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WVE vs. IONS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

WVE vs. IONS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wave Life Sciences Ltd. (WVE) and Ionis Pharmaceuticals, Inc. (IONS). The values are adjusted to include any dividend payments, if applicable.

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WVE vs. IONS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVE
Wave Life Sciences Ltd.
-57.35%37.43%144.95%-27.86%122.93%-60.10%-1.81%-80.93%19.77%34.23%
IONS
Ionis Pharmaceuticals, Inc.
-5.08%126.29%-30.90%33.94%24.12%-46.18%-6.41%11.75%7.48%5.16%

Fundamentals

Market Cap

WVE:

$1.31B

IONS:

$12.16B

EPS

WVE:

-$1.20

IONS:

-$2.26

PS Ratio

WVE:

28.95

IONS:

13.40

PB Ratio

WVE:

2.52

IONS:

24.88

Total Revenue (TTM)

WVE:

$42.73M

IONS:

$943.38M

Gross Profit (TTM)

WVE:

$21.12M

IONS:

$927.39M

EBITDA (TTM)

WVE:

-$206.29M

IONS:

-$288.11M

Returns By Period

In the year-to-date period, WVE achieves a -57.35% return, which is significantly lower than IONS's -5.08% return. Over the past 10 years, WVE has underperformed IONS with an annualized return of -6.17%, while IONS has yielded a comparatively higher 6.23% annualized return.


WVE

1D
9.52%
1M
-47.95%
YTD
-57.35%
6M
-0.96%
1Y
-10.27%
3Y*
18.75%
5Y*
3.55%
10Y*
-6.17%

IONS

1D
3.54%
1M
-7.47%
YTD
-5.08%
6M
14.78%
1Y
148.89%
3Y*
28.08%
5Y*
10.76%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WVE vs. IONS — Risk / Return Rank

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

WVE
WVE Risk / Return Rank: 4747
Overall Rank
WVE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WVE Omega Ratio Rank: 6767
Omega Ratio Rank
WVE Calmar Ratio Rank: 3535
Calmar Ratio Rank
WVE Martin Ratio Rank: 3232
Martin Ratio Rank

IONS
IONS Risk / Return Rank: 9797
Overall Rank
IONS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IONS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IONS Omega Ratio Rank: 9696
Omega Ratio Rank
IONS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IONS Martin Ratio Rank: 9898
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.

WVE vs. IONS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wave Life Sciences Ltd. (WVE) and Ionis Pharmaceuticals, Inc. (IONS). 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.


WVEIONSDifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.96

-3.02

Sortino ratio

Return per unit of downside risk

1.26

4.28

-3.02

Omega ratio

Gain probability vs. loss probability

1.20

1.57

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.22

7.25

-7.48

Martin ratio

Return relative to average drawdown

-0.60

25.04

-25.64

WVE vs. IONS - Sharpe Ratio Comparison

The current WVE Sharpe Ratio is -0.06, which is lower than the IONS Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of WVE and IONS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WVEIONSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.96

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.25

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.13

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.10

-0.18

Correlation

The correlation between WVE and IONS is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WVE vs. IONS - Dividend Comparison

Neither WVE nor IONS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WVE vs. IONS - Drawdown Comparison

The maximum WVE drawdown since its inception was -97.77%, which is greater than IONS's maximum drawdown of -91.42%. Use the drawdown chart below to compare losses from any high point for WVE and IONS.


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Drawdown Indicators


WVEIONSDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-91.42%

-6.35%

Max Drawdown (1Y)

Largest decline over 1 year

-70.91%

-19.45%

-51.46%

Max Drawdown (5Y)

Largest decline over 5 years

-83.53%

-52.36%

-31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

-70.39%

-27.38%

Current Drawdown

Current decline from peak

-86.87%

-13.19%

-73.68%

Average Drawdown

Average peak-to-trough decline

-64.37%

-52.59%

-11.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.68%

5.63%

+21.05%

Volatility

WVE vs. IONS - Volatility Comparison

Wave Life Sciences Ltd. (WVE) has a higher volatility of 70.76% compared to Ionis Pharmaceuticals, Inc. (IONS) at 10.99%. This indicates that WVE's price experiences larger fluctuations and is considered to be riskier than IONS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WVEIONSDifference

Volatility (1M)

Calculated over the trailing 1-month period

70.76%

10.99%

+59.77%

Volatility (6M)

Calculated over the trailing 6-month period

124.74%

22.34%

+102.40%

Volatility (1Y)

Calculated over the trailing 1-year period

171.05%

50.77%

+120.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.66%

42.73%

+71.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.93%

48.55%

+50.38%

Financials

WVE vs. IONS - Financials Comparison

This section allows you to compare key financial metrics between Wave Life Sciences Ltd. and Ionis Pharmaceuticals, 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


0.00100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
17.24M
203.00M
(WVE) Total Revenue
(IONS) Total Revenue
Values in USD except per share items