PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BioMarin Pharmaceutical Inc. (BMRN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS09061G1013
CUSIP09061G101
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$15.65B
EPS$1.06
PE Ratio77.77
PEG Ratio0.76
Revenue (TTM)$2.47B
Gross Profit (TTM)$1.61B
EBITDA (TTM)$293.47M
Year Range$76.02 - $99.56
Target Price$110.10
Short %1.96%
Short Ratio2.76

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BioMarin Pharmaceutical Inc.

Popular comparisons: BMRN vs. JAZZ, BMRN vs. CRSP, BMRN vs. KNSA, BMRN vs. BMTX, BMRN vs. CPRX, BMRN vs. RCKT, BMRN vs. VRTX, BMRN vs. AVGO, BMRN vs. VOO

Performance

Performance Chart

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


200.00%300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
529.18%
282.31%
BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

BioMarin Pharmaceutical Inc. had a return of -14.35% year-to-date (YTD) and -13.93% in the last 12 months. Over the past 10 years, BioMarin Pharmaceutical Inc. had an annualized return of 3.51%, while the S&P 500 had an annualized return of 10.71%, indicating that BioMarin Pharmaceutical Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-14.35%8.76%
1 month-5.03%-0.32%
6 months-3.40%18.48%
1 year-13.93%25.36%
5 years (annualized)-0.19%12.60%
10 years (annualized)3.51%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.65%-2.04%1.23%-7.53%
2023-7.95%11.82%5.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BMRN is 19, indicating that it is in the bottom 19% of stocks on our website 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 BMRN is 1919
BMRN (BioMarin Pharmaceutical Inc.)
The Sharpe Ratio Rank of BMRN is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 2020Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 2020Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 2828Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 33Martin 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 BioMarin Pharmaceutical Inc. (BMRN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BMRN
Sharpe ratio
The chart of Sharpe ratio for BMRN, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.004.00-0.51
Sortino ratio
The chart of Sortino ratio for BMRN, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.006.00-0.59
Omega ratio
The chart of Omega ratio for BMRN, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for BMRN, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30
Martin ratio
The chart of Martin ratio for BMRN, currently valued at -1.55, compared to the broader market-10.000.0010.0020.0030.00-1.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market-2.00-1.000.001.002.003.004.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.43, compared to the broader market-10.000.0010.0020.0030.008.43

Sharpe Ratio

The current BioMarin Pharmaceutical Inc. Sharpe ratio is -0.51. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BioMarin Pharmaceutical Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.51
2.20
BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


BioMarin Pharmaceutical Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-44.63%
-1.27%
BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BioMarin Pharmaceutical 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 BioMarin Pharmaceutical Inc. was 90.58%, occurring on Aug 27, 2002. Recovery took 1350 trading sessions.

The current BioMarin Pharmaceutical Inc. drawdown is 44.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.58%Mar 2, 2000624Aug 27, 20021350Jan 8, 20081974
-74.89%Feb 15, 2008267Mar 9, 2009837Jul 2, 20121104
-56.9%Jul 21, 20151058Oct 2, 2019
-38%Sep 28, 199965Dec 29, 199932Feb 14, 200097
-33.02%Feb 28, 201497Jul 17, 201476Nov 3, 2014173

Volatility

Volatility Chart

The current BioMarin Pharmaceutical Inc. volatility is 12.55%, 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.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
12.55%
4.08%
BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

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)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

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