PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BCRX vs. JAZZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BCRX and JAZZ is 0.28, 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.


-0.50.00.51.00.3

Performance

BCRX vs. JAZZ - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.69%
17.76%
BCRX
JAZZ

Key characteristics

Sharpe Ratio

BCRX:

1.19

JAZZ:

0.38

Sortino Ratio

BCRX:

1.99

JAZZ:

0.76

Omega Ratio

BCRX:

1.23

JAZZ:

1.09

Calmar Ratio

BCRX:

0.78

JAZZ:

0.22

Martin Ratio

BCRX:

5.73

JAZZ:

0.75

Ulcer Index

BCRX:

11.88%

JAZZ:

14.42%

Daily Std Dev

BCRX:

57.42%

JAZZ:

28.08%

Max Drawdown

BCRX:

-97.74%

JAZZ:

-96.90%

Current Drawdown

BCRX:

-71.74%

JAZZ:

-29.86%

Fundamentals

Market Cap

BCRX:

$1.94B

JAZZ:

$8.18B

EPS

BCRX:

-$0.61

JAZZ:

$7.06

PEG Ratio

BCRX:

-0.28

JAZZ:

0.91

Total Revenue (TTM)

BCRX:

$319.18M

JAZZ:

$2.98B

Gross Profit (TTM)

BCRX:

$312.63M

JAZZ:

$2.35B

EBITDA (TTM)

BCRX:

$10.57M

JAZZ:

$1.06B

Returns By Period

In the year-to-date period, BCRX achieves a 24.47% return, which is significantly higher than JAZZ's 9.94% return. Over the past 10 years, BCRX has outperformed JAZZ with an annualized return of -0.81%, while JAZZ has yielded a comparatively lower -2.40% annualized return.


BCRX

YTD

24.47%

1M

25.64%

6M

19.69%

1Y

58.11%

5Y*

28.16%

10Y*

-0.81%

JAZZ

YTD

9.94%

1M

11.73%

6M

17.76%

1Y

6.79%

5Y*

-0.02%

10Y*

-2.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BCRX vs. JAZZ — 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 7777
Overall Rank
The Sharpe Ratio Rank of BCRX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BCRX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BCRX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BCRX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of BCRX is 8282
Martin Ratio Rank

JAZZ
The Risk-Adjusted Performance Rank of JAZZ is 5454
Overall Rank
The Sharpe Ratio Rank of JAZZ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JAZZ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JAZZ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of JAZZ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JAZZ is 5454
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. JAZZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioCryst Pharmaceuticals, Inc. (BCRX) and Jazz Pharmaceuticals plc (JAZZ). 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.


Sharpe ratio
The chart of Sharpe ratio for BCRX, currently valued at 1.19, compared to the broader market-2.000.002.004.001.190.38
The chart of Sortino ratio for BCRX, currently valued at 1.99, compared to the broader market-6.00-4.00-2.000.002.004.006.001.990.76
The chart of Omega ratio for BCRX, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.09
The chart of Calmar ratio for BCRX, currently valued at 0.86, compared to the broader market0.002.004.006.000.860.22
The chart of Martin ratio for BCRX, currently valued at 5.73, compared to the broader market0.0010.0020.0030.005.730.75
BCRX
JAZZ

The current BCRX Sharpe Ratio is 1.19, which is higher than the JAZZ Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BCRX and JAZZ, 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 Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
1.19
0.38
BCRX
JAZZ

Dividends

BCRX vs. JAZZ - Dividend Comparison

Neither BCRX nor JAZZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BCRX vs. JAZZ - Drawdown Comparison

The maximum BCRX drawdown since its inception was -97.74%, roughly equal to the maximum JAZZ drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for BCRX and JAZZ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-52.63%
-29.86%
BCRX
JAZZ

Volatility

BCRX vs. JAZZ - Volatility Comparison

BioCryst Pharmaceuticals, Inc. (BCRX) has a higher volatility of 12.90% compared to Jazz Pharmaceuticals plc (JAZZ) at 8.33%. This indicates that BCRX's price experiences larger fluctuations and is considered to be riskier than JAZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.90%
8.33%
BCRX
JAZZ

Financials

BCRX vs. JAZZ - Financials Comparison

This section allows you to compare key financial metrics between BioCryst Pharmaceuticals, Inc. and Jazz Pharmaceuticals plc. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab