VYGR vs. ALKS
VYGR (Voyager Therapeutics, Inc.) and ALKS (Alkermes plc) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, VYGR returned -11.43%/yr vs 0.85%/yr for ALKS. At a 0.33 correlation, their price movements are largely independent.
Performance
VYGR vs. ALKS - Performance Comparison
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Returns By Period
In the year-to-date period, VYGR achieves a -5.34% return, which is significantly lower than ALKS's 64.47% return. Over the past 10 years, VYGR has underperformed ALKS with an annualized return of -11.43%, while ALKS has yielded a comparatively higher 0.85% annualized return.
VYGR
- 1D
- 0.00%
- 1M
- -2.11%
- YTD
- -5.34%
- 6M
- -11.64%
- 1Y
- 25.25%
- 3Y*
- -32.19%
- 5Y*
- -3.21%
- 10Y*
- -11.43%
ALKS
- 1D
- 2.29%
- 1M
- 25.05%
- YTD
- 64.47%
- 6M
- 60.74%
- 1Y
- 58.20%
- 3Y*
- 11.34%
- 5Y*
- 13.75%
- 10Y*
- 0.85%
VYGR vs. ALKS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYGR Voyager Therapeutics, Inc. | -5.34% | -30.69% | -32.82% | 38.36% | 125.09% | -62.10% | -48.75% | 48.40% | -43.37% | 30.30% |
ALKS Alkermes plc | 64.47% | -2.71% | 3.68% | 6.16% | 12.34% | 16.59% | -2.21% | -30.87% | -46.08% | -1.53% |
Correlation
The correlation between VYGR and ALKS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2015 | 0.33 |
Fundamentals
VYGR:
$221.33M
ALKS:
$7.65B
VYGR:
-$1.98
ALKS:
$0.91
VYGR:
6.01
ALKS:
4.95
VYGR:
1.27
ALKS:
4.37
VYGR:
$36.49M
ALKS:
$1.56B
VYGR:
$33.90M
ALKS:
$1.02B
VYGR:
-$91.32M
ALKS:
$249.70M
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Return for Risk
VYGR vs. ALKS — Risk / Return Rank
VYGR
ALKS
VYGR vs. ALKS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) and Alkermes plc (ALKS). 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.
| VYGR | ALKS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.27 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.64 | -1.96 |
| Martin ratioReturn relative to average drawdown | 1.18 | 6.12 | -4.94 |
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Drawdowns
VYGR vs. ALKS - Drawdown Comparison
The maximum VYGR drawdown since its inception was -92.11%, roughly equal to the maximum ALKS drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for VYGR and ALKS.
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Drawdown Indicators
| VYGR | ALKS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -96.14% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -37.71% | -22.20% | -15.51% |
Max Drawdown (3Y)Largest decline over 3 years | -77.12% | -30.98% | -46.14% |
Max Drawdown (5Y)Largest decline over 5 years | -80.49% | -33.18% | -47.31% |
Max Drawdown (10Y)Largest decline over 10 years | -92.11% | -80.58% | -11.53% |
Current DrawdownCurrent decline from peak | -88.12% | -53.06% | -35.06% |
Average DrawdownAverage peak-to-trough decline | -66.94% | -67.22% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.39% | 9.54% | +11.85% |
Volatility
VYGR vs. ALKS - Volatility Comparison
Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 15.00% compared to Alkermes plc (ALKS) at 9.83%. This indicates that VYGR's price experiences larger fluctuations and is considered to be riskier than ALKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYGR | ALKS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.00% | 9.83% | +5.17% |
Volatility (6M)Calculated over the trailing 6-month period | 43.80% | 30.20% | +13.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.00% | 40.78% | +24.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.84% | 37.33% | +43.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.81% | 41.30% | +34.51% |
Dividends
VYGR vs. ALKS - Dividend Comparison
Neither VYGR nor ALKS has paid dividends to shareholders.
Financials
VYGR vs. ALKS - Financials Comparison
This section allows you to compare key financial metrics between Voyager Therapeutics, Inc. and Alkermes plc. 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
VYGR and ALKS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (15.00%) compared to ALKS (9.83%). In terms of maximum drawdown, VYGR dropped -92.11% vs ALKS's -96.14%.
ALKS currently has the higher Sharpe Ratio (1.44 vs 0.39), 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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