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

Performance

BMRN vs. CRSP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-17.70%
-14.82%
BMRN
CRSP

Returns By Period

In the year-to-date period, BMRN achieves a -34.23% return, which is significantly lower than CRSP's -24.52% return.


BMRN

YTD

-34.23%

1M

-9.54%

6M

-18.23%

1Y

-27.54%

5Y (annualized)

-4.00%

10Y (annualized)

-2.83%

CRSP

YTD

-24.52%

1M

-3.41%

6M

-15.96%

1Y

-30.40%

5Y (annualized)

-7.17%

10Y (annualized)

N/A

Fundamentals


BMRNCRSP
Market Cap$12.60B$4.68B
EPS$1.66-$2.79
PEG Ratio0.42-0.21
Total Revenue (TTM)$735.87B$201.62M
Gross Profit (TTM)$546.99B$61.70M
EBITDA (TTM)$114.17B-$317.82M

Key characteristics


BMRNCRSP
Sharpe Ratio-0.88-0.30
Sortino Ratio-1.02-0.09
Omega Ratio0.840.99
Calmar Ratio-0.47-0.20
Martin Ratio-1.57-0.48
Ulcer Index17.28%33.54%
Daily Std Dev30.98%53.90%
Max Drawdown-90.58%-81.61%
Current Drawdown-57.47%-77.50%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between BMRN and CRSP is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

BMRN vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and CRISPR Therapeutics AG (CRSP). 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 -0.88, compared to the broader market-4.00-2.000.002.004.00-0.88-0.30
The chart of Sortino ratio for BMRN, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.02-0.09
The chart of Omega ratio for BMRN, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.99
The chart of Calmar ratio for BMRN, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53-0.20
The chart of Martin ratio for BMRN, currently valued at -1.57, compared to the broader market0.0010.0020.0030.00-1.57-0.48
BMRN
CRSP

The current BMRN Sharpe Ratio is -0.88, which is lower than the CRSP Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of BMRN and CRSP, 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-0.80-0.60-0.40-0.200.000.200.40JuneJulyAugustSeptemberOctoberNovember
-0.88
-0.30
BMRN
CRSP

Dividends

BMRN vs. CRSP - Dividend Comparison

Neither BMRN nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMRN vs. CRSP - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, which is greater than CRSP's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for BMRN and CRSP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-51.60%
-77.50%
BMRN
CRSP

Volatility

BMRN vs. CRSP - Volatility Comparison

The current volatility for BioMarin Pharmaceutical Inc. (BMRN) is 6.67%, while CRISPR Therapeutics AG (CRSP) has a volatility of 18.00%. This indicates that BMRN experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.67%
18.00%
BMRN
CRSP

Financials

BMRN vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and CRISPR Therapeutics AG. 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