AURA vs. BCAB

Last updated Jun 4, 2026

AURA (Aura Biosciences, Inc.) and BCAB (BioAtla, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 3 years, AURA returned -17.15%/yr vs -73.04%/yr for BCAB. At a 0.19 correlation, their price movements are largely independent.

Performance

AURA vs. BCAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aura Biosciences, Inc. (AURA) and BioAtla, Inc. (BCAB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AURA achieves a 26.24% return, which is significantly higher than BCAB's -88.02% return.

AURA

• 1D: -0.29%
• 1M: -17.60%
• YTD: 26.24%
• 6M: 9.21%
• 1Y: 8.69%
• 3Y*: -17.15%
• 5Y*: —
• 10Y*: —

BCAB

• 1D: -3.68%
• 1M: -27.66%
• YTD: -88.02%
• 6M: -91.77%
• 1Y: -86.99%
• 3Y*: -73.04%
• 5Y*: -72.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AURA vs. BCAB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AURA Aura Biosciences, Inc.	26.24%	-33.70%	-7.22%	-15.62%	-38.16%	14.73%
BCAB BioAtla, Inc.	-88.02%	-3.97%	-75.97%	-70.18%	-57.97%	-32.84%

Correlation

The correlation between AURA and BCAB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021	0.19

Fundamentals

EPS AURA : -$1.79 BCAB : -$1.10
Total Revenue (TTM) AURA : $0.00 BCAB : $0.00
Gross Profit (TTM) AURA : -$574.00K BCAB : -$12.46M
EBITDA (TTM) AURA : -$115.85M BCAB : -$67.70M

Return for Risk

AURA vs. BCAB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AURA

AURA Risk / Return Rank: 47
AURA Sharpe Ratio Rank: 47
AURA Sortino Ratio Rank: 47
AURA Omega Ratio Rank: 45
AURA Calmar Ratio Rank: 47
AURA Martin Ratio Rank: 47

BCAB

BCAB Risk / Return Rank: 9
BCAB Sharpe Ratio Rank: 13
BCAB Sortino Ratio Rank: 9
BCAB Omega Ratio Rank: 11
BCAB Calmar Ratio Rank: 5
BCAB Martin Ratio Rank: 6

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.

AURA vs. BCAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aura Biosciences, Inc. (AURA) and BioAtla, Inc. (BCAB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AURA	BCAB	Difference
Sharpe ratio Return per unit of total volatility	0.15	-0.65	+0.81
Sortino ratio Return per unit of downside risk	0.69	-1.17	+1.86
Omega ratio Gain probability vs. loss probability	1.08	0.87	+0.21
Calmar ratio Return relative to maximum drawdown	0.28	-0.92	+1.20
Martin ratio Return relative to average drawdown	0.55	-1.47	+2.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AURA vs. BCAB - Sharpe Ratio Comparison

The current AURA Sharpe Ratio is 0.15, which is higher than the BCAB Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of AURA and BCAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AURA	BCAB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	-0.65	+0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	-0.59	+0.36

Drawdowns

AURA vs. BCAB - Drawdown Comparison

The maximum AURA drawdown since its inception was -80.31%, smaller than the maximum BCAB drawdown of -99.90%. Use the drawdown chart below to compare losses from any high point for AURA and BCAB.

Drawdown Indicators

	AURA	BCAB	Difference
Max Drawdown Largest peak-to-trough decline	-80.31%	-99.90%	+19.59%
Max Drawdown (1Y) Largest decline over 1 year	-31.26%	-94.43%	+63.17%
Max Drawdown (3Y) Largest decline over 3 years	-63.24%	-98.27%	+35.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-99.87%	—
Current Drawdown Current decline from peak	-72.36%	-99.90%	+27.54%
Average Drawdown Average peak-to-trough decline	-59.01%	-84.77%	+25.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.83%	59.23%	-43.40%

Volatility

AURA vs. BCAB - Volatility Comparison

The current volatility for Aura Biosciences, Inc. (AURA) is 13.19%, while BioAtla, Inc. (BCAB) has a volatility of 24.69%. This indicates that AURA experiences smaller price fluctuations and is considered to be less risky than BCAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AURA	BCAB	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.19%	24.69%	-11.50%
Volatility (6M) Calculated over the trailing 6-month period	40.84%	100.64%	-59.80%
Volatility (1Y) Calculated over the trailing 1-year period	56.84%	133.57%	-76.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.64%	118.76%	-49.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.64%	115.41%	-45.77%

Dividends

AURA vs. BCAB - Dividend Comparison

Neither AURA nor BCAB has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both AURA and BCAB in my portfolio?

AURA and BCAB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AURA or BCAB?

BCAB has higher volatility (24.69%) compared to AURA (13.19%). In terms of maximum drawdown, AURA dropped -80.31% vs BCAB's -99.90%.

Which has better risk-adjusted returns?

AURA currently has the higher Sharpe Ratio (0.15 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.