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BCRX vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCRX and IAU is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

BCRX vs. IAU - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
50.08%
614.10%
BCRX
IAU

Key characteristics

Sharpe Ratio

BCRX:

2.02

IAU:

2.43

Sortino Ratio

BCRX:

2.74

IAU:

3.23

Omega Ratio

BCRX:

1.33

IAU:

1.42

Calmar Ratio

BCRX:

1.34

IAU:

5.02

Martin Ratio

BCRX:

9.91

IAU:

13.51

Ulcer Index

BCRX:

11.72%

IAU:

3.02%

Daily Std Dev

BCRX:

56.84%

IAU:

16.84%

Max Drawdown

BCRX:

-97.74%

IAU:

-45.14%

Current Drawdown

BCRX:

-73.04%

IAU:

-5.60%

Returns By Period

In the year-to-date period, BCRX achieves a 18.75% return, which is significantly lower than IAU's 23.15% return. Over the past 10 years, BCRX has underperformed IAU with an annualized return of -0.57%, while IAU has yielded a comparatively higher 10.33% annualized return.


BCRX

YTD

18.75%

1M

30.75%

6M

5.93%

1Y

100.67%

5Y*

17.80%

10Y*

-0.57%

IAU

YTD

23.15%

1M

6.48%

6M

18.11%

1Y

40.10%

5Y*

13.38%

10Y*

10.33%

*Annualized

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Risk-Adjusted Performance

BCRX vs. IAU — Risk-Adjusted Performance Rank

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

BCRX
The Risk-Adjusted Performance Rank of BCRX is 9292
Overall Rank
The Sharpe Ratio Rank of BCRX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BCRX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BCRX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BCRX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BCRX is 9595
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9696
Overall Rank
The Sharpe Ratio Rank of IAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9595
Martin 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.

BCRX vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioCryst Pharmaceuticals, Inc. (BCRX) and iShares Gold Trust (IAU). 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.


The chart of Sharpe ratio for BCRX, currently valued at 2.02, compared to the broader market-2.00-1.000.001.002.003.00
BCRX: 2.02
IAU: 2.43
The chart of Sortino ratio for BCRX, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.00
BCRX: 2.74
IAU: 3.23
The chart of Omega ratio for BCRX, currently valued at 1.33, compared to the broader market0.501.001.502.00
BCRX: 1.33
IAU: 1.42
The chart of Calmar ratio for BCRX, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.00
BCRX: 1.45
IAU: 5.02
The chart of Martin ratio for BCRX, currently valued at 9.91, compared to the broader market-10.000.0010.0020.00
BCRX: 9.91
IAU: 13.51

The current BCRX Sharpe Ratio is 2.02, which is comparable to the IAU Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BCRX and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
2.02
2.43
BCRX
IAU

Dividends

BCRX vs. IAU - Dividend Comparison

Neither BCRX nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BCRX vs. IAU - Drawdown Comparison

The maximum BCRX drawdown since its inception was -97.74%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for BCRX and IAU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-60.15%
-5.60%
BCRX
IAU

Volatility

BCRX vs. IAU - Volatility Comparison

BioCryst Pharmaceuticals, Inc. (BCRX) has a higher volatility of 16.66% compared to iShares Gold Trust (IAU) at 8.71%. This indicates that BCRX's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.66%
8.71%
BCRX
IAU