VSXY vs. INBX
VSXY (Victoria's Secret & Co.) and INBX (Inhibrx, Inc.) are both stocks. VSXY operates in Apparel Retail (Consumer Cyclical), while INBX operates in Biotechnology (Healthcare). Over the past year, VSXY returned 244.13% vs 540.30% for INBX. At a 0.20 correlation, their price movements are largely independent.
Performance
VSXY vs. INBX - Performance Comparison
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Returns By Period
In the year-to-date period, VSXY achieves a 40.78% return, which is significantly higher than INBX's 12.82% return.
VSXY
- 1D
- 2.23%
- 1M
- 58.74%
- YTD
- 40.78%
- 6M
- 50.56%
- 1Y
- 244.13%
- 3Y*
- 61.57%
- 5Y*
- —
- 10Y*
- —
INBX
- 1D
- 2.44%
- 1M
- -33.66%
- YTD
- 12.82%
- 6M
- -4.68%
- 1Y
- 540.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VSXY vs. INBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VSXY Victoria's Secret & Co. | 40.78% | 30.78% | 97.24% |
INBX Inhibrx, Inc. | 12.82% | 412.99% | 10.63% |
Correlation
The correlation between VSXY and INBX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.20 |
Fundamentals
VSXY:
$6.55B
INBX:
$1.39B
VSXY:
$2.54
INBX:
-$8.40
VSXY:
0.94
INBX:
1.06K
VSXY:
$6.76B
INBX:
$1.30M
VSXY:
$2.50B
INBX:
-$508.00K
VSXY:
$513.08M
INBX:
-$117.63M
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Return for Risk
VSXY vs. INBX — Risk / Return Rank
VSXY
INBX
VSXY vs. INBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSXY) and Inhibrx, Inc. (INBX). 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.
| VSXY | INBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.67 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 6.91 | 14.10 | -7.19 |
| Martin ratioReturn relative to average drawdown | 16.72 | 36.07 | -19.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSXY | INBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.22 | 4.21 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 1.51 | -1.32 |
Drawdowns
VSXY vs. INBX - Drawdown Comparison
The maximum VSXY drawdown since its inception was -80.87%, which is greater than INBX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for VSXY and INBX.
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Drawdown Indicators
| VSXY | INBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.87% | -39.84% | -41.03% |
Max Drawdown (1Y)Largest decline over 1 year | -35.55% | -38.66% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -69.47% | — | — |
Current DrawdownCurrent decline from peak | -4.75% | -37.16% | +32.41% |
Average DrawdownAverage peak-to-trough decline | -53.08% | -16.96% | -36.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.68% | 15.08% | -0.40% |
Volatility
VSXY vs. INBX - Volatility Comparison
Victoria's Secret & Co. (VSXY) has a higher volatility of 42.61% compared to Inhibrx, Inc. (INBX) at 26.07%. This indicates that VSXY's price experiences larger fluctuations and is considered to be riskier than INBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSXY | INBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.61% | 26.07% | +16.54% |
Volatility (6M)Calculated over the trailing 6-month period | 59.23% | 62.17% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.44% | 129.72% | -53.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.70% | 100.66% | -32.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.70% | 100.66% | -32.96% |
Dividends
VSXY vs. INBX - Dividend Comparison
Neither VSXY nor INBX has paid dividends to shareholders.
Financials
VSXY vs. INBX - Financials Comparison
This section allows you to compare key financial metrics between Victoria's Secret & Co. and Inhibrx, 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
VSXY and INBX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSXY has higher volatility (42.61%) compared to INBX (26.07%). In terms of maximum drawdown, VSXY dropped -80.87% vs INBX's -39.84%.
INBX currently has the higher Sharpe Ratio (4.21 vs 3.22), 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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