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BMRN vs. AVGO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMRN and AVGO is 0.31, 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.


-0.50.00.51.00.3

Performance

BMRN vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioMarin Pharmaceutical Inc. (BMRN) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
311.39%
18,567.81%
BMRN
AVGO

Key characteristics

Sharpe Ratio

BMRN:

-1.04

AVGO:

1.75

Sortino Ratio

BMRN:

-1.29

AVGO:

2.63

Omega Ratio

BMRN:

0.80

AVGO:

1.33

Calmar Ratio

BMRN:

-0.56

AVGO:

3.71

Martin Ratio

BMRN:

-1.62

AVGO:

10.81

Ulcer Index

BMRN:

20.14%

AVGO:

8.66%

Daily Std Dev

BMRN:

31.53%

AVGO:

53.52%

Max Drawdown

BMRN:

-90.58%

AVGO:

-48.30%

Current Drawdown

BMRN:

-56.41%

AVGO:

-12.67%

Fundamentals

Market Cap

BMRN:

$12.81B

AVGO:

$1.12T

EPS

BMRN:

$1.66

AVGO:

$1.30

PE Ratio

BMRN:

40.48

AVGO:

184.79

PEG Ratio

BMRN:

0.42

AVGO:

0.72

Total Revenue (TTM)

BMRN:

$2.75B

AVGO:

$51.57B

Gross Profit (TTM)

BMRN:

$2.14B

AVGO:

$31.04B

EBITDA (TTM)

BMRN:

$507.32M

AVGO:

$21.22B

Returns By Period

In the year-to-date period, BMRN achieves a -32.59% return, which is significantly lower than AVGO's 97.69% return. Over the past 10 years, BMRN has underperformed AVGO with an annualized return of -3.51%, while AVGO has yielded a comparatively higher 39.53% annualized return.


BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

AVGO

YTD

97.69%

1M

32.04%

6M

26.68%

1Y

98.73%

5Y*

51.19%

10Y*

39.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BMRN vs. AVGO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and Broadcom Inc. (AVGO). 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 BMRN, currently valued at -1.04, compared to the broader market-4.00-2.000.002.00-1.041.75
The chart of Sortino ratio for BMRN, currently valued at -1.29, compared to the broader market-4.00-2.000.002.004.00-1.292.63
The chart of Omega ratio for BMRN, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.33
The chart of Calmar ratio for BMRN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.563.71
The chart of Martin ratio for BMRN, currently valued at -1.62, compared to the broader market0.0010.0020.00-1.6210.81
BMRN
AVGO

The current BMRN Sharpe Ratio is -1.04, which is lower than the AVGO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BMRN and AVGO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.04
1.75
BMRN
AVGO

Dividends

BMRN vs. AVGO - Dividend Comparison

BMRN has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
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%
AVGO
Broadcom Inc.
0.72%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

Drawdowns

BMRN vs. AVGO - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for BMRN and AVGO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.41%
-12.67%
BMRN
AVGO

Volatility

BMRN vs. AVGO - Volatility Comparison

The current volatility for BioMarin Pharmaceutical Inc. (BMRN) is 8.39%, while Broadcom Inc. (AVGO) has a volatility of 27.83%. This indicates that BMRN experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.39%
27.83%
BMRN
AVGO

Financials

BMRN vs. AVGO - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and Broadcom 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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