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VYGR vs. ENVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VYGR vs. ENVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voyager Therapeutics, Inc. (VYGR) and Enveric Biosciences Inc (ENVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VYGR achieves a -7.63% return, which is significantly higher than ENVB's -59.23% return. Over the past 10 years, VYGR has outperformed ENVB with an annualized return of -12.79%, while ENVB has yielded a comparatively lower -74.86% annualized return.


VYGR

1D
3.71%
1M
-3.59%
YTD
-7.63%
6M
-16.74%
1Y
10.00%
3Y*
-34.59%
5Y*
-5.51%
10Y*
-12.79%

ENVB

1D
-3.27%
1M
-34.22%
YTD
-59.23%
6M
-72.39%
1Y
-89.81%
3Y*
-87.52%
5Y*
-85.10%
10Y*
-74.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYGR vs. ENVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYGR
Voyager Therapeutics, Inc.
-7.63%-30.69%-32.82%38.36%125.09%-62.10%-48.75%48.40%-43.37%30.30%
ENVB
Enveric Biosciences Inc
-59.23%-94.37%-72.43%-37.50%-95.53%-37.16%-34.51%-48.17%-94.37%-52.38%

Correlation

The correlation between VYGR and ENVB is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.17

Fundamentals

Market Cap

VYGR:

$215.97M

ENVB:

$2.24M

EPS

VYGR:

-$1.98

ENVB:

-$10.60

PB Ratio

VYGR:

1.24

ENVB:

0.44

Total Revenue (TTM)

VYGR:

$36.49M

ENVB:

$0.00

Gross Profit (TTM)

VYGR:

$33.90M

ENVB:

-$119.83K

EBITDA (TTM)

VYGR:

-$91.32M

ENVB:

-$8.06M

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Return for Risk

VYGR vs. ENVB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VYGR
VYGR Risk / Return Rank: 4848
Overall Rank
VYGR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
VYGR Omega Ratio Rank: 4646
Omega Ratio Rank
VYGR Calmar Ratio Rank: 4848
Calmar Ratio Rank
VYGR Martin Ratio Rank: 4848
Martin Ratio Rank

ENVB
ENVB Risk / Return Rank: 1111
Overall Rank
ENVB Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ENVB Sortino Ratio Rank: 1212
Sortino Ratio Rank
ENVB Omega Ratio Rank: 1212
Omega Ratio Rank
ENVB Calmar Ratio Rank: 22
Calmar Ratio Rank
ENVB Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VYGR vs. ENVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) and Enveric Biosciences Inc (ENVB). 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.


VYGRENVBDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.08

0.87

+0.21

Calmar ratioReturn relative to maximum drawdown

0.27

-0.98

+1.25

Martin ratioReturn relative to average drawdown

0.48

-1.34

+1.82

VYGR vs. ENVB - Sharpe Ratio Comparison

The current VYGR Sharpe Ratio is 0.15, which is higher than the ENVB Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of VYGR and ENVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VYGR vs. ENVB - Drawdown Comparison

The maximum VYGR drawdown since its inception was -92.11%, smaller than the maximum ENVB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VYGR and ENVB.


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Drawdown Indicators


VYGRENVBDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-100.00%

+7.89%

Max Drawdown (1Y)

Largest decline over 1 year

-37.71%

-91.49%

+53.78%

Max Drawdown (3Y)

Largest decline over 3 years

-80.49%

-99.81%

+19.32%

Max Drawdown (5Y)

Largest decline over 5 years

-80.49%

-100.00%

+19.51%

Max Drawdown (10Y)

Largest decline over 10 years

-92.11%

-100.00%

+7.89%

Current Drawdown

Current decline from peak

-88.41%

-100.00%

+11.59%

Average Drawdown

Average peak-to-trough decline

-66.91%

-86.07%

+19.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.10%

66.73%

-45.63%

Volatility

VYGR vs. ENVB - Volatility Comparison

The current volatility for Voyager Therapeutics, Inc. (VYGR) is 19.66%, while Enveric Biosciences Inc (ENVB) has a volatility of 21.07%. This indicates that VYGR experiences smaller price fluctuations and is considered to be less risky than ENVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYGRENVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

21.07%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

43.72%

105.59%

-61.87%

Volatility (1Y)

Calculated over the trailing 1-year period

65.19%

175.01%

-109.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.85%

155.96%

-75.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.87%

164.65%

-88.78%

Dividends

VYGR vs. ENVB - Dividend Comparison

Neither VYGR nor ENVB has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VYGR vs. ENVB - Financials Comparison

This section allows you to compare key financial metrics between Voyager Therapeutics, Inc. and Enveric Biosciences 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


0.0050.00M100.00M150.00M20222023202420252026
2.59M
0
(VYGR) Total Revenue
(ENVB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VYGR and ENVB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENVB has higher volatility (21.07%) compared to VYGR (19.66%). In terms of maximum drawdown, VYGR dropped -92.11% vs ENVB's -100.00%.

VYGR currently has the higher Sharpe Ratio (0.15 vs -0.51), 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.

Portfolio Optimizer

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