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Neurocrine Biosciences, Inc. (NBIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS64125C1099
CUSIP64125C109
SectorHealthcare
IndustryDrug Manufacturers—Specialty & Generic

Highlights

Market Cap$13.28B
EPS$2.47
PE Ratio53.44
PEG Ratio0.44
Revenue (TTM)$1.89B
Gross Profit (TTM)$1.00B
EBITDA (TTM)$416.10M
Year Range$89.04 - $148.37
Target Price$151.96
Short %2.83%
Short Ratio2.38

Share Price Chart


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Neurocrine Biosciences, Inc.

Popular comparisons: NBIX vs. VOO, NBIX vs. SPY, NBIX vs. MSFT, NBIX vs. DHR

Performance

Performance Chart

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
28.77%
22.58%
NBIX (Neurocrine Biosciences, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Neurocrine Biosciences, Inc. had a return of 5.47% year-to-date (YTD) and 35.75% in the last 12 months. Over the past 10 years, Neurocrine Biosciences, Inc. had an annualized return of 26.52%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date5.47%6.33%
1 month-0.91%-2.81%
6 months28.40%21.13%
1 year35.75%24.56%
5 years (annualized)12.44%11.55%
10 years (annualized)26.52%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.08%-6.70%5.77%
20233.32%-1.39%5.09%13.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NBIX is 83, placing it in the top 17% 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 NBIX is 8383
Neurocrine Biosciences, Inc.(NBIX)
The Sharpe Ratio Rank of NBIX is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of NBIX is 8282Sortino Ratio Rank
The Omega Ratio Rank of NBIX is 7979Omega Ratio Rank
The Calmar Ratio Rank of NBIX is 8383Calmar Ratio Rank
The Martin Ratio Rank of NBIX is 8686Martin 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 Neurocrine Biosciences, Inc. (NBIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NBIX
Sharpe ratio
The chart of Sharpe ratio for NBIX, currently valued at 1.37, compared to the broader market-2.00-1.000.001.002.003.001.37
Sortino ratio
The chart of Sortino ratio for NBIX, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.006.002.06
Omega ratio
The chart of Omega ratio for NBIX, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for NBIX, currently valued at 1.01, compared to the broader market0.001.002.003.004.005.006.001.01
Martin ratio
The chart of Martin ratio for NBIX, currently valued at 6.40, compared to the broader market0.0010.0020.0030.006.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Neurocrine Biosciences, Inc. Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.37
1.91
NBIX (Neurocrine Biosciences, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Neurocrine Biosciences, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.32%
-3.48%
NBIX (Neurocrine Biosciences, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Neurocrine Biosciences, 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 Neurocrine Biosciences, Inc. was 97.21%, occurring on Nov 12, 2009. Recovery took 2007 trading sessions.

The current Neurocrine Biosciences, Inc. drawdown is 3.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.21%Mar 16, 2006924Nov 12, 20092007Nov 2, 20172931
-70.28%Feb 27, 1997605Jul 22, 199986Nov 22, 1999691
-66.16%Mar 6, 2000257Mar 12, 2001173Nov 20, 2001430
-54.12%Dec 26, 2001135Jul 10, 2002228Jun 5, 2003363
-50.71%Apr 28, 2004255May 2, 2005207Feb 27, 2006462

Volatility

Volatility Chart

The current Neurocrine Biosciences, Inc. volatility is 7.56%, 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
7.56%
3.59%
NBIX (Neurocrine Biosciences, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Neurocrine Biosciences, 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


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Balance Sheet
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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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Income

Income Before Tax

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Operating Income

0.00

EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items