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

Correlation

The correlation between BLUE and OMEX is 0.13, 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. OMEX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BLUE:

-0.45

OMEX:

-0.30

Sortino Ratio

BLUE:

-0.28

OMEX:

1.47

Omega Ratio

BLUE:

0.96

OMEX:

1.23

Calmar Ratio

BLUE:

-0.74

OMEX:

-0.84

Martin Ratio

BLUE:

-1.13

OMEX:

-1.11

Ulcer Index

BLUE:

65.10%

OMEX:

75.29%

Daily Std Dev

BLUE:

159.90%

OMEX:

280.39%

Max Drawdown

BLUE:

-99.89%

OMEX:

-99.70%

Current Drawdown

BLUE:

-99.84%

OMEX:

-99.22%

Fundamentals

Market Cap

BLUE:

$48.77M

OMEX:

$26.24M

EPS

BLUE:

-$20.55

OMEX:

$0.27

PEG Ratio

BLUE:

0.32

OMEX:

0.00

PS Ratio

BLUE:

0.47

OMEX:

37.46

PB Ratio

BLUE:

0.73

OMEX:

0.00

Total Revenue (TTM)

BLUE:

$103.95M

OMEX:

$700.61K

Gross Profit (TTM)

BLUE:

$28.19M

OMEX:

-$2.09M

EBITDA (TTM)

BLUE:

-$132.74M

OMEX:

$10.94M

Returns By Period

In the year-to-date period, BLUE achieves a -40.41% return, which is significantly lower than OMEX's 8.57% return. Over the past 10 years, BLUE has underperformed OMEX with an annualized return of -46.19%, while OMEX has yielded a comparatively higher -19.14% annualized return.


BLUE

YTD

-40.41%

1M

21.81%

6M

-38.64%

1Y

-72.25%

3Y*

-57.34%

5Y*

-64.02%

10Y*

-46.19%

OMEX

YTD

8.57%

1M

-42.52%

6M

68.47%

1Y

-83.40%

3Y*

-41.02%

5Y*

-29.06%

10Y*

-19.14%

*Annualized

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bluebird bio, Inc.

Odyssey Marine Exploration, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLUE vs. OMEX — 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 2121
Overall Rank
The Sharpe Ratio Rank of BLUE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 77
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 2020
Martin Ratio Rank

OMEX
The Risk-Adjusted Performance Rank of OMEX is 4343
Overall Rank
The Sharpe Ratio Rank of OMEX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of OMEX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of OMEX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of OMEX is 44
Calmar Ratio Rank
The Martin Ratio Rank of OMEX is 2222
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. OMEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for bluebird bio, Inc. (BLUE) and Odyssey Marine Exploration, Inc. (OMEX). 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 -0.45, which is lower than the OMEX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of BLUE and OMEX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BLUE vs. OMEX - Dividend Comparison

Neither BLUE nor OMEX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLUE vs. OMEX - Drawdown Comparison

The maximum BLUE drawdown since its inception was -99.89%, roughly equal to the maximum OMEX drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for BLUE and OMEX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLUE vs. OMEX - Volatility Comparison

bluebird bio, Inc. (BLUE) has a higher volatility of 42.96% compared to Odyssey Marine Exploration, Inc. (OMEX) at 32.33%. This indicates that BLUE's price experiences larger fluctuations and is considered to be riskier than OMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BLUE vs. OMEX - Financials Comparison

This section allows you to compare key financial metrics between bluebird bio, Inc. and Odyssey Marine Exploration, 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
38.71M
135.00K
(BLUE) Total Revenue
(OMEX) Total Revenue
Values in USD except per share items