PortfoliosLab logo

BioMarin Pharmaceutical Inc.

BMRN
Equity · Currency in USD
Sector
Healthcare
Industry
Biotechnology
ISIN
US09061G1013
CUSIP
09061G101

BMRNPrice Chart


Chart placeholderClick Calculate to get results

BMRNPerformance

The chart shows the growth of $10,000 invested in BioMarin Pharmaceutical Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $38,913 for a total return of roughly 289.13%. All prices are adjusted for splits and dividends.


BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (S&P 500)

BMRNReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-5.64%
6M-7.48%
YTD-15.91%
1Y-4.85%
5Y-2.17%
10Y8.34%

BMRNMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

BMRNSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current BioMarin Pharmaceutical Inc. Sharpe ratio is -0.24. 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.

The chart below displays rolling 12-month Sharpe Ratio.


BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (S&P 500)

BMRNDividends


BioMarin Pharmaceutical Inc. doesn't pay dividends

BMRNDrawdowns Chart

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


BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (S&P 500)

BMRNWorst Drawdowns

The table below shows the maximum drawdowns of the BioMarin Pharmaceutical Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the BioMarin Pharmaceutical Inc. is 56.90%, recorded on Oct 2, 2019. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.9%Jul 21, 20151059Oct 2, 2019
-33.02%Feb 28, 201497Jul 17, 201476Nov 3, 2014173
-26.18%Apr 6, 201064Jul 6, 201082Oct 29, 2010146
-24.35%Sep 20, 201335Nov 7, 201370Feb 20, 2014105
-23.09%Aug 1, 20116Aug 8, 201129Sep 19, 201135
-22.16%May 15, 201328Jun 24, 201351Sep 5, 201379
-17.07%Feb 18, 201122Mar 22, 201150Jun 2, 201172
-16.2%Feb 8, 201243Apr 10, 201224May 14, 201267
-15.06%Jul 16, 201276Nov 1, 20122Nov 5, 201278
-14.19%Oct 31, 201114Nov 17, 201132Jan 5, 201246

BMRNVolatility Chart

Current BioMarin Pharmaceutical Inc. volatility is 25.33%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


BMRN (BioMarin Pharmaceutical Inc.)
Benchmark (S&P 500)

Portfolios with BioMarin Pharmaceutical Inc.


Loading data...

More Tools for BioMarin Pharmaceutical Inc.