BCAB vs. FOUR

Last updated Jun 23, 2026

BCAB (BioAtla, Inc.) and FOUR (Shift4 Payments, Inc.) are both stocks. BCAB operates in Biotechnology (Healthcare), while FOUR operates in Software - Infrastructure (Technology). Over the past 5 years, BCAB returned -71.61%/yr vs -17.32%/yr for FOUR. At a 0.23 correlation, their price movements are largely independent.

Performance

BCAB vs. FOUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioAtla, Inc. (BCAB) and Shift4 Payments, Inc. (FOUR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCAB achieves a -87.25% return, which is significantly lower than FOUR's -38.75% return.

BCAB

• 1D: -0.96%
• 1M: -1.90%
• YTD: -87.25%
• 6M: -90.93%
• 1Y: -81.96%
• 3Y*: -72.55%
• 5Y*: -71.61%
• 10Y*: —

FOUR

• 1D: -2.11%
• 1M: -10.80%
• YTD: -38.75%
• 6M: -40.66%
• 1Y: -58.19%
• 3Y*: -14.51%
• 5Y*: -17.32%
• 10Y*: —

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

BCAB vs. FOUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BCAB BioAtla, Inc.	-87.25%	-3.97%	-75.97%	-70.18%	-57.97%	-42.28%	11.33%
FOUR Shift4 Payments, Inc.	-38.75%	-39.32%	39.60%	32.92%	-3.45%	-23.17%	20.10%

Correlation

The correlation between BCAB and FOUR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Dec 16, 2020	0.23

The correlation between BCAB and FOUR shifts across timeframes, from 0.03 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS BCAB : -$1.10 FOUR : $1.07
Total Revenue (TTM) BCAB : $0.00 FOUR : $3.33B
Gross Profit (TTM) BCAB : -$12.46M FOUR : $1.17B
EBITDA (TTM) BCAB : -$67.70M FOUR : $503.40M

Return for Risk

BCAB vs. FOUR — Risk / Return Rank

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

BCAB

BCAB Risk / Return Rank: 13
BCAB Sharpe Ratio Rank: 15
BCAB Sortino Ratio Rank: 14
BCAB Omega Ratio Rank: 15
BCAB Calmar Ratio Rank: 8
BCAB Martin Ratio Rank: 10

FOUR

FOUR Risk / Return Rank: 6
FOUR Sharpe Ratio Rank: 4
FOUR Sortino Ratio Rank: 4
FOUR Omega Ratio Rank: 5
FOUR Calmar Ratio Rank: 8
FOUR Martin Ratio Rank: 8

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.

BCAB vs. FOUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioAtla, Inc. (BCAB) and Shift4 Payments, Inc. (FOUR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCAB	FOUR	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	-1.05	+0.44
Sortino ratio: Return per unit of downside risk	-0.84	-1.73	+0.89
Omega ratio: Gain probability vs. loss probability	0.90	0.79	+0.12
Calmar ratio: Return relative to maximum drawdown	-0.87	-0.88	+0.01
Martin ratio: Return relative to average drawdown	-1.33	-1.40	+0.07

BCAB vs. FOUR - Sharpe Ratio Comparison

The current BCAB Sharpe Ratio is -0.62, which is higher than the FOUR Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of BCAB and FOUR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCAB vs. FOUR - Drawdown Comparison

The maximum BCAB drawdown since its inception was -99.91%, which is greater than FOUR's maximum drawdown of -71.65%. Use the drawdown chart below to compare losses from any high point for BCAB and FOUR.

Drawdown Indicators

	BCAB	FOUR	Difference
Max Drawdown Largest peak-to-trough decline	-99.91%	-71.65%	-28.26%
Max Drawdown (1Y) Largest decline over 1 year	-94.57%	-66.64%	-27.93%
Max Drawdown (3Y) Largest decline over 3 years	-98.31%	-71.65%	-26.66%
Max Drawdown (5Y) Largest decline over 5 years	-99.85%	-71.65%	-28.20%
Current Drawdown Current decline from peak	-99.90%	-69.31%	-30.59%
Average Drawdown Average peak-to-trough decline	-84.84%	-31.81%	-53.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.49%	41.59%	+19.90%

Volatility

BCAB vs. FOUR - Volatility Comparison

BioAtla, Inc. (BCAB) has a higher volatility of 22.89% compared to Shift4 Payments, Inc. (FOUR) at 18.56%. This indicates that BCAB's price experiences larger fluctuations and is considered to be riskier than FOUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCAB	FOUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.89%	18.56%	+4.33%
Volatility (6M) Calculated over the trailing 6-month period	101.19%	47.87%	+53.32%
Volatility (1Y) Calculated over the trailing 1-year period	133.67%	55.57%	+78.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	118.50%	56.53%	+61.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.06%	57.56%	+57.50%

Dividends

BCAB vs. FOUR - Dividend Comparison

Neither BCAB nor FOUR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BCAB and FOUR in my portfolio?

BCAB and FOUR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCAB or FOUR?

BCAB has higher volatility (22.89%) compared to FOUR (18.56%). In terms of maximum drawdown, BCAB dropped -99.91% vs FOUR's -71.65%.

Which has better risk-adjusted returns?

BCAB currently has the higher Sharpe Ratio (-0.62 vs -1.05), 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.