VNDA vs. CRML
VNDA (Vanda Pharmaceuticals Inc.) and CRML (Critical Metals Corp) are both stocks. VNDA operates in Biotechnology (Healthcare), while CRML operates in Other Industrial Metals & Mining (Basic Materials). Over the past year, VNDA returned 33.04% vs 319.68% for CRML. At a 0.13 correlation, their price movements are largely independent.
Performance
VNDA vs. CRML - Performance Comparison
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Returns By Period
In the year-to-date period, VNDA achieves a -31.97% return, which is significantly lower than CRML's 50.58% return.
VNDA
- 1D
- 3.45%
- 1M
- -3.07%
- YTD
- -31.97%
- 6M
- -14.65%
- 1Y
- 33.04%
- 3Y*
- -2.73%
- 5Y*
- -20.51%
- 10Y*
- -6.02%
CRML
- 1D
- 2.96%
- 1M
- -4.83%
- YTD
- 50.58%
- 6M
- 29.98%
- 1Y
- 319.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VNDA vs. CRML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VNDA Vanda Pharmaceuticals Inc. | -31.97% | 84.13% | 5.04% |
CRML Critical Metals Corp | 50.58% | 2.21% | -24.64% |
Correlation
The correlation between VNDA and CRML 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 (All Time) Calculated using the full available price history since Feb 27, 2024 | 0.13 |
Fundamentals
VNDA:
-$4.05
CRML:
-$0.53
VNDA:
1.63
CRML:
1.82K
VNDA:
$217.78M
CRML:
$560.62K
VNDA:
$154.79M
CRML:
$560.62K
VNDA:
-$146.81M
CRML:
-$47.47M
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Return for Risk
VNDA vs. CRML — Risk / Return Rank
VNDA
CRML
VNDA vs. CRML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanda Pharmaceuticals Inc. (VNDA) and Critical Metals Corp (CRML). 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.
| VNDA | CRML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 4.14 | -3.31 |
| Martin ratioReturn relative to average drawdown | 1.79 | 6.02 | -4.23 |
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Drawdowns
VNDA vs. CRML - Drawdown Comparison
The maximum VNDA drawdown since its inception was -98.42%, roughly equal to the maximum CRML drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for VNDA and CRML.
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Drawdown Indicators
| VNDA | CRML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.42% | -93.91% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -40.06% | -77.74% | +37.68% |
Max Drawdown (3Y)Largest decline over 3 years | -49.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -84.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.26% | — | — |
Current DrawdownCurrent decline from peak | -81.05% | -65.13% | -15.92% |
Average DrawdownAverage peak-to-trough decline | -65.11% | -68.09% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.50% | 53.36% | -34.86% |
Volatility
VNDA vs. CRML - Volatility Comparison
The current volatility for Vanda Pharmaceuticals Inc. (VNDA) is 11.99%, while Critical Metals Corp (CRML) has a volatility of 25.64%. This indicates that VNDA experiences smaller price fluctuations and is considered to be less risky than CRML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNDA | CRML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.99% | 25.64% | -13.65% |
Volatility (6M)Calculated over the trailing 6-month period | 64.42% | 99.75% | -35.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.84% | 165.32% | -83.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.53% | 184.50% | -123.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.71% | 184.50% | -128.79% |
Dividends
VNDA vs. CRML - Dividend Comparison
Neither VNDA nor CRML has paid dividends to shareholders.
Financials
VNDA vs. CRML - Financials Comparison
This section allows you to compare key financial metrics between Vanda Pharmaceuticals Inc. and Critical Metals Corp. 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
VNDA and CRML 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.
CRML has higher volatility (25.64%) compared to VNDA (11.99%). In terms of maximum drawdown, VNDA dropped -98.42% vs CRML's -93.91%.
CRML currently has the higher Sharpe Ratio (1.95 vs 0.41), 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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