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VYNE vs. MURA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VYNE vs. MURA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VYNE Therapeutics Inc. (VYNE) and Mural Oncology plc (MURA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VYNE

1D
-1.00%
1M
5.43%
YTD
16.53%
6M
88.99%
1Y
-27.16%
3Y*
-51.86%
5Y*
-60.57%
10Y*

MURA

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.49%
1Y
-22.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYNE vs. MURA - Yearly Performance Comparison


2026 (YTD)202520242023
VYNE
VYNE Therapeutics Inc.
16.53%-82.68%43.78%-41.46%
MURA
Mural Oncology plc
0.00%-36.65%-45.61%55.79%

Correlation

The correlation between VYNE and MURA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2023

0.18

Fundamentals

Market Cap

VYNE:

$28.91M

MURA:

$35.34M

EPS

VYNE:

-$0.50

MURA:

-$6.89

PB Ratio

VYNE:

1.17

MURA:

0.64

Total Revenue (TTM)

VYNE:

$454.00K

MURA:

$0.00

Gross Profit (TTM)

VYNE:

$363.00K

MURA:

-$1.10M

EBITDA (TTM)

VYNE:

-$23.76M

MURA:

-$118.31M

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VYNE Therapeutics Inc.

Mural Oncology plc

Often compared with MURA:
MURA vs. IRON

Return for Risk

VYNE vs. MURA — Risk / Return Rank

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

VYNE
VYNE Risk / Return Rank: 3939
Overall Rank
VYNE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VYNE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VYNE Omega Ratio Rank: 5757
Omega Ratio Rank
VYNE Calmar Ratio Rank: 2929
Calmar Ratio Rank
VYNE Martin Ratio Rank: 3232
Martin Ratio Rank

MURA
MURA Risk / Return Rank: 3030
Overall Rank
MURA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MURA Sortino Ratio Rank: 1212
Sortino Ratio Rank
MURA Omega Ratio Rank: 44
Omega Ratio Rank
MURA Calmar Ratio Rank: 6363
Calmar Ratio Rank
MURA Martin Ratio Rank: 5959
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.

VYNE vs. MURA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VYNE Therapeutics Inc. (VYNE) and Mural Oncology plc (MURA). 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.


VYNEMURADifference

Sharpe ratio

Return per unit of total volatility

-0.24

-0.75

+0.51

Sortino ratio

Return per unit of downside risk

0.73

-0.91

+1.64

Omega ratio

Gain probability vs. loss probability

1.16

0.78

+0.37

Calmar ratio

Return relative to maximum drawdown

-0.34

1.11

-1.46

Martin ratio

Return relative to average drawdown

-0.43

1.98

-2.41

VYNE vs. MURA - Sharpe Ratio Comparison

The current VYNE Sharpe Ratio is -0.24, which is higher than the MURA Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of VYNE and MURA, 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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Sharpe Ratios by Period


VYNEMURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.75

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.21

-0.39

Drawdowns

VYNE vs. MURA - Drawdown Comparison

The maximum VYNE drawdown since its inception was -99.99%, which is greater than MURA's maximum drawdown of -83.44%. Use the drawdown chart below to compare losses from any high point for VYNE and MURA.


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Drawdown Indicators


VYNEMURADifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-83.44%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-83.79%

-41.06%

-42.73%

Max Drawdown (3Y)

Largest decline over 3 years

-95.26%

Max Drawdown (5Y)

Largest decline over 5 years

-99.61%

Current Drawdown

Current decline from peak

-99.98%

-66.06%

-33.92%

Average Drawdown

Average peak-to-trough decline

-93.08%

-47.65%

-45.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.10%

26.97%

+40.13%

Volatility

VYNE vs. MURA - Volatility Comparison

VYNE Therapeutics Inc. (VYNE) has a higher volatility of 4.64% compared to Mural Oncology plc (MURA) at 0.00%. This indicates that VYNE's price experiences larger fluctuations and is considered to be riskier than MURA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYNEMURADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

0.00%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

5.09%

+42.07%

Volatility (1Y)

Calculated over the trailing 1-year period

115.76%

35.65%

+80.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.06%

112.72%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.35%

112.72%

-9.37%

Dividends

VYNE vs. MURA - Dividend Comparison

Neither VYNE nor MURA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VYNE vs. MURA - Financials Comparison

This section allows you to compare key financial metrics between VYNE Therapeutics Inc. and Mural Oncology 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.


Quarterly
Annual

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


0.00500.00K1.00M1.50M2.00M20222023202420252026
86.00K
0
(VYNE) Total Revenue
(MURA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VYNE and MURA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYNE has higher volatility (4.64%) compared to MURA (0.00%). In terms of maximum drawdown, VYNE dropped -99.99% vs MURA's -83.44%.

VYNE currently has the higher Sharpe Ratio (-0.24 vs -0.75), 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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