BLUE vs. IBRX
Compare and contrast key facts about bluebird bio, Inc. (BLUE) and ImmunityBio, Inc. (IBRX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLUE or IBRX.
Key characteristics
| BLUE | IBRX | |
|---|---|---|
| YTD Return | -73.72% | -2.99% |
| 1Y Return | -88.98% | 19.07% |
| 3Y Return (Ann) | -68.53% | -12.00% |
| 5Y Return (Ann) | -62.56% | 34.75% |
| Sharpe Ratio | -0.78 | 0.31 |
| Sortino Ratio | -1.59 | 1.33 |
| Omega Ratio | 0.79 | 1.16 |
| Calmar Ratio | -0.89 | 0.37 |
| Martin Ratio | -1.16 | 0.97 |
| Ulcer Index | 76.73% | 35.36% |
| Daily Std Dev | 113.76% | 111.09% |
| Max Drawdown | -99.76% | -97.14% |
| Current Drawdown | -99.76% | -88.47% |
Fundamentals
| BLUE | IBRX | |
|---|---|---|
| Market Cap | $75.74M | $3.80B |
| EPS | -$2.30 | -$0.96 |
| Total Revenue (TTM) | $42.51M | $1.23M |
| Gross Profit (TTM) | -$21.93M | -$12.30M |
| EBITDA (TTM) | -$59.39M | -$269.91M |
Correlation
The correlation between BLUE and IBRX is 0.38, 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.
Performance
BLUE vs. IBRX - Performance Comparison
In the year-to-date period, BLUE achieves a -73.72% return, which is significantly lower than IBRX's -2.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BLUE vs. IBRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for bluebird bio, Inc. (BLUE) and ImmunityBio, Inc. (IBRX). 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
BLUE vs. IBRX - Dividend Comparison
Neither BLUE nor IBRX has paid dividends to shareholders.
Drawdowns
BLUE vs. IBRX - Drawdown Comparison
The maximum BLUE drawdown since its inception was -99.76%, roughly equal to the maximum IBRX drawdown of -97.14%. Use the drawdown chart below to compare losses from any high point for BLUE and IBRX. For additional features, visit the drawdowns tool.
Volatility
BLUE vs. IBRX - Volatility Comparison
The current volatility for bluebird bio, Inc. (BLUE) is 18.20%, while ImmunityBio, Inc. (IBRX) has a volatility of 39.68%. This indicates that BLUE experiences smaller price fluctuations and is considered to be less risky than IBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BLUE vs. IBRX - Financials Comparison
This section allows you to compare key financial metrics between bluebird bio, Inc. and ImmunityBio, 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.
Total Revenue: Total amount of money received from sales and other business activities