TSHA vs. OLMA

In the year-to-date period, TSHA achieves a 4.52% return, which is significantly higher than OLMA's -56.52% return.

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This table presents a comparison of risk-adjusted performance metrics for Taysha Gene Therapies, Inc. (TSHA) and Olema Pharmaceuticals, Inc. (OLMA). 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.

The current TSHA Sharpe Ratio is 0.27, which is higher than the OLMA Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of TSHA and OLMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TSHA nor OLMA has paid dividends to shareholders.

The maximum TSHA drawdown since its inception was -98.14%, roughly equal to the maximum OLMA drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for TSHA and OLMA. For additional features, visit the drawdowns tool.

Taysha Gene Therapies, Inc. (TSHA) and Olema Pharmaceuticals, Inc. (OLMA) have volatilities of 35.03% and 34.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Taysha Gene Therapies, Inc. and Olema Pharmaceuticals, 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.