PortfoliosLab logo

Neurocrine Biosciences, Inc. (NBIX)

Equity · Currency in USD
Sector
Healthcare
Industry
Drug Manufacturers—Specialty & Generic
ISIN
US64125C1099
CUSIP
64125C109

NBIXPrice Chart


Chart placeholderClick Calculate to get results

NBIXPerformance

The chart shows the growth of $10,000 invested in Neurocrine Biosciences, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $291,301 for a total return of roughly 2,813.01%. All prices are adjusted for splits and dividends.


NBIX (Neurocrine Biosciences, Inc.)
Benchmark (S&P 500)

NBIXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-8.00%-2.17%
1M-5.26%0.62%
6M-16.44%6.95%
1Y-27.55%22.39%
5Y13.15%15.44%
10Y24.73%13.73%

NBIXMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

NBIXSharpe 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 Neurocrine Biosciences, Inc. Sharpe ratio is -0.77. 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.


NBIX (Neurocrine Biosciences, Inc.)
Benchmark (S&P 500)

NBIXDividends


Neurocrine Biosciences, Inc. doesn't pay dividends

NBIXDrawdowns Chart

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


NBIX (Neurocrine Biosciences, Inc.)
Benchmark (S&P 500)

NBIXWorst Drawdowns

The table below shows the maximum drawdowns of the Neurocrine Biosciences, 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 Neurocrine Biosciences, Inc. is 48.03%, recorded on Nov 18, 2013. It took 33 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.03%Sep 10, 201350Nov 18, 201333Jan 7, 201483
-45.71%Sep 5, 201877Dec 24, 2018374Jun 19, 2020451
-44.27%Jul 16, 2020375Jan 7, 2022
-44.14%Nov 30, 201549Feb 9, 2016396Sep 5, 2017445
-35.66%Sep 18, 20157Sep 28, 201537Nov 18, 201544
-35.52%Oct 21, 2010244Oct 7, 201157Dec 29, 2011301
-34.96%Jan 21, 2014124Jul 17, 201491Nov 24, 2014215
-34.12%Feb 3, 201281May 30, 2012171Feb 5, 2013252
-26.63%Apr 27, 20109May 7, 201012May 25, 201021
-23.32%Jul 20, 201527Aug 25, 201511Sep 10, 201538

NBIXVolatility Chart

Current Neurocrine Biosciences, Inc. volatility is 58.25%. 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.


NBIX (Neurocrine Biosciences, Inc.)
Benchmark (S&P 500)

Portfolios with Neurocrine Biosciences, Inc.


Loading data...

More Tools for Neurocrine Biosciences, Inc.