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Biogen Inc. (BIIB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS09062X1037
CUSIP09062X103
SectorHealthcare
IndustryDrug Manufacturers—General

Highlights

Market Cap$28.26B
EPS$7.97
PE Ratio24.39
PEG Ratio6.24
Revenue (TTM)$9.84B
Gross Profit (TTM)$7.90B
EBITDA (TTM)$2.38B
Year Range$189.44 - $319.76
Target Price$298.83
Short %2.76%
Short Ratio2.66

Share Price Chart


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Biogen Inc.

Popular comparisons: BIIB vs. LLY, BIIB vs. SPY, BIIB vs. CAH, BIIB vs. GILD, BIIB vs. BMY, BIIB vs. TSM, BIIB vs. VOO, BIIB vs. UNH, BIIB vs. VHT, BIIB vs. MRK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Biogen Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-23.01%
17.96%
BIIB (Biogen Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Biogen Inc. had a return of -24.99% year-to-date (YTD) and -33.97% in the last 12 months. Over the past 10 years, Biogen Inc. had an annualized return of -3.01%, while the S&P 500 had an annualized return of 10.42%, indicating that Biogen Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-24.99%5.05%
1 month-11.00%-4.27%
6 months-23.39%18.82%
1 year-33.97%21.22%
5 years (annualized)-2.87%11.38%
10 years (annualized)-3.01%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.68%-12.03%-0.63%
2023-3.87%-7.58%-1.46%10.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIIB is 6, indicating that it is in the bottom 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BIIB is 66
Biogen Inc.(BIIB)
The Sharpe Ratio Rank of BIIB is 11Sharpe Ratio Rank
The Sortino Ratio Rank of BIIB is 44Sortino Ratio Rank
The Omega Ratio Rank of BIIB is 55Omega Ratio Rank
The Calmar Ratio Rank of BIIB is 1717Calmar Ratio Rank
The Martin Ratio Rank of BIIB is 66Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Biogen Inc. (BIIB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BIIB
Sharpe ratio
The chart of Sharpe ratio for BIIB, currently valued at -1.44, compared to the broader market-2.00-1.000.001.002.003.00-1.44
Sortino ratio
The chart of Sortino ratio for BIIB, currently valued at -2.05, compared to the broader market-4.00-2.000.002.004.00-2.05
Omega ratio
The chart of Omega ratio for BIIB, currently valued at 0.76, compared to the broader market0.501.001.500.76
Calmar ratio
The chart of Calmar ratio for BIIB, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.00-0.59
Martin ratio
The chart of Martin ratio for BIIB, currently valued at -1.54, compared to the broader market0.0010.0020.0030.00-1.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Biogen Inc. Sharpe ratio is -1.44. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.44
1.81
BIIB (Biogen Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Biogen Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-55.73%
-4.64%
BIIB (Biogen Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Biogen Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Biogen Inc. was 90.00%, occurring on Dec 16, 1994. Recovery took 258 trading sessions.

The current Biogen Inc. drawdown is 55.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90%Oct 17, 1991800Dec 16, 1994258Dec 26, 19951058
-66.51%Mar 7, 200034Apr 24, 2000109Sep 27, 2000143
-62.59%Dec 19, 2000555Mar 11, 20031156Oct 15, 20071711
-61.96%Oct 8, 1997227Sep 1, 199876Dec 18, 1998303
-57.22%Mar 23, 20151797May 9, 2022

Volatility

Volatility Chart

The current Biogen Inc. volatility is 6.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.44%
3.30%
BIIB (Biogen Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Biogen Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items