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

Correlation

The correlation between BIIB and BMY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2025FebruaryMarchAprilMay
3,769.76%
740.16%
BIIB
BMY

Key characteristics

Sharpe Ratio

BIIB:

-1.59

BMY:

0.55

Sortino Ratio

BIIB:

-2.40

BMY:

1.07

Omega Ratio

BIIB:

0.72

BMY:

1.13

Calmar Ratio

BIIB:

-0.58

BMY:

0.35

Martin Ratio

BIIB:

-1.50

BMY:

2.32

Ulcer Index

BIIB:

29.18%

BMY:

7.14%

Daily Std Dev

BIIB:

27.74%

BMY:

29.96%

Max Drawdown

BIIB:

-90.00%

BMY:

-70.62%

Current Drawdown

BIIB:

-74.59%

BMY:

-32.01%

Fundamentals

Market Cap

BIIB:

$17.53B

BMY:

$100.96B

EPS

BIIB:

$11.18

BMY:

$2.68

PE Ratio

BIIB:

10.65

BMY:

18.51

PEG Ratio

BIIB:

6.24

BMY:

2.26

PS Ratio

BIIB:

1.81

BMY:

2.14

PB Ratio

BIIB:

1.04

BMY:

5.76

Total Revenue (TTM)

BIIB:

$7.27B

BMY:

$47.64B

Gross Profit (TTM)

BIIB:

$5.93B

BMY:

$31.43B

EBITDA (TTM)

BIIB:

$1.61B

BMY:

$16.17B

Returns By Period

In the year-to-date period, BIIB achieves a -20.92% return, which is significantly lower than BMY's -10.36% return. Over the past 10 years, BIIB has underperformed BMY with an annualized return of -10.99%, while BMY has yielded a comparatively higher 0.46% annualized return.


BIIB

YTD

-20.92%

1M

-8.41%

6M

-30.50%

1Y

-44.05%

5Y*

-16.27%

10Y*

-10.99%

BMY

YTD

-10.36%

1M

-15.79%

6M

-9.09%

1Y

17.73%

5Y*

-0.23%

10Y*

0.46%

*Annualized

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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 55
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 33
Omega Ratio Rank
The Calmar Ratio Rank of BIIB is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BIIB is 88
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 6969
Overall Rank
The Sharpe Ratio Rank of BMY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 7575
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.


The chart of Sharpe ratio for BIIB, currently valued at -1.59, compared to the broader market-2.00-1.000.001.002.003.00
BIIB: -1.59
BMY: 0.55
The chart of Sortino ratio for BIIB, currently valued at -2.40, compared to the broader market-6.00-4.00-2.000.002.004.00
BIIB: -2.40
BMY: 1.07
The chart of Omega ratio for BIIB, currently valued at 0.72, compared to the broader market0.501.001.502.00
BIIB: 0.72
BMY: 1.13
The chart of Calmar ratio for BIIB, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00
BIIB: -0.58
BMY: 0.35
The chart of Martin ratio for BIIB, currently valued at -1.50, compared to the broader market-10.000.0010.0020.00
BIIB: -1.50
BMY: 2.32

The current BIIB Sharpe Ratio is -1.59, which is lower than the BMY Sharpe Ratio of 0.55. 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-1.50-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-1.59
0.55
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 4.92%.


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
4.92%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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2025FebruaryMarchAprilMay
-74.59%
-32.01%
BIIB
BMY

Volatility

BIIB vs. BMY - Volatility Comparison

Biogen Inc. (BIIB) has a higher volatility of 13.35% compared to Bristol-Myers Squibb Company (BMY) at 10.04%. 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%December2025FebruaryMarchAprilMay
13.35%
10.04%
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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
2.45B
11.20B
(BIIB) Total Revenue
(BMY) Total Revenue
Values in USD except per share items

BIIB vs. BMY - Profitability Comparison

The chart below illustrates the profitability comparison between Biogen Inc. and Bristol-Myers Squibb Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
72.9%
(BIIB) Gross Margin
(BMY) Gross Margin
BIIB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Biogen Inc. reported a gross profit of 2.45B and revenue of 2.45B. Therefore, the gross margin over that period was 100.0%.
BMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a gross profit of 8.17B and revenue of 11.20B. Therefore, the gross margin over that period was 72.9%.
BIIB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Biogen Inc. reported an operating income of 1.24B and revenue of 2.45B, resulting in an operating margin of 50.6%.
BMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported an operating income of 3.50B and revenue of 11.20B, resulting in an operating margin of 31.2%.
BIIB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Biogen Inc. reported a net income of 266.80M and revenue of 2.45B, resulting in a net margin of 10.9%.
BMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a net income of 2.46B and revenue of 11.20B, resulting in a net margin of 21.9%.