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TSHA vs. OLMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TSHA vs. OLMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taysha Gene Therapies, Inc. (TSHA) and Olema Pharmaceuticals, Inc. (OLMA). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-32.30%
-10.11%
TSHA
OLMA

Returns By Period

In the year-to-date period, TSHA achieves a 13.56% return, which is significantly higher than OLMA's -40.98% return.


TSHA

YTD

13.56%

1M

-0.50%

6M

-32.32%

1Y

15.52%

5Y (annualized)

N/A

10Y (annualized)

N/A

OLMA

YTD

-40.98%

1M

-31.40%

6M

-10.10%

1Y

-41.69%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


TSHAOLMA
Market Cap$411.94M$474.43M
EPS$0.63-$2.28
Total Revenue (TTM)$9.92M$1.88M
Gross Profit (TTM)$8.92M$1.61M
EBITDA (TTM)-$85.64M-$135.54M

Key characteristics


TSHAOLMA
Sharpe Ratio0.11-0.64
Sortino Ratio1.04-0.73
Omega Ratio1.120.91
Calmar Ratio0.12-0.57
Martin Ratio0.34-1.76
Ulcer Index34.76%27.38%
Daily Std Dev108.62%75.23%
Max Drawdown-98.14%-96.26%
Current Drawdown-93.67%-84.81%

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Correlation

-0.50.00.51.00.3

The correlation between TSHA and OLMA is 0.29, 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.

Risk-Adjusted Performance

TSHA vs. OLMA - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TSHA, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.11-0.64
The chart of Sortino ratio for TSHA, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04-0.73
The chart of Omega ratio for TSHA, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.91
The chart of Calmar ratio for TSHA, currently valued at 0.12, compared to the broader market0.002.004.006.000.12-0.57
The chart of Martin ratio for TSHA, currently valued at 0.34, compared to the broader market-10.000.0010.0020.0030.000.34-1.76
TSHA
OLMA

The current TSHA Sharpe Ratio is 0.11, which is higher than the OLMA Sharpe Ratio of -0.64. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.11
-0.64
TSHA
OLMA

Dividends

TSHA vs. OLMA - Dividend Comparison

Neither TSHA nor OLMA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TSHA vs. OLMA - Drawdown Comparison

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.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JuneJulyAugustSeptemberOctoberNovember
-93.67%
-84.81%
TSHA
OLMA

Volatility

TSHA vs. OLMA - Volatility Comparison

Taysha Gene Therapies, Inc. (TSHA) has a higher volatility of 50.33% compared to Olema Pharmaceuticals, Inc. (OLMA) at 20.53%. This indicates that TSHA's price experiences larger fluctuations and is considered to be riskier than OLMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
50.33%
20.53%
TSHA
OLMA

Financials

TSHA vs. OLMA - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items