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BCRX vs. CHCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BCRX vs. CHCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioCryst Pharmaceuticals, Inc. (BCRX) and Comstock Holding Companies, Inc. (CHCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCRX achieves a 19.36% return, which is significantly lower than CHCI's 29.60% return. Over the past 10 years, BCRX has underperformed CHCI with an annualized return of 12.61%, while CHCI has yielded a comparatively higher 23.60% annualized return.


BCRX

1D
1.86%
1M
12.30%
YTD
19.36%
6M
23.64%
1Y
-6.05%
3Y*
9.92%
5Y*
-11.35%
10Y*
12.61%

CHCI

1D
0.40%
1M
1.35%
YTD
29.60%
6M
41.01%
1Y
50.60%
3Y*
58.81%
5Y*
18.82%
10Y*
23.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCRX vs. CHCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCRX
BioCryst Pharmaceuticals, Inc.
19.36%3.72%25.54%-47.82%-17.11%85.91%115.94%-57.25%64.36%-22.43%
CHCI
Comstock Holding Companies, Inc.
29.60%43.81%82.32%4.28%-12.37%53.00%62.02%16.46%-1.18%-5.56%

Correlation

The correlation between BCRX and CHCI is 0.10, 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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2004

0.08

Fundamentals

Market Cap

BCRX:

$2.26B

CHCI:

$158.02M

EPS

BCRX:

-$2.03

CHCI:

$1.66

PS Ratio

BCRX:

2.37

CHCI:

2.33

Total Revenue (TTM)

BCRX:

$885.72M

CHCI:

$67.67M

Gross Profit (TTM)

BCRX:

$167.34M

CHCI:

$15.13M

EBITDA (TTM)

BCRX:

-$374.88M

CHCI:

$13.31M

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Return for Risk

BCRX vs. CHCI — Risk / Return Rank

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

BCRX
BCRX Risk / Return Rank: 3636
Overall Rank
BCRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BCRX Sortino Ratio Rank: 3535
Sortino Ratio Rank
BCRX Omega Ratio Rank: 3434
Omega Ratio Rank
BCRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BCRX Martin Ratio Rank: 3737
Martin Ratio Rank

CHCI
CHCI Risk / Return Rank: 6666
Overall Rank
CHCI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CHCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHCI Omega Ratio Rank: 6767
Omega Ratio Rank
CHCI Calmar Ratio Rank: 6565
Calmar Ratio Rank
CHCI Martin Ratio Rank: 6363
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.

BCRX vs. CHCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BioCryst Pharmaceuticals, Inc. (BCRX) and Comstock Holding Companies, Inc. (CHCI). 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.


BCRXCHCIDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.01

1.19

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.16

1.15

-1.31

Martin ratioReturn relative to average drawdown

-0.29

2.16

-2.45

BCRX vs. CHCI - Sharpe Ratio Comparison

The current BCRX Sharpe Ratio is -0.14, which is lower than the CHCI Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BCRX and CHCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCRX vs. CHCI - Drawdown Comparison

The maximum BCRX drawdown since its inception was -97.74%, roughly equal to the maximum CHCI drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for BCRX and CHCI.


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Drawdown Indicators


BCRXCHCIDifference

Max Drawdown

Largest peak-to-trough decline

-97.74%

-99.80%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-37.16%

-44.23%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-47.85%

-47.93%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-79.10%

-47.93%

-31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

-75.34%

-8.35%

Current Drawdown

Current decline from peak

-71.90%

-92.76%

+20.86%

Average Drawdown

Average peak-to-trough decline

-69.65%

-92.09%

+22.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.76%

23.54%

-2.78%

Volatility

BCRX vs. CHCI - Volatility Comparison

The current volatility for BioCryst Pharmaceuticals, Inc. (BCRX) is 12.10%, while Comstock Holding Companies, Inc. (CHCI) has a volatility of 16.55%. This indicates that BCRX experiences smaller price fluctuations and is considered to be less risky than CHCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCRXCHCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

16.55%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

34.51%

42.83%

-8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

44.89%

65.48%

-20.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.06%

61.34%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.62%

93.23%

-20.61%

Dividends

BCRX vs. CHCI - Dividend Comparison

Neither BCRX nor CHCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BCRX vs. CHCI - Financials Comparison

This section allows you to compare key financial metrics between BioCryst Pharmaceuticals, Inc. and Comstock Holding Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M20222023202420252026
156.41M
17.45M
(BCRX) Total Revenue
(CHCI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BCRX and CHCI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHCI has higher volatility (16.55%) compared to BCRX (12.10%). In terms of maximum drawdown, BCRX dropped -97.74% vs CHCI's -99.80%.

CHCI currently has the higher Sharpe Ratio (0.78 vs -0.14), 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.

Portfolio Optimizer

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