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

Correlation

The correlation between BLUE and NCSM is 0.23, 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. NCSM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BLUE:

-0.56

NCSM:

1.10

Sortino Ratio

BLUE:

-0.85

NCSM:

2.09

Omega Ratio

BLUE:

0.89

NCSM:

1.27

Calmar Ratio

BLUE:

-0.83

NCSM:

0.84

Martin Ratio

BLUE:

-1.33

NCSM:

7.07

Ulcer Index

BLUE:

62.37%

NCSM:

11.48%

Daily Std Dev

BLUE:

152.59%

NCSM:

62.87%

Max Drawdown

BLUE:

-99.88%

NCSM:

-98.58%

Current Drawdown

BLUE:

-99.88%

NCSM:

-94.16%

Fundamentals

Market Cap

BLUE:

$38.87M

NCSM:

$87.20M

EPS

BLUE:

-$24.84

NCSM:

$3.24

PEG Ratio

BLUE:

0.32

NCSM:

0.00

PS Ratio

BLUE:

0.46

NCSM:

0.52

PB Ratio

BLUE:

0.73

NCSM:

0.73

Total Revenue (TTM)

BLUE:

$65.23M

NCSM:

$168.90M

Gross Profit (TTM)

BLUE:

$1.72M

NCSM:

$67.87M

EBITDA (TTM)

BLUE:

-$108.13M

NCSM:

$13.89M

Returns By Period

In the year-to-date period, BLUE achieves a -58.03% return, which is significantly lower than NCSM's 21.57% return.


BLUE

YTD

-58.03%

1M

-27.84%

6M

-56.86%

1Y

-84.38%

5Y*

-66.09%

10Y*

-47.48%

NCSM

YTD

21.57%

1M

17.06%

6M

39.96%

1Y

67.87%

5Y*

23.78%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BLUE vs. NCSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLUE
The Risk-Adjusted Performance Rank of BLUE is 1414
Overall Rank
The Sharpe Ratio Rank of BLUE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 55
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 1414
Martin Ratio Rank

NCSM
The Risk-Adjusted Performance Rank of NCSM is 8686
Overall Rank
The Sharpe Ratio Rank of NCSM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of NCSM is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NCSM is 8585
Omega Ratio Rank
The Calmar Ratio Rank of NCSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NCSM is 9191
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.

BLUE vs. NCSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for bluebird bio, Inc. (BLUE) and NCS Multistage Holdings, Inc. (NCSM). 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 current BLUE Sharpe Ratio is -0.56, which is lower than the NCSM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BLUE and NCSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BLUE vs. NCSM - Dividend Comparison

Neither BLUE nor NCSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLUE vs. NCSM - Drawdown Comparison

The maximum BLUE drawdown since its inception was -99.88%, roughly equal to the maximum NCSM drawdown of -98.58%. Use the drawdown chart below to compare losses from any high point for BLUE and NCSM. For additional features, visit the drawdowns tool.


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Volatility

BLUE vs. NCSM - Volatility Comparison


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Financials

BLUE vs. NCSM - Financials Comparison

This section allows you to compare key financial metrics between bluebird bio, Inc. and NCS Multistage Holdings, 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
38.52M
50.01M
(BLUE) Total Revenue
(NCSM) Total Revenue
Values in USD except per share items

BLUE vs. NCSM - Profitability Comparison

The chart below illustrates the profitability comparison between bluebird bio, Inc. and NCS Multistage Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
40.8%
43.7%
(BLUE) Gross Margin
(NCSM) Gross Margin
BLUE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a gross profit of 15.73M and revenue of 38.52M. Therefore, the gross margin over that period was 40.8%.

NCSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported a gross profit of 21.86M and revenue of 50.01M. Therefore, the gross margin over that period was 43.7%.

BLUE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported an operating income of -36.46M and revenue of 38.52M, resulting in an operating margin of -94.6%.

NCSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported an operating income of 4.29M and revenue of 50.01M, resulting in an operating margin of 8.6%.

BLUE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a net income of -28.71M and revenue of 38.52M, resulting in a net margin of -74.5%.

NCSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported a net income of 4.06M and revenue of 50.01M, resulting in a net margin of 8.1%.