EXEL vs INCY: returns, Sharpe ratio and drawdown

Over the past year, EXEL returned +80.17% against +31.22% for INCY. Over five years, EXEL averaged +23.85% a year, compared with +11.12% for INCY. EXEL had the higher Sharpe ratio over the past year (1.77 vs 0.85), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.59% for EXEL and -18.33% for INCY.