BIIB vs. BMY
Compare and contrast key facts about Biogen Inc. (BIIB) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIIB or BMY.
Performance
BIIB vs. BMY - Performance Comparison
Returns By Period
In the year-to-date period, BIIB achieves a -38.97% return, which is significantly lower than BMY's 16.30% return. Over the past 10 years, BIIB has underperformed BMY with an annualized return of -5.57%, while BMY has yielded a comparatively higher 2.81% annualized return.
BIIB
-38.97%
-16.94%
-31.80%
-30.73%
-11.19%
-5.57%
BMY
16.30%
6.73%
34.48%
17.37%
3.75%
2.81%
Fundamentals
BIIB | BMY | |
---|---|---|
Market Cap | $23.01B | $115.20B |
EPS | $11.06 | -$3.58 |
PEG Ratio | 6.24 | 1.96 |
Total Revenue (TTM) | $9.41B | $47.44B |
Gross Profit (TTM) | $6.75B | $33.40B |
EBITDA (TTM) | $2.90B | $5.03B |
Key characteristics
BIIB | BMY | |
---|---|---|
Sharpe Ratio | -1.21 | 0.61 |
Sortino Ratio | -1.69 | 1.16 |
Omega Ratio | 0.80 | 1.14 |
Calmar Ratio | -0.49 | 0.36 |
Martin Ratio | -1.53 | 1.51 |
Ulcer Index | 20.42% | 11.52% |
Daily Std Dev | 25.75% | 28.64% |
Max Drawdown | -90.24% | -70.62% |
Current Drawdown | -63.97% | -23.83% |
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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.
Risk-Adjusted Performance
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.
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 4.23%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Biogen Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.98% | 0.00% | 0.00% | 0.00% | 0.00% |
Bristol-Myers Squibb Company | 4.23% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
BIIB vs. BMY - Drawdown Comparison
The maximum BIIB drawdown since its inception was -90.24%, 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.
Volatility
BIIB vs. BMY - Volatility Comparison
The current volatility for Biogen Inc. (BIIB) is 6.75%, while Bristol-Myers Squibb Company (BMY) has a volatility of 13.66%. This indicates that BIIB experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities