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YELP vs. GMAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YELP and GMAB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

YELP vs. GMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yelp Inc. (YELP) and Genmab A/S (GMAB). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
44.14%
3,048.32%
YELP
GMAB

Key characteristics

Sharpe Ratio

YELP:

-0.39

GMAB:

-0.83

Sortino Ratio

YELP:

-0.36

GMAB:

-1.03

Omega Ratio

YELP:

0.95

GMAB:

0.87

Calmar Ratio

YELP:

-0.18

GMAB:

-0.44

Martin Ratio

YELP:

-0.93

GMAB:

-1.17

Ulcer Index

YELP:

12.66%

GMAB:

23.79%

Daily Std Dev

YELP:

30.22%

GMAB:

33.88%

Max Drawdown

YELP:

-85.25%

GMAB:

-84.20%

Current Drawdown

YELP:

-63.86%

GMAB:

-57.74%

Fundamentals

Market Cap

YELP:

$2.30B

GMAB:

$12.83B

EPS

YELP:

$1.88

GMAB:

$1.84

PE Ratio

YELP:

18.85

GMAB:

11.19

PEG Ratio

YELP:

0.40

GMAB:

1.08

PS Ratio

YELP:

1.63

GMAB:

0.60

PB Ratio

YELP:

3.10

GMAB:

2.30

Total Revenue (TTM)

YELP:

$1.08B

GMAB:

$17.38B

Gross Profit (TTM)

YELP:

$973.40M

GMAB:

$16.58B

EBITDA (TTM)

YELP:

$182.11M

GMAB:

$6.35B

Returns By Period

In the year-to-date period, YELP achieves a -8.45% return, which is significantly lower than GMAB's -1.34% return. Over the past 10 years, YELP has underperformed GMAB with an annualized return of -1.06%, while GMAB has yielded a comparatively higher 10.35% annualized return.


YELP

YTD

-8.45%

1M

-4.78%

6M

5.29%

1Y

-13.20%

5Y*

11.72%

10Y*

-1.06%

GMAB

YTD

-1.34%

1M

3.47%

6M

-10.94%

1Y

-26.86%

5Y*

-3.04%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

YELP vs. GMAB — Risk-Adjusted Performance Rank

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

YELP
The Risk-Adjusted Performance Rank of YELP is 3131
Overall Rank
The Sharpe Ratio Rank of YELP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of YELP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of YELP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of YELP is 4141
Calmar Ratio Rank
The Martin Ratio Rank of YELP is 3131
Martin Ratio Rank

GMAB
The Risk-Adjusted Performance Rank of GMAB is 1616
Overall Rank
The Sharpe Ratio Rank of GMAB is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of GMAB is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GMAB is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GMAB is 2323
Calmar Ratio Rank
The Martin Ratio Rank of GMAB is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YELP vs. GMAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) and Genmab A/S (GMAB). 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.


The chart of Sharpe ratio for YELP, currently valued at -0.39, compared to the broader market-2.00-1.000.001.002.003.00
YELP: -0.39
GMAB: -0.83
The chart of Sortino ratio for YELP, currently valued at -0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
YELP: -0.36
GMAB: -1.03
The chart of Omega ratio for YELP, currently valued at 0.95, compared to the broader market0.501.001.502.00
YELP: 0.95
GMAB: 0.87
The chart of Calmar ratio for YELP, currently valued at -0.18, compared to the broader market0.001.002.003.004.005.00
YELP: -0.18
GMAB: -0.44
The chart of Martin ratio for YELP, currently valued at -0.93, compared to the broader market-5.000.005.0010.0015.0020.00
YELP: -0.93
GMAB: -1.17

The current YELP Sharpe Ratio is -0.39, which is higher than the GMAB Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of YELP and GMAB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.39
-0.83
YELP
GMAB

Dividends

YELP vs. GMAB - Dividend Comparison

Neither YELP nor GMAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YELP vs. GMAB - Drawdown Comparison

The maximum YELP drawdown since its inception was -85.25%, roughly equal to the maximum GMAB drawdown of -84.20%. Use the drawdown chart below to compare losses from any high point for YELP and GMAB. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-63.86%
-57.74%
YELP
GMAB

Volatility

YELP vs. GMAB - Volatility Comparison

Yelp Inc. (YELP) has a higher volatility of 14.49% compared to Genmab A/S (GMAB) at 12.19%. This indicates that YELP's price experiences larger fluctuations and is considered to be riskier than GMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.49%
12.19%
YELP
GMAB

Financials

YELP vs. GMAB - Financials Comparison

This section allows you to compare key financial metrics between Yelp Inc. and Genmab A/S. 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


Values in USD except per share items