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Bluejay Diagnostics, Inc. (BJDX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US0956331039
CUSIP
95633103
IPO Date
Nov 10, 2021

Highlights

EPS (TTM)
-$18.50
Total Revenue (TTM)
$216.09K
Gross Profit (TTM)
-$13.83K
EBITDA (TTM)
-$6.74M
Year Range
$1.65 - $40.80
ROA (TTM)
-96.23%
ROE (TTM)
-114.65%

Share Price Chart


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Bluejay Diagnostics, Inc.

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Bluejay Diagnostics, Inc. (BJDX) has returned -31.06% so far this year and -87.67% over the past 12 months.


Bluejay Diagnostics, Inc.

1D
3.95%
1M
-10.24%
YTD
-31.06%
6M
-69.74%
1Y
-87.67%
3Y*
-94.80%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 10, 2021, BJDX's average daily return is -0.59%, while the average monthly return is -14.38%.

Historically, 30% of months were positive and 70% were negative. The best month was Feb 2023 with a return of +55.2%, while the worst month was Jun 2024 at -83.5%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BJDX closed higher 40% of trading days. The best single day was Apr 7, 2025 with a return of +112.5%, while the worst single day was Apr 8, 2025 at -60.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202635.64%-43.37%-10.24%-31.06%
2025-24.44%16.30%-12.85%-48.79%-16.75%8.18%-12.79%-9.24%11.65%29.61%-34.01%-48.68%-86.30%
2024-34.39%-1.44%1.75%-38.96%8.16%-83.51%-31.31%-61.13%-31.98%-31.89%-19.08%39.14%-99.00%
202312.85%55.23%-38.51%-26.96%-20.94%11.26%21.72%-8.44%-26.11%-20.09%-6.65%-62.23%-83.94%
2022-35.55%-36.97%7.69%4.46%-8.55%-0.93%6.60%-8.85%-24.27%6.28%-17.97%-44.13%-85.16%
2021-46.05%-10.80%-51.88%

Benchmark Metrics

Bluejay Diagnostics, Inc. has an annualized alpha of -78.69%, beta of 0.62, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 11, 2021.

  • This stock participated in 252.77% of S&P 500 Index downside but only -165.68% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.62 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-78.69%
Beta
0.62
0.00
Upside Capture
-165.68%
Downside Capture
252.77%

Return for Risk

Risk / Return Rank

BJDX ranks 16 for risk / return — in the bottom 16% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BJDX Risk / Return Rank: 1616
Overall Rank
BJDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BJDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BJDX Omega Ratio Rank: 1616
Omega Ratio Rank
BJDX Calmar Ratio Rank: 55
Calmar Ratio Rank
BJDX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bluejay Diagnostics, Inc. (BJDX) and compare them to a chosen benchmark (S&P 500 Index).


BJDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.47

0.90

-1.36

Sortino ratio

Return per unit of downside risk

-0.63

1.39

-2.01

Omega ratio

Gain probability vs. loss probability

0.92

1.21

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.93

1.40

-2.33

Martin ratio

Return relative to average drawdown

-1.09

6.61

-7.70

Explore BJDX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Bluejay Diagnostics, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bluejay Diagnostics, 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 Bluejay Diagnostics, Inc. was 100.00%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Bluejay Diagnostics, Inc. drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Nov 11, 20211098Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Bluejay Diagnostics, Inc. is priced in the market compared to other companies in the Medical Devices industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for BJDX relative to other companies in the Medical Devices industry. Currently, BJDX has a P/S ratio of 3.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items