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BIIB vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BIIB and BMY is 0.29, 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

BIIB vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Biogen Inc. (BIIB) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-37.34%
33.90%
BIIB
BMY

Key characteristics

Sharpe Ratio

BIIB:

-1.67

BMY:

0.64

Sortino Ratio

BIIB:

-2.51

BMY:

1.21

Omega Ratio

BIIB:

0.71

BMY:

1.15

Calmar Ratio

BIIB:

-0.61

BMY:

0.38

Martin Ratio

BIIB:

-1.89

BMY:

1.59

Ulcer Index

BIIB:

22.61%

BMY:

11.50%

Daily Std Dev

BIIB:

25.55%

BMY:

28.42%

Max Drawdown

BIIB:

-90.00%

BMY:

-70.62%

Current Drawdown

BIIB:

-70.47%

BMY:

-23.68%

Fundamentals

Market Cap

BIIB:

$20.58B

BMY:

$114.17B

EPS

BIIB:

$11.01

BMY:

-$3.58

PEG Ratio

BIIB:

6.24

BMY:

1.94

Total Revenue (TTM)

BIIB:

$7.02B

BMY:

$35.96B

Gross Profit (TTM)

BIIB:

$4.99B

BMY:

$24.67B

EBITDA (TTM)

BIIB:

$2.29B

BMY:

$605.00M

Returns By Period

In the year-to-date period, BIIB achieves a -8.09% return, which is significantly lower than BMY's 0.62% return. Over the past 10 years, BIIB has underperformed BMY with an annualized return of -8.94%, while BMY has yielded a comparatively higher 2.21% annualized return.


BIIB

YTD

-8.09%

1M

-4.04%

6M

-37.98%

1Y

-43.77%

5Y*

-13.42%

10Y*

-8.94%

BMY

YTD

0.62%

1M

-0.73%

6M

34.87%

1Y

17.95%

5Y*

0.00%

10Y*

2.21%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BIIB vs. BMY — Risk-Adjusted Performance Rank

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

BIIB
The Risk-Adjusted Performance Rank of BIIB is 33
Overall Rank
The Sharpe Ratio Rank of BIIB is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BIIB is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIIB is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIIB is 1111
Calmar Ratio Rank
The Martin Ratio Rank of BIIB is 11
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 6464
Overall Rank
The Sharpe Ratio Rank of BMY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 6363
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.

BIIB vs. BMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Biogen Inc. (BIIB) and Bristol-Myers Squibb Company (BMY). 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 BIIB, currently valued at -1.67, compared to the broader market-2.000.002.004.00-1.670.64
The chart of Sortino ratio for BIIB, currently valued at -2.51, compared to the broader market-4.00-2.000.002.004.00-2.511.21
The chart of Omega ratio for BIIB, currently valued at 0.71, compared to the broader market0.501.001.502.000.711.15
The chart of Calmar ratio for BIIB, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.610.38
The chart of Martin ratio for BIIB, currently valued at -1.89, compared to the broader market-10.000.0010.0020.0030.00-1.891.59
BIIB
BMY

The current BIIB Sharpe Ratio is -1.67, which is lower than the BMY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BIIB and BMY, 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-1.50-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-1.67
0.64
BIIB
BMY

Dividends

BIIB vs. BMY - Dividend Comparison

BIIB has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 4.30%.


TTM20242023202220212020201920182017201620152014
BIIB
Biogen Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMY
Bristol-Myers Squibb Company
4.30%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

BIIB vs. BMY - Drawdown Comparison

The maximum BIIB drawdown since its inception was -90.00%, which is greater than BMY's maximum drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for BIIB and BMY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-70.47%
-23.68%
BIIB
BMY

Volatility

BIIB vs. BMY - Volatility Comparison

Biogen Inc. (BIIB) has a higher volatility of 7.34% compared to Bristol-Myers Squibb Company (BMY) at 5.82%. This indicates that BIIB's price experiences larger fluctuations and is considered to be riskier than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.34%
5.82%
BIIB
BMY

Financials

BIIB vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between Biogen Inc. and Bristol-Myers Squibb Company. 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
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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.

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