Lyell Immunopharma Correlations

LYEL Stock

USD 0.95 0.03 3.26%

The current 90-days correlation between Lyell Immunopharma and Theseus Pharmaceuticals is 0.04 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lyell Immunopharma moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lyell Immunopharma moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Lyell Immunopharma Correlation With Market

Very weak diversification

The correlation between Lyell Immunopharma and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lyell Immunopharma and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lyell Immunopharma. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income.

For more information on how to buy Lyell Stock please use our How to buy in Lyell Stock guide.

Moving together with Lyell Stock

0.64	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.65	RDY	Dr Reddys Laboratories	Pair Corr
0.67	TAK	Takeda Pharmaceutical	Pair Corr
0.74	LTRN	Lantern Pharma	Pair Corr
0.63	AMGN	Amgen Inc	Pair Corr

Moving against Lyell Stock

0.68	ESPR	Esperion Therapeutics Buyout Trend	Pair Corr
0.59	BMY	Bristol Myers Squibb Sell-off Trend	Pair Corr
0.54	EBS	Emergent Biosolutions	Pair Corr
0.48	GILD	Gilead Sciences	Pair Corr
0.44	EWTX	Edgewise Therapeutics	Pair Corr
0.38	VTRS	Viatris	Pair Corr
0.38	GANX	Gain Therapeutics	Pair Corr
0.59	BSX	Boston Scientific Corp Sell-off Trend	Pair Corr
0.58	DXCM	DexCom Inc Sell-off Trend	Pair Corr
0.46	ABT	Abbott Laboratories Sell-off Trend	Pair Corr
0.45	EW	Edwards Lifesciences Corp	Pair Corr
0.37	MNMD	Mind Medicine	Pair Corr
0.37	CMND	Clearmind Medicine Common	Pair Corr
0.32	CPRX	Catalyst Pharmaceuticals	Pair Corr

Related Correlations Analysis

	CGEM	GLUE	THRX	RVMD	NKTX	GBIO	SANA	NUVB	IPSC	STTK
CGEM		-0.46	0.77	-0.73	0.84	0.87	0.88	0.26	0.64	0.71	CGEM
GLUE	-0.46		-0.37	0.76	-0.59	-0.52	-0.61	0.22	-0.51	-0.42	GLUE
THRX	0.77	-0.37		-0.57	0.63	0.74	0.54	0.07	0.35	0.58	THRX
RVMD	-0.73	0.76	-0.57		-0.87	-0.7	-0.87	-0.12	-0.62	-0.79	RVMD
NKTX	0.84	-0.59	0.63	-0.87		0.75	0.87	0.4	0.72	0.88	NKTX
GBIO	0.87	-0.52	0.74	-0.7	0.75		0.77	-0.01	0.62	0.59	GBIO
SANA	0.88	-0.61	0.54	-0.87	0.87	0.77		0.23	0.66	0.71	SANA
NUVB	0.26	0.22	0.07	-0.12	0.4	-0.01	0.23		0.32	0.52	NUVB
IPSC	0.64	-0.51	0.35	-0.62	0.72	0.62	0.66	0.32		0.6	IPSC
STTK	0.71	-0.42	0.58	-0.79	0.88	0.59	0.71	0.52	0.6		STTK
	CGEM	GLUE	THRX	RVMD	NKTX	GBIO	SANA	NUVB	IPSC	STTK

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

SANA	+ 0.88	CGEM
STTK	+ 0.88	NKTX
GBIO	+ 0.87	CGEM
SANA	+ 0.87	NKTX
NKTX	+ 0.84	CGEM
THRX	+ 0.77	CGEM

High negative correlations

SANA	- 0.87	RVMD
NKTX	- 0.87	RVMD
STTK	- 0.79	RVMD
RVMD	- 0.73	CGEM
GBIO	- 0.7	RVMD
IPSC	- 0.62	RVMD

Risk-Adjusted Indicators

There is a big difference between Lyell Stock performing well and Lyell Immunopharma Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lyell Immunopharma's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CGEM	2.89	(0.71)	0.00	(0.21)	0.00	0.00	5.88	(7.24)	17.85
GLUE	5.18	0.88	0.25	0.43	3.74	(7.01)	8.10	(8.18)	102.66
THRX	5.44	(0.54)	0.00	4.10	0.00	0.00	11.75	(8.57)	90.33
RVMD	1.99	0.34	0.15	0.44	2.00	(2.17)	4.81	(3.24)	10.95
NKTX	3.78	(1.11)	0.00	(0.32)	0.00	0.00	9.32	(7.83)	24.02
GBIO	4.15	(1.10)	0.00	(0.19)	0.00	0.00	9.35	(8.20)	25.48
SANA	3.55	(1.23)	0.00	(0.63)	0.00	0.00	7.69	(8.07)	23.40
NUVB	3.52	(0.59)	0.00	(0.02)	0.00	0.00	9.48	(8.36)	21.30
IPSC	3.92	(0.16)	0.01	0.07	4.28	(4.65)	7.44	(6.82)	21.67
STTK	4.96	(1.53)	0.00	(0.62)	0.00	0.00	6.93	(9.82)	51.03

Lyell Immunopharma Corporate Management

Elizabeth Homans	CEO Director	Profile
Richard Goold	Chief Officer	Profile
Stephen Hill	Chief Officer	Profile
Crystal MD	Founder Advisor	Profile
Charles Newton	Chief Officer	Profile
Prof MD	Founder Advisor	Profile
Nellie Dillery	Director Accounting	Profile

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