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TOI vs. IREN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TOI vs. IREN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Oncology Institute, Inc. (TOI) and IREN Limited (IREN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TOI achieves a 41.29% return, which is significantly lower than IREN's 44.88% return.


TOI

1D
0.40%
1M
9.59%
YTD
41.29%
6M
48.82%
1Y
119.65%
3Y*
107.87%
5Y*
10Y*

IREN

1D
-3.78%
1M
-3.71%
YTD
44.88%
6M
30.07%
1Y
413.32%
3Y*
128.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOI vs. IREN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TOI
The Oncology Institute, Inc.
41.29%1,052.10%-84.85%23.64%-83.08%8.33%
IREN
IREN Limited
44.88%284.62%37.34%472.00%-92.27%-42.25%

Correlation

The correlation between TOI and IREN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.12

Fundamentals

EPS

TOI:

-$0.04

IREN:

$0.45

PS Ratio

TOI:

9.08

IREN:

12.26

Total Revenue (TTM)

TOI:

$545.76M

IREN:

$757.07M

Gross Profit (TTM)

TOI:

$52.24M

IREN:

$433.88M

EBITDA (TTM)

TOI:

-$21.81M

IREN:

-$173.05M

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Return for Risk

TOI vs. IREN — Risk / Return Rank

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

TOI
TOI Risk / Return Rank: 7979
Overall Rank
TOI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TOI Sortino Ratio Rank: 8282
Sortino Ratio Rank
TOI Omega Ratio Rank: 7878
Omega Ratio Rank
TOI Calmar Ratio Rank: 8080
Calmar Ratio Rank
TOI Martin Ratio Rank: 7676
Martin Ratio Rank

IREN
IREN Risk / Return Rank: 9393
Overall Rank
IREN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9292
Sortino Ratio Rank
IREN Omega Ratio Rank: 8989
Omega Ratio Rank
IREN Calmar Ratio Rank: 9696
Calmar Ratio Rank
IREN Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOI vs. IREN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Oncology Institute, Inc. (TOI) and IREN Limited (IREN). 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.


TOIIRENDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

2.42

7.11

-4.69

Martin ratioReturn relative to average drawdown

4.86

13.43

-8.57

TOI vs. IREN - Sharpe Ratio Comparison

The current TOI Sharpe Ratio is 1.49, which is lower than the IREN Sharpe Ratio of 4.04. The chart below compares the historical Sharpe Ratios of TOI and IREN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TOI vs. IREN - Drawdown Comparison

The maximum TOI drawdown since its inception was -98.79%, roughly equal to the maximum IREN drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for TOI and IREN.


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Drawdown Indicators


TOIIRENDifference

Max Drawdown

Largest peak-to-trough decline

-98.79%

-96.21%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-49.79%

-58.62%

+8.83%

Max Drawdown (3Y)

Largest decline over 3 years

-94.82%

-65.56%

-29.26%

Current Drawdown

Current decline from peak

-53.90%

-28.39%

-25.51%

Average Drawdown

Average peak-to-trough decline

-73.98%

-65.20%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.70%

30.96%

-6.26%

Volatility

TOI vs. IREN - Volatility Comparison

The current volatility for The Oncology Institute, Inc. (TOI) is 21.02%, while IREN Limited (IREN) has a volatility of 29.02%. This indicates that TOI experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOIIRENDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

29.02%

-8.00%

Volatility (6M)

Calculated over the trailing 6-month period

50.61%

73.90%

-23.29%

Volatility (1Y)

Calculated over the trailing 1-year period

80.82%

103.03%

-22.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.02%

118.37%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.02%

118.37%

-5.35%

Dividends

TOI vs. IREN - Dividend Comparison

Neither TOI nor IREN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TOI vs. IREN - Financials Comparison

This section allows you to compare key financial metrics between The Oncology Institute, Inc. and IREN Limited. 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
147.44M
208.24M
(TOI) Total Revenue
(IREN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TOI and IREN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (29.02%) compared to TOI (21.02%). In terms of maximum drawdown, TOI dropped -98.79% vs IREN's -96.21%.

IREN currently has the higher Sharpe Ratio (4.04 vs 1.49), 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.

Portfolio Optimizer

Find the right allocation for TOI and IREN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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