TRVI vs. ESPR
TRVI (Trevi Therapeutics, Inc.) and ESPR (Esperion Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, TRVI returned 44.83%/yr vs -34.62%/yr for ESPR. At a 0.14 correlation, their price movements are largely independent.
Performance
TRVI vs. ESPR - Performance Comparison
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Returns By Period
In the year-to-date period, TRVI achieves a 13.50% return, which is significantly higher than ESPR's -14.86% return.
TRVI
- 1D
- 5.57%
- 1M
- -6.94%
- YTD
- 13.50%
- 6M
- 11.28%
- 1Y
- 130.31%
- 3Y*
- 75.70%
- 5Y*
- 44.83%
- 10Y*
- —
ESPR
- 1D
- 0.00%
- 1M
- 0.96%
- YTD
- -14.86%
- 6M
- -18.18%
- 1Y
- 162.50%
- 3Y*
- 35.36%
- 5Y*
- -34.62%
- 10Y*
- -14.95%
TRVI vs. ESPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TRVI Trevi Therapeutics, Inc. | 13.50% | 203.88% | 207.46% | -30.57% | 146.74% | -67.68% | -35.47% | -60.53% |
ESPR Esperion Therapeutics, Inc. | -14.86% | 68.18% | -26.42% | -52.01% | 24.60% | -80.77% | -56.40% | 23.61% |
Correlation
The correlation between TRVI and ESPR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.14 |
Fundamentals
TRVI:
-$0.43
ESPR:
-$0.03
TRVI:
$0.00
ESPR:
$418.24M
TRVI:
-$31.00K
ESPR:
$226.32M
TRVI:
-$49.16M
ESPR:
$77.18M
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Return for Risk
TRVI vs. ESPR — Risk / Return Rank
TRVI
ESPR
TRVI vs. ESPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) and Esperion Therapeutics, Inc. (ESPR). 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.
| TRVI | ESPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 3.07 | +1.37 |
| Martin ratioReturn relative to average drawdown | 10.40 | 7.68 | +2.72 |
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Drawdowns
TRVI vs. ESPR - Drawdown Comparison
The maximum TRVI drawdown since its inception was -95.45%, roughly equal to the maximum ESPR drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for TRVI and ESPR.
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Drawdown Indicators
| TRVI | ESPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.45% | -99.37% | +3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -53.19% | +23.69% |
Max Drawdown (3Y)Largest decline over 3 years | -61.96% | -80.94% | +18.98% |
Max Drawdown (5Y)Largest decline over 5 years | -80.26% | -97.16% | +16.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.10% | — |
Current DrawdownCurrent decline from peak | -7.73% | -97.27% | +89.54% |
Average DrawdownAverage peak-to-trough decline | -61.49% | -69.99% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.58% | 21.30% | -8.72% |
Volatility
TRVI vs. ESPR - Volatility Comparison
Trevi Therapeutics, Inc. (TRVI) has a higher volatility of 13.78% compared to Esperion Therapeutics, Inc. (ESPR) at 1.06%. This indicates that TRVI's price experiences larger fluctuations and is considered to be riskier than ESPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVI | ESPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.78% | 1.06% | +12.72% |
Volatility (6M)Calculated over the trailing 6-month period | 39.38% | 61.44% | -22.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.39% | 92.66% | -32.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.26% | 91.79% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.35% | 84.61% | +14.74% |
Dividends
TRVI vs. ESPR - Dividend Comparison
Neither TRVI nor ESPR has paid dividends to shareholders.
Financials
TRVI vs. ESPR - Financials Comparison
This section allows you to compare key financial metrics between Trevi Therapeutics, Inc. and Esperion Therapeutics, 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
TRVI and ESPR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRVI has higher volatility (13.78%) compared to ESPR (1.06%). In terms of maximum drawdown, TRVI dropped -95.45% vs ESPR's -99.37%.
TRVI currently has the higher Sharpe Ratio (2.17 vs 1.76), 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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