PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BMRN vs. BMTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMRN and BMTX is 0.07, 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.


-0.50.00.51.00.1

Performance

BMRN vs. BMTX - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.88%
-50.53%
BMRN
BMTX

Key characteristics

Sharpe Ratio

BMRN:

-1.04

BMTX:

0.92

Sortino Ratio

BMRN:

-1.30

BMTX:

2.50

Omega Ratio

BMRN:

0.80

BMTX:

1.32

Calmar Ratio

BMRN:

-0.56

BMTX:

1.12

Martin Ratio

BMRN:

-1.64

BMTX:

5.18

Ulcer Index

BMRN:

20.02%

BMTX:

19.73%

Daily Std Dev

BMRN:

31.53%

BMTX:

110.82%

Max Drawdown

BMRN:

-90.58%

BMTX:

-91.84%

Current Drawdown

BMRN:

-56.62%

BMTX:

-72.73%

Fundamentals

Market Cap

BMRN:

$12.81B

BMTX:

$57.66M

EPS

BMRN:

$1.66

BMTX:

-$1.11

Total Revenue (TTM)

BMRN:

$2.75B

BMTX:

$57.66M

Gross Profit (TTM)

BMRN:

$2.14B

BMTX:

$15.09M

EBITDA (TTM)

BMRN:

$507.32M

BMTX:

-$7.87M

Returns By Period

In the year-to-date period, BMRN achieves a -32.91% return, which is significantly lower than BMTX's 129.76% return.


BMRN

YTD

-32.91%

1M

4.46%

6M

-23.13%

1Y

-32.99%

5Y*

-5.27%

10Y*

-3.66%

BMTX

YTD

129.76%

1M

-0.63%

6M

83.27%

1Y

110.27%

5Y*

-14.46%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BMRN vs. BMTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and BM Technologies, Inc. (BMTX). 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-4.00-2.000.002.00-1.040.92
The chart of Sortino ratio for BMRN, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.302.50
The chart of Omega ratio for BMRN, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.32
The chart of Calmar ratio for BMRN, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.621.12
The chart of Martin ratio for BMRN, currently valued at -1.64, compared to the broader market0.0010.0020.00-1.645.18
BMRN
BMTX

The current BMRN Sharpe Ratio is -1.04, which is lower than the BMTX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BMRN and BMTX, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.04
0.92
BMRN
BMTX

Dividends

BMRN vs. BMTX - Dividend Comparison

Neither BMRN nor BMTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMRN vs. BMTX - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, roughly equal to the maximum BMTX drawdown of -91.84%. Use the drawdown chart below to compare losses from any high point for BMRN and BMTX. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-50.63%
-72.73%
BMRN
BMTX

Volatility

BMRN vs. BMTX - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 8.39% compared to BM Technologies, Inc. (BMTX) at 3.00%. This indicates that BMRN's price experiences larger fluctuations and is considered to be riskier than BMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
8.39%
3.00%
BMRN
BMTX

Financials

BMRN vs. BMTX - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and BM Technologies, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab