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TEVA vs. WUXAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TEVA and WUXAY is 0.05, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

TEVA vs. WUXAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teva Pharmaceutical Industries Limited (TEVA) and WuXi AppTec Co. Ltd (WUXAY). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
20.58%
-61.07%
TEVA
WUXAY

Key characteristics

Sharpe Ratio

TEVA:

0.09

WUXAY:

0.93

Sortino Ratio

TEVA:

0.54

WUXAY:

1.75

Omega Ratio

TEVA:

1.07

WUXAY:

1.21

Calmar Ratio

TEVA:

0.05

WUXAY:

0.86

Martin Ratio

TEVA:

0.28

WUXAY:

3.70

Ulcer Index

TEVA:

15.35%

WUXAY:

19.61%

Daily Std Dev

TEVA:

47.23%

WUXAY:

78.10%

Max Drawdown

TEVA:

-90.80%

WUXAY:

-83.96%

Current Drawdown

TEVA:

-79.62%

WUXAY:

-68.82%

Fundamentals

Market Cap

TEVA:

$15.66B

WUXAY:

$20.37B

EPS

TEVA:

-$1.45

WUXAY:

$0.44

PS Ratio

TEVA:

0.95

WUXAY:

0.54

PB Ratio

TEVA:

2.91

WUXAY:

2.49

Total Revenue (TTM)

TEVA:

$12.72B

WUXAY:

$31.18B

Gross Profit (TTM)

TEVA:

$6.29B

WUXAY:

$13.08B

EBITDA (TTM)

TEVA:

$725.00M

WUXAY:

$9.76B

Returns By Period

In the year-to-date period, TEVA achieves a -38.07% return, which is significantly lower than WUXAY's -5.00% return.


TEVA

YTD

-38.07%

1M

-15.95%

6M

-23.96%

1Y

6.14%

5Y*

5.77%

10Y*

-13.55%

WUXAY

YTD

-5.00%

1M

-25.25%

6M

11.22%

1Y

64.77%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TEVA vs. WUXAY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TEVA
The Risk-Adjusted Performance Rank of TEVA is 5656
Overall Rank
The Sharpe Ratio Rank of TEVA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TEVA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TEVA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TEVA is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TEVA is 5757
Martin Ratio Rank

WUXAY
The Risk-Adjusted Performance Rank of WUXAY is 8282
Overall Rank
The Sharpe Ratio Rank of WUXAY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of WUXAY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of WUXAY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of WUXAY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of WUXAY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEVA vs. WUXAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and WuXi AppTec Co. Ltd (WUXAY). 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 TEVA, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
TEVA: 0.09
WUXAY: 0.93
The chart of Sortino ratio for TEVA, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
TEVA: 0.54
WUXAY: 1.75
The chart of Omega ratio for TEVA, currently valued at 1.07, compared to the broader market0.501.001.502.00
TEVA: 1.07
WUXAY: 1.21
The chart of Calmar ratio for TEVA, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
TEVA: 0.10
WUXAY: 0.86
The chart of Martin ratio for TEVA, currently valued at 0.28, compared to the broader market-5.000.005.0010.0015.0020.00
TEVA: 0.28
WUXAY: 3.70

The current TEVA Sharpe Ratio is 0.09, which is lower than the WUXAY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TEVA and WUXAY, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.09
0.93
TEVA
WUXAY

Dividends

TEVA vs. WUXAY - Dividend Comparison

TEVA has not paid dividends to shareholders, while WUXAY's dividend yield for the trailing twelve months is around 2.03%.


TTM20242023202220212020201920182017201620152014
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.49%3.75%2.07%2.38%
WUXAY
WuXi AppTec Co. Ltd
2.03%1.93%1.24%0.76%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TEVA vs. WUXAY - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.80%, which is greater than WUXAY's maximum drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for TEVA and WUXAY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.05%
-68.82%
TEVA
WUXAY

Volatility

TEVA vs. WUXAY - Volatility Comparison

The current volatility for Teva Pharmaceutical Industries Limited (TEVA) is 15.29%, while WuXi AppTec Co. Ltd (WUXAY) has a volatility of 27.37%. This indicates that TEVA experiences smaller price fluctuations and is considered to be less risky than WUXAY 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%NovemberDecember2025FebruaryMarchApril
15.29%
27.37%
TEVA
WUXAY

Financials

TEVA vs. WUXAY - Financials Comparison

This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited and WuXi AppTec Co. Ltd. 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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