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Jazz Pharmaceuticals plc (JAZZ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
IE00B4Q5ZN47
CUSIP
00B4Q5ZN4
IPO Date
Jun 1, 2007

Highlights

Market Cap
$11.53B
Enterprise Value
$12.25B
EPS (TTM)
-$5.81
Total Revenue (TTM)
$4.27B
Gross Profit (TTM)
$5.11B
EBITDA (TTM)
$835.63M
Year Range
$95.49 - $198.00
Target Price
$205.14
ROA (TTM)
-3.05%
ROE (TTM)
-8.25%

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jazz Pharmaceuticals plc, 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

Jazz Pharmaceuticals plc (JAZZ) has returned 11.21% so far this year and 52.28% over the past 12 months. Over the last ten years, JAZZ has returned 3.52% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Jazz Pharmaceuticals plc

1D
3.22%
1M
-0.51%
YTD
11.21%
6M
43.44%
1Y
52.28%
3Y*
8.91%
5Y*
2.73%
10Y*
3.52%

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 Jun 1, 2007, JAZZ's average daily return is +0.14%, while the average monthly return is +2.66%. At this rate, your investment would double in approximately 2.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jun 2009 with a return of +270.0%, while the worst month was Jan 2009 at -50.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.

On a daily basis, JAZZ closed higher 50% of trading days. The best single day was Jun 10, 2009 with a return of +209.8%, while the worst single day was Nov 12, 2008 at -40.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.24%15.52%-0.51%11.21%
20250.99%15.41%-13.50%-5.79%-7.60%-1.80%8.02%11.45%3.17%4.43%28.25%-3.70%38.04%
2024-0.23%-3.11%1.28%-8.03%-4.97%1.41%3.30%5.20%-3.94%-1.24%10.51%1.28%0.12%
2023-1.66%-10.38%4.22%-4.00%-8.76%-3.27%5.20%9.92%-9.71%-1.87%-6.92%4.03%-22.79%
20229.03%-1.07%13.28%2.92%-6.58%4.23%0.03%-0.54%-14.13%7.88%9.12%1.53%25.05%
2021-5.79%8.06%-2.18%0.02%8.35%-0.28%-4.57%-22.30%-1.14%2.17%-9.90%6.28%-22.81%

Benchmark Metrics

Jazz Pharmaceuticals plc has an annualized alpha of 26.79%, beta of 1.12, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since June 04, 2007.

  • This stock captured 155.07% of S&P 500 Index gains and 123.32% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.09 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
26.79%
Beta
1.12
0.09
Upside Capture
155.07%
Downside Capture
123.32%

Return for Risk

Risk / Return Rank

JAZZ ranks 79 for risk / return — better than 79% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JAZZ Risk / Return Rank: 7979
Overall Rank
JAZZ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
JAZZ Sortino Ratio Rank: 7878
Sortino Ratio Rank
JAZZ Omega Ratio Rank: 7979
Omega Ratio Rank
JAZZ Calmar Ratio Rank: 8080
Calmar Ratio Rank
JAZZ Martin Ratio Rank: 7979
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 Jazz Pharmaceuticals plc (JAZZ) and compare them to a chosen benchmark (S&P 500 Index).


JAZZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.38

Sortino ratio

Return per unit of downside risk

2.05

1.39

+0.67

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

2.37

1.40

+0.97

Martin ratio

Return relative to average drawdown

5.76

6.61

-0.85

Explore JAZZ risk-adjusted metrics in detail

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

Dividends

Dividend History


Jazz Pharmaceuticals plc 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 Jazz Pharmaceuticals plc. 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 Jazz Pharmaceuticals plc was 96.90%, occurring on Apr 23, 2009. Recovery took 408 trading sessions.

The current Jazz Pharmaceuticals plc drawdown is 3.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.9%Jun 4, 2007477Apr 23, 2009408Dec 3, 2010885
-54.54%Jul 29, 20151171Mar 23, 20201489Feb 25, 20262660
-28.77%Feb 26, 201429Apr 7, 2014163Nov 26, 2014192
-25.64%Sep 21, 201136Nov 9, 201140Jan 9, 201276
-23.17%Apr 18, 201126May 24, 201127Jul 1, 201153

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 Jazz Pharmaceuticals plc 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 Jazz Pharmaceuticals plc is priced in the market compared to other companies in the Biotechnology 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 JAZZ relative to other companies in the Biotechnology industry. Currently, JAZZ has a P/S ratio of 2.7. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for JAZZ in comparison with other companies in the Biotechnology industry. Currently, JAZZ has a P/B value of 2.7. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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