AXSM vs LI

Comparison between Axsome Therapeutics Inc (AXSM, Company) and Li Auto Inc (LI, Company).

AXSM is from the Healthcare sector, while LI is from the Consumer Cyclical sector.

5-Year PerformanceAXSM has outperformed LI, delivering a return of +29.9% compared to -18.1%

AXSM vs LI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AXSM(COMPANY)	LI(COMPANY)
Market Cap	$12B	$12B
Max Drawdown	86.65%	74.83%
Sharpe Ratio	2.18	-1.91
5Y Beta	0.65	0.74
Industry	Biotechnology	Auto Manufacturers
P/E Ratio	-64.72	76.11
Forward P/E	333.33	53.19
PEG Ratio	0.00	0.82
5Y EPS CAGR	6.89%	N/A
Debt to Equity	344.13%	13.11%
Free Cash Flow Yield	-0.57%	-9.93%
P/S Ratio	17.49	0.11
P/B Ratio	226.87	1.18

Market Cap

AXSM

$12B

Winner

$12B

Max Drawdown

AXSM

86.65%

Winner

74.83%

Sharpe Ratio

Winner

AXSM

2.18

-1.91

5Y Beta

Winner

AXSM

0.65

0.74

Industry

AXSM

Biotechnology

Auto Manufacturers

P/E Ratio

Winner

AXSM

-64.72

76.11

Forward P/E

AXSM

333.33

Winner

53.19

PEG Ratio

Winner

AXSM

0.00

0.82

5Y EPS CAGR

AXSM

6.89%

N/A

Debt to Equity

AXSM

344.13%

Winner

13.11%

Free Cash Flow Yield

Winner

AXSM

-0.57%

-9.93%

P/S Ratio

AXSM

17.49

Winner

0.11

P/B Ratio

AXSM

226.87

Winner

1.18

AXSM vs LI - Historical Returns

Returns include dividend reinvestment.

Period	AXSM	LI
1 month	+9.97%	-22.10%
3 months	+44.99%	-34.92%
6 months	+36.72%	-30.32%
1 year	+135.12%	-54.02%
5 years(CAGR)	+29.91%	-18.13%
10 years(CAGR)	+41.72%	N/A
Max(CAGR)	+36.85%	-5.17%

Winner

AXSM

+9.97%

-22.10%

Winner

AXSM

+44.99%

-34.92%

Winner

AXSM

+36.72%

-30.32%

Winner

AXSM

+135.12%

-54.02%

5Y(CAGR)

Winner

AXSM

+29.91%

-18.13%

10Y(CAGR)

AXSM

+41.72%

N/A

Max(CAGR)

Winner

AXSM

+36.85%

-5.17%

AXSM vs LI - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	AXSM	LI
2026	+36.72%	-30.32%
2025	+109.16%	-29.52%
2024	+9.80%	-30.64%
2023	+8.55%	+78.41%
2022	+103.89%	-36.92%
2021	-53.61%	-1.11%
2020	-19.58%	+75.15%
2019	+3756.72%	N/A
2018	-48.49%	N/A
2017	-13.18%	N/A
2016	-44.63%	N/A
2015	+6.06%	N/A

AXSM vs LI Drawdown Comparison

The maximum drawdown for AXSM was -86.65%, occurring on Dec 27, 2018. Recovery took 809 trading sessions.

The maximum drawdown for LI was -74.83%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The current AXSM drawdown is -4.26%. The current LI drawdown is -74.23%.

Rank	AXSM	LI
#1	-86.65% Jan 5, 2016 - Mar 25, 2019	-74.83% Aug 7, 2023 - Jun 30, 2026
#2	-81.26% Dec 26, 2019 - Jan 30, 2025	-69.02% Nov 24, 2020 - Aug 1, 2023
#3	-42.70% Sep 16, 2019 - Nov 19, 2019	-35.46% Aug 26, 2020 - Nov 3, 2020
#4	-30.56% Feb 21, 2025 - Nov 6, 2025	-21.08% Aug 6, 2020 - Aug 26, 2020
#5	-18.50% Jan 21, 2026 - Apr 30, 2026	-11.11% Nov 5, 2020 - Nov 12, 2020
#6	-17.63% Mar 25, 2019 - Apr 25, 2019	-2.79% Jul 30, 2020 - Aug 4, 2020
#7	-17.48% Jul 26, 2019 - Sep 16, 2019	-1.83% Nov 12, 2020 - Nov 16, 2020
#8	-17.26% May 28, 2019 - Jun 20, 2019	-1.50% Aug 3, 2023 - Aug 7, 2023
#9	-11.38% Jun 20, 2019 - Jun 27, 2019	-1.41% Nov 16, 2020 - Nov 19, 2020
#10	-10.33% Nov 24, 2015 - Dec 29, 2015	N/A
#11	-9.37% Jul 2, 2019 - Jul 26, 2019	N/A
#12	-8.83% Dec 4, 2019 - Dec 10, 2019	N/A
#13	-8.26% Dec 31, 2025 - Jan 20, 2026	N/A
#14	-7.23% Feb 5, 2025 - Feb 10, 2025	N/A
#15	-6.99% Jun 12, 2026 - Jun 25, 2026	N/A

Correlation

Correlation between AXSM and LI is -0.50 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.50

-101