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WVE vs. IONS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, WVE achieves a -64.47% return, which is significantly lower than IONS's -3.94% return. Over the past 10 years, WVE has underperformed IONS with an annualized return of -11.39%, while IONS has yielded a comparatively higher 13.21% annualized return.


WVE

1D
-2.11%
1M
-5.33%
YTD
-64.47%
6M
-65.45%
1Y
-13.22%
3Y*
17.32%
5Y*
-3.43%
10Y*
-11.39%

IONS

1D
0.13%
1M
0.57%
YTD
-3.94%
6M
-5.40%
1Y
101.73%
3Y*
24.22%
5Y*
14.60%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WVE vs. IONS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVE
Wave Life Sciences Ltd.
-64.47%37.43%144.95%-27.86%122.93%-60.10%-1.81%-80.93%19.77%34.23%
IONS
Ionis Pharmaceuticals, Inc.
-3.94%126.29%-30.90%33.94%24.12%-46.18%-6.41%11.75%7.48%5.16%

Correlation

The correlation between WVE and IONS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.33

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

0.29

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2015

0.26

Fundamentals

Market Cap

WVE:

$1.21B

IONS:

$12.53B

EPS

WVE:

-$1.03

IONS:

-$1.95

PS Ratio

WVE:

14.98

IONS:

12.03

PB Ratio

WVE:

2.36

IONS:

25.50

Total Revenue (TTM)

WVE:

$71.80M

IONS:

$1.06B

Gross Profit (TTM)

WVE:

$29.09M

IONS:

$1.04B

EBITDA (TTM)

WVE:

-$184.40M

IONS:

$4.54B

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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: 4848
Overall Rank
WVE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WVE Sortino Ratio Rank: 6060
Sortino Ratio Rank
WVE Omega Ratio Rank: 6767
Omega Ratio Rank
WVE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WVE Martin Ratio Rank: 3737
Martin Ratio Rank

IONS
IONS Risk / Return Rank: 9393
Overall Rank
IONS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IONS Sortino Ratio Rank: 9696
Sortino Ratio Rank
IONS Omega Ratio Rank: 9393
Omega Ratio Rank
IONS Calmar Ratio Rank: 9393
Calmar Ratio Rank
IONS Martin Ratio Rank: 9191
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.

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.


WVEIONSDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

1.19

1.49

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.18

5.26

-5.44

Martin ratioReturn relative to average drawdown

-0.32

12.39

-12.71

WVE vs. IONS - Sharpe Ratio Comparison

The current WVE Sharpe Ratio is -0.08, which is lower than the IONS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of WVE and IONS, 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

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

-73.44%

-19.45%

-53.99%

Max Drawdown (3Y)

Largest decline over 3 years

-73.44%

-52.36%

-21.08%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

-52.36%

-30.36%

Max Drawdown (10Y)

Largest decline over 10 years

-97.77%

-70.39%

-27.38%

Current Drawdown

Current decline from peak

-89.06%

-12.15%

-76.91%

Average Drawdown

Average peak-to-trough decline

-64.88%

-52.35%

-12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.94%

8.24%

+32.70%

Volatility

WVE vs. IONS - Volatility Comparison

Wave Life Sciences Ltd. (WVE) has a higher volatility of 16.53% compared to Ionis Pharmaceuticals, Inc. (IONS) at 6.42%. 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

16.53%

6.42%

+10.11%

Volatility (6M)

Calculated over the trailing 6-month period

79.20%

20.05%

+59.15%

Volatility (1Y)

Calculated over the trailing 1-year period

168.70%

46.63%

+122.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.67%

42.20%

+72.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.97%

46.17%

+52.80%

Dividends

WVE vs. IONS - Dividend Comparison

Neither WVE nor IONS has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
38.25M
246.09M
(WVE) Total Revenue
(IONS) Total Revenue
Values in USD except per share items

WVE vs. IONS - Profitability Comparison

The chart below illustrates the profitability comparison between Wave Life Sciences Ltd. and Ionis Pharmaceuticals, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%202220232024202520260
98.8%
Portfolio components
WVE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a gross profit of 0.00 and revenue of 38.25M. Therefore, the gross margin over that period was 0.0%.

IONS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ionis Pharmaceuticals, Inc. reported a gross profit of 243.11M and revenue of 246.09M. Therefore, the gross margin over that period was 98.8%.

WVE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported an operating income of -31.30M and revenue of 38.25M, resulting in an operating margin of -81.8%.

IONS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ionis Pharmaceuticals, Inc. reported an operating income of -117.42M and revenue of 246.09M, resulting in an operating margin of -47.7%.

WVE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wave Life Sciences Ltd. reported a net income of -26.09M and revenue of 38.25M, resulting in a net margin of -68.2%.

IONS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ionis Pharmaceuticals, Inc. reported a net income of -92.53M and revenue of 246.09M, resulting in a net margin of -37.6%.


Frequently Asked Questions


WVE and IONS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WVE has higher volatility (16.53%) compared to IONS (6.42%). In terms of maximum drawdown, WVE dropped -97.77% vs IONS's -91.42%.

IONS currently has the higher Sharpe Ratio (2.19 vs -0.08), 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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