BMRN vs. ACWI
BMRN (BioMarin Pharmaceutical Inc.) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, BMRN returned -4.89%/yr vs 12.69%/yr for ACWI. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
BMRN vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, BMRN achieves a 0.81% return, which is significantly lower than ACWI's 14.17% return. Over the past 10 years, BMRN has underperformed ACWI with an annualized return of -4.89%, while ACWI has yielded a comparatively higher 12.69% annualized return.
BMRN
- 1D
- -1.33%
- 1M
- 1.91%
- 6M
- 3.97%
- YTD
- 0.81%
- 1Y
- -3.26%
- 3Y*
- -12.21%
- 5Y*
- -5.17%
- 10Y*
- -4.89%
- ALL TIME*
- 5.72%
ACWI
- 1D
- -0.08%
- 1M
- 1.60%
- 6M
- 11.42%
- YTD
- 14.17%
- 1Y
- 25.54%
- 3Y*
- 20.39%
- 5Y*
- 11.20%
- 10Y*
- 12.69%
- ALL TIME*
- 8.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $416.62M | $465.89M | $498.47M | |
| $109.56M | $94.79M | $114.29M |
BMRN vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMRN BioMarin Pharmaceutical Inc. | 0.81% | -9.58% | -31.83% | -6.83% | 17.14% | 0.75% | 3.71% | -0.70% | -4.51% | 7.64% |
ACWI iShares MSCI ACWI ETF | 14.17% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between BMRN and ACWI is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.42 |
Over the past year, the correlation between BMRN and ACWI has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
BMRN vs. ACWI — Risk / Return Rank
BMRN
ACWI
BMRN vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and iShares MSCI ACWI ETF (ACWI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BMRN | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.64 | -2.78 |
| Martin ratioReturn relative to average drawdown | -0.30 | 11.01 | -11.31 |
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Drawdowns
BMRN vs. ACWI - Drawdown Comparison
The maximum BMRN drawdown since its inception was -90.58%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for BMRN and ACWI.
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Drawdown Indicators
| BMRN | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.58% | -56.00% | -34.58% |
Max Drawdown (1Y)Largest decline over 1 year | -22.49% | -9.73% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -49.83% | -16.55% | -33.28% |
Max Drawdown (5Y)Largest decline over 5 years | -57.64% | -26.42% | -31.22% |
Max Drawdown (10Y)Largest decline over 10 years | -62.09% | -33.53% | -28.56% |
Current DrawdownCurrent decline from peak | -59.83% | -0.08% | -59.75% |
Average DrawdownAverage peak-to-trough decline | -45.60% | -8.55% | -37.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.45% | 2.33% | +9.12% |
Volatility
BMRN vs. ACWI - Volatility Comparison
BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 5.61% compared to iShares MSCI ACWI ETF (ACWI) at 4.18%. This indicates that BMRN's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMRN | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.18% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.06% | 11.80% | +10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.23% | 13.99% | +20.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.93% | 16.25% | +16.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.03% | 17.07% | +17.96% |
Dividends
BMRN vs. ACWI - Dividend Comparison
BMRN has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.40% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
BMRN BioMarin Pharmaceutical Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BMRN and ACWI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMRN has higher volatility (5.61%) compared to ACWI (4.18%). In terms of maximum drawdown, BMRN dropped -90.58% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.83 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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