | 475.76% | -79.38% | -27.27% |
Correlation
The correlation between SVRA and WKHS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2017 | 0.18 |
Fundamentals
SVRA:
$1.46B
WKHS:
$26.98M
SVRA:
-$0.57
WKHS:
-$5.65
SVRA:
8.32
WKHS:
0.63
SVRA:
$0.00
WKHS:
$18.44M
SVRA:
-$425.00K
WKHS:
-$19.61M
SVRA:
-$133.25M
WKHS:
-$49.47M
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Return for Risk
SVRA vs. WKHS — Risk / Return Rank
SVRA
WKHS
SVRA vs. WKHS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Savara Inc. (SVRA) and Workhorse Group Inc. (WKHS). 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.
| SVRA | WKHS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.53 | ||
| Sortino ratioReturn per unit of downside risk | +4.23 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.91 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | -0.79 | +6.07 |
| Martin ratioReturn relative to average drawdown | 10.70 | -0.93 | +11.62 |
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Drawdowns
SVRA vs. WKHS - Drawdown Comparison
The maximum SVRA drawdown since its inception was -95.75%, roughly equal to the maximum WKHS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SVRA and WKHS.
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Drawdown Indicators
| SVRA | WKHS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.75% | -100.00% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -31.99% | -95.59% | +63.60% |
Max Drawdown (3Y)Largest decline over 3 years | -65.30% | -99.94% | +34.64% |
Max Drawdown (5Y)Largest decline over 5 years | -65.30% | -100.00% | +34.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -65.51% | -100.00% | +34.49% |
Average DrawdownAverage peak-to-trough decline | -71.80% | -72.05% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.73% | 81.95% | -66.22% |
Volatility
SVRA vs. WKHS - Volatility Comparison
The current volatility for Savara Inc. (SVRA) is 9.40%, while Workhorse Group Inc. (WKHS) has a volatility of 33.33%. This indicates that SVRA experiences smaller price fluctuations and is considered to be less risky than WKHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVRA | WKHS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.40% | 33.33% | -23.93% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 65.93% | -30.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.93% | 135.45% | -78.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.04% | 106.28% | -47.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.80% | 125.00% | -29.20% |
Dividends
SVRA vs. WKHS - Dividend Comparison
Neither SVRA nor WKHS has paid dividends to shareholders.
Financials
SVRA vs. WKHS - Financials Comparison
This section allows you to compare key financial metrics between Savara Inc. and Workhorse Group 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
Frequently Asked Questions
SVRA and WKHS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WKHS has higher volatility (33.33%) compared to SVRA (9.40%). In terms of maximum drawdown, SVRA dropped -95.75% vs WKHS's -100.00%.
SVRA currently has the higher Sharpe Ratio (2.97 vs -0.56), 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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