TRVI vs. PBYI

Last updated Apr 1, 2026

Compare and contrast key facts about Trevi Therapeutics, Inc. (TRVI) and Puma Biotechnology, Inc. (PBYI).

Performance

TRVI vs. PBYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trevi Therapeutics, Inc. (TRVI) and Puma Biotechnology, Inc. (PBYI). The values are adjusted to include any dividend payments, if applicable.

TRVI vs. PBYI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TRVI Trevi Therapeutics, Inc.	-4.71%	203.88%	207.46%	-30.57%	146.74%	-67.68%	-35.47%	-52.47%
PBYI Puma Biotechnology, Inc.	7.39%	95.08%	-29.56%	2.36%	39.14%	-70.37%	17.26%	-71.27%

Fundamentals

EPS TRVI : -$0.33 PBYI : $0.61
Total Revenue (TTM) TRVI : $0.00 PBYI : $228.42M
Gross Profit (TTM) TRVI : -$38.00K PBYI : $170.19M
EBITDA (TTM) TRVI : -$45.74M PBYI : $49.56M

Returns By Period

In the year-to-date period, TRVI achieves a -4.71% return, which is significantly lower than PBYI's 7.39% return.

TRVI

• 1D: 6.61%
• 1M: 0.08%
• YTD: -4.71%
• 6M: 30.38%
• 1Y: 89.67%
• 3Y*: 86.13%
• 5Y*: 34.11%
• 10Y*: —

PBYI

• 1D: 4.24%
• 1M: 12.11%
• YTD: 7.39%
• 6M: 20.34%
• 1Y: 115.88%
• 3Y*: 27.40%
• 5Y*: -8.49%
• 10Y*: -14.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TRVI vs. PBYI — Risk / Return Rank

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

TRVI

TRVI Risk / Return Rank: 81
TRVI Sharpe Ratio Rank: 83
TRVI Sortino Ratio Rank: 80
TRVI Omega Ratio Rank: 77
TRVI Calmar Ratio Rank: 84
TRVI Martin Ratio Rank: 81

PBYI

PBYI Risk / Return Rank: 87
PBYI Sharpe Ratio Rank: 86
PBYI Sortino Ratio Rank: 83
PBYI Omega Ratio Rank: 86
PBYI Calmar Ratio Rank: 91
PBYI Martin Ratio Rank: 88

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.

TRVI vs. PBYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trevi Therapeutics, Inc. (TRVI) and Puma Biotechnology, Inc. (PBYI). 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.

	TRVI	PBYI	Difference
Sharpe ratio Return per unit of total volatility	1.42	1.61	-0.19
Sortino ratio Return per unit of downside risk	2.11	2.26	-0.15
Omega ratio Gain probability vs. loss probability	1.26	1.35	-0.08
Calmar ratio Return relative to maximum drawdown	2.83	4.01	-1.18
Martin ratio Return relative to average drawdown	6.39	9.26	-2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRVI vs. PBYI - Sharpe Ratio Comparison

The current TRVI Sharpe Ratio is 1.42, which is comparable to the PBYI Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of TRVI and PBYI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TRVI	PBYI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.61	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	-0.11	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	-0.05	+0.11

Correlation

The correlation between TRVI and PBYI is 0.15, 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.

Dividends

TRVI vs. PBYI - Dividend Comparison

Neither TRVI nor PBYI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TRVI vs. PBYI - Drawdown Comparison

The maximum TRVI drawdown since its inception was -95.45%, roughly equal to the maximum PBYI drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for TRVI and PBYI.

Drawdown Indicators

	TRVI	PBYI	Difference
Max Drawdown Largest peak-to-trough decline	-95.45%	-99.40%	+3.95%
Max Drawdown (1Y) Largest decline over 1 year	-29.50%	-25.78%	-3.72%
Max Drawdown (5Y) Largest decline over 5 years	-83.33%	-85.86%	+2.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-98.76%	—
Current Drawdown Current decline from peak	-15.81%	-97.68%	+81.87%
Average Drawdown Average peak-to-trough decline	-63.03%	-74.13%	+11.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.08%	11.17%	+1.91%

Volatility

TRVI vs. PBYI - Volatility Comparison

Trevi Therapeutics, Inc. (TRVI) has a higher volatility of 20.38% compared to Puma Biotechnology, Inc. (PBYI) at 10.78%. This indicates that TRVI's price experiences larger fluctuations and is considered to be riskier than PBYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRVI	PBYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.38%	10.78%	+9.60%
Volatility (6M) Calculated over the trailing 6-month period	42.85%	53.16%	-10.31%
Volatility (1Y) Calculated over the trailing 1-year period	63.57%	72.70%	-9.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.30%	75.96%	+12.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.31%	81.23%	+19.08%

Financials