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YMAB vs. MPTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YMAB and MPTI is 0.12, 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.


-0.50.00.51.00.1

Performance

YMAB vs. MPTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Y-mAbs Therapeutics, Inc. (YMAB) and M-tron Industries Inc (MPTI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-33.74%
46.99%
YMAB
MPTI

Key characteristics

Sharpe Ratio

YMAB:

0.39

MPTI:

0.57

Sortino Ratio

YMAB:

1.10

MPTI:

1.21

Omega Ratio

YMAB:

1.14

MPTI:

1.16

Calmar Ratio

YMAB:

0.33

MPTI:

0.92

Martin Ratio

YMAB:

1.03

MPTI:

2.04

Ulcer Index

YMAB:

28.15%

MPTI:

20.33%

Daily Std Dev

YMAB:

73.48%

MPTI:

72.47%

Max Drawdown

YMAB:

-94.78%

MPTI:

-46.41%

Current Drawdown

YMAB:

-85.05%

MPTI:

-29.82%

Fundamentals

Market Cap

YMAB:

$426.84M

MPTI:

$171.92M

EPS

YMAB:

-$0.54

MPTI:

$2.00

Total Revenue (TTM)

YMAB:

$84.55M

MPTI:

$46.98M

Gross Profit (TTM)

YMAB:

$75.11M

MPTI:

$21.28M

EBITDA (TTM)

YMAB:

-$27.87M

MPTI:

$7.43M

Returns By Period

In the year-to-date period, YMAB achieves a 18.91% return, which is significantly lower than MPTI's 37.56% return.


YMAB

YTD

18.91%

1M

-22.09%

6M

-32.98%

1Y

19.44%

5Y*

-24.75%

10Y*

N/A

MPTI

YTD

37.56%

1M

-21.40%

6M

52.00%

1Y

46.77%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

YMAB vs. MPTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Y-mAbs Therapeutics, Inc. (YMAB) and M-tron Industries Inc (MPTI). 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.


Sharpe ratio
The chart of Sharpe ratio for YMAB, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.390.57
The chart of Sortino ratio for YMAB, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.101.21
The chart of Omega ratio for YMAB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.16
The chart of Calmar ratio for YMAB, currently valued at 0.51, compared to the broader market0.002.004.006.000.510.92
The chart of Martin ratio for YMAB, currently valued at 1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.001.032.04
YMAB
MPTI

The current YMAB Sharpe Ratio is 0.39, which is lower than the MPTI Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of YMAB and MPTI, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.39
0.57
YMAB
MPTI

Dividends

YMAB vs. MPTI - Dividend Comparison

Neither YMAB nor MPTI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YMAB vs. MPTI - Drawdown Comparison

The maximum YMAB drawdown since its inception was -94.78%, which is greater than MPTI's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for YMAB and MPTI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.61%
-29.82%
YMAB
MPTI

Volatility

YMAB vs. MPTI - Volatility Comparison

Y-mAbs Therapeutics, Inc. (YMAB) and M-tron Industries Inc (MPTI) have volatilities of 20.03% and 20.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
20.03%
20.01%
YMAB
MPTI

Financials

YMAB vs. MPTI - Financials Comparison

This section allows you to compare key financial metrics between Y-mAbs Therapeutics, Inc. and M-tron Industries 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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