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BLIN vs. BLUE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLIN and BLUE is 0.09, 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.


-0.50.00.51.00.1

Performance

BLIN vs. BLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeline Digital, Inc. (BLIN) and bluebird bio, Inc. (BLUE). The values are adjusted to include any dividend payments, if applicable.

-100.00%-98.00%-96.00%-94.00%-92.00%JulyAugustSeptemberOctoberNovemberDecember
-99.89%
-97.59%
BLIN
BLUE

Key characteristics

Sharpe Ratio

BLIN:

1.56

BLUE:

-0.54

Sortino Ratio

BLIN:

2.32

BLUE:

-0.92

Omega Ratio

BLIN:

1.29

BLUE:

0.88

Calmar Ratio

BLIN:

0.91

BLUE:

-0.86

Martin Ratio

BLIN:

4.65

BLUE:

-1.35

Ulcer Index

BLIN:

19.63%

BLUE:

64.05%

Daily Std Dev

BLIN:

58.52%

BLUE:

158.21%

Max Drawdown

BLIN:

-99.99%

BLUE:

-99.80%

Current Drawdown

BLIN:

-99.98%

BLUE:

-99.72%

Fundamentals

Market Cap

BLIN:

$14.06M

BLUE:

$87.21M

EPS

BLIN:

-$0.93

BLUE:

-$36.00

PEG Ratio

BLIN:

0.00

BLUE:

0.32

Total Revenue (TTM)

BLIN:

$11.50M

BLUE:

$53.12M

Gross Profit (TTM)

BLIN:

$7.10M

BLUE:

-$23.10M

EBITDA (TTM)

BLIN:

-$601.00K

BLUE:

-$99.14M

Returns By Period

In the year-to-date period, BLIN achieves a 71.26% return, which is significantly higher than BLUE's -69.53% return. Over the past 10 years, BLIN has underperformed BLUE with an annualized return of -45.88%, while BLUE has yielded a comparatively higher -39.13% annualized return.


BLIN

YTD

71.26%

1M

35.45%

6M

49.00%

1Y

91.76%

5Y*

-0.40%

10Y*

-45.88%

BLUE

YTD

-69.53%

1M

26.28%

6M

-53.82%

1Y

-82.70%

5Y*

-62.84%

10Y*

-39.13%

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Risk-Adjusted Performance

BLIN vs. BLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeline Digital, Inc. (BLIN) and bluebird bio, Inc. (BLUE). 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 BLIN, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.56-0.54
The chart of Sortino ratio for BLIN, currently valued at 2.32, compared to the broader market-4.00-2.000.002.004.002.32-0.92
The chart of Omega ratio for BLIN, currently valued at 1.28, compared to the broader market0.501.001.502.001.290.88
The chart of Calmar ratio for BLIN, currently valued at 0.91, compared to the broader market0.002.004.006.000.91-0.86
The chart of Martin ratio for BLIN, currently valued at 4.65, compared to the broader market0.0010.0020.004.65-1.35
BLIN
BLUE

The current BLIN Sharpe Ratio is 1.56, which is higher than the BLUE Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BLIN and BLUE, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.56
-0.54
BLIN
BLUE

Dividends

BLIN vs. BLUE - Dividend Comparison

Neither BLIN nor BLUE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLIN vs. BLUE - Drawdown Comparison

The maximum BLIN drawdown since its inception was -99.99%, roughly equal to the maximum BLUE drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for BLIN and BLUE. For additional features, visit the drawdowns tool.


-100.00%-99.80%-99.60%-99.40%-99.20%JulyAugustSeptemberOctoberNovemberDecember
-99.92%
-99.72%
BLIN
BLUE

Volatility

BLIN vs. BLUE - Volatility Comparison

The current volatility for Bridgeline Digital, Inc. (BLIN) is 20.31%, while bluebird bio, Inc. (BLUE) has a volatility of 99.73%. This indicates that BLIN experiences smaller price fluctuations and is considered to be less risky than BLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
20.31%
99.73%
BLIN
BLUE

Financials

BLIN vs. BLUE - Financials Comparison

This section allows you to compare key financial metrics between Bridgeline Digital, Inc. and bluebird bio, 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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