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

Correlation

The correlation between BIIB and CAH is 0.25, 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.


-0.50.00.51.00.2

Performance

BIIB vs. CAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Biogen Inc. (BIIB) and Cardinal Health, Inc. (CAH). The values are adjusted to include any dividend payments, if applicable.

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,988.59%
5,092.50%
BIIB
CAH

Key characteristics

Sharpe Ratio

BIIB:

-1.61

CAH:

1.00

Sortino Ratio

BIIB:

-2.42

CAH:

1.47

Omega Ratio

BIIB:

0.72

CAH:

1.19

Calmar Ratio

BIIB:

-0.62

CAH:

1.19

Martin Ratio

BIIB:

-1.71

CAH:

2.58

Ulcer Index

BIIB:

24.01%

CAH:

8.39%

Daily Std Dev

BIIB:

25.40%

CAH:

21.75%

Max Drawdown

BIIB:

-90.24%

CAH:

-61.58%

Current Drawdown

BIIB:

-66.59%

CAH:

-5.63%

Fundamentals

Market Cap

BIIB:

$21.95B

CAH:

$28.03B

EPS

BIIB:

$11.06

CAH:

$5.20

PE Ratio

BIIB:

13.62

CAH:

22.27

PEG Ratio

BIIB:

6.24

CAH:

0.98

Total Revenue (TTM)

BIIB:

$9.41B

CAH:

$224.50B

Gross Profit (TTM)

BIIB:

$6.75B

CAH:

$7.44B

EBITDA (TTM)

BIIB:

$2.90B

CAH:

$2.57B

Returns By Period

In the year-to-date period, BIIB achieves a -43.40% return, which is significantly lower than CAH's 19.02% return. Over the past 10 years, BIIB has underperformed CAH with an annualized return of -7.22%, while CAH has yielded a comparatively higher 6.80% annualized return.


BIIB

YTD

-43.40%

1M

-6.11%

6M

-34.61%

1Y

-42.30%

5Y*

-13.44%

10Y*

-7.22%

CAH

YTD

19.02%

1M

-1.71%

6M

14.15%

1Y

19.10%

5Y*

21.64%

10Y*

6.80%

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Risk-Adjusted Performance

BIIB vs. CAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Biogen Inc. (BIIB) and Cardinal Health, Inc. (CAH). 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 -1.61, compared to the broader market-4.00-2.000.002.00-1.611.00
The chart of Sortino ratio for BIIB, currently valued at -2.42, compared to the broader market-4.00-2.000.002.004.00-2.421.47
The chart of Omega ratio for BIIB, currently valued at 0.72, compared to the broader market0.501.001.502.000.721.19
The chart of Calmar ratio for BIIB, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.621.19
The chart of Martin ratio for BIIB, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.712.58
BIIB
CAH

The current BIIB Sharpe Ratio is -1.61, which is lower than the CAH Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BIIB and CAH, 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.61
1.00
BIIB
CAH

Dividends

BIIB vs. CAH - Dividend Comparison

BIIB has not paid dividends to shareholders, while CAH's dividend yield for the trailing twelve months is around 1.70%.


TTM20232022202120202019201820172016201520142013
BIIB
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%
CAH
Cardinal Health, Inc.
1.70%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%1.77%

Drawdowns

BIIB vs. CAH - Drawdown Comparison

The maximum BIIB drawdown since its inception was -90.24%, which is greater than CAH's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for BIIB and CAH. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.59%
-5.63%
BIIB
CAH

Volatility

BIIB vs. CAH - Volatility Comparison

Biogen Inc. (BIIB) has a higher volatility of 6.16% compared to Cardinal Health, Inc. (CAH) at 5.40%. This indicates that BIIB's price experiences larger fluctuations and is considered to be riskier than CAH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.16%
5.40%
BIIB
CAH

Financials

BIIB vs. CAH - Financials Comparison

This section allows you to compare key financial metrics between Biogen Inc. and Cardinal Health, Inc.. 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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