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

Key characteristics


BMRNJAZZ
YTD Return-20.17%-10.17%
1Y Return-16.58%-16.40%
3Y Return (Ann)-0.16%-14.52%
5Y Return (Ann)-2.80%-4.52%
10Y Return (Ann)2.94%-1.72%
Sharpe Ratio-0.57-0.60
Daily Std Dev28.47%26.33%
Max Drawdown-90.58%-96.90%
Current Drawdown-48.39%-42.76%

Fundamentals


BMRNJAZZ
Market Cap$15.39B$6.91B
EPS$1.06$4.83
PE Ratio76.4422.70
PEG Ratio0.760.84
Revenue (TTM)$2.47B$3.84B
Gross Profit (TTM)$1.61B$3.39B
EBITDA (TTM)$293.47M$1.37B

Correlation

-0.50.00.51.00.4

The correlation between BMRN and JAZZ is 0.37, 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

BMRN vs. JAZZ - Performance Comparison

In the year-to-date period, BMRN achieves a -20.17% return, which is significantly lower than JAZZ's -10.17% return. Over the past 10 years, BMRN has outperformed JAZZ with an annualized return of 2.94%, while JAZZ has yielded a comparatively lower -1.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%December2024FebruaryMarchAprilMay
319.46%
523.18%
BMRN
JAZZ

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BioMarin Pharmaceutical Inc.

Jazz Pharmaceuticals plc

Risk-Adjusted Performance

BMRN vs. JAZZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and Jazz Pharmaceuticals plc (JAZZ). 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.


BMRN
Sharpe ratio
The chart of Sharpe ratio for BMRN, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.004.00-0.57
Sortino ratio
The chart of Sortino ratio for BMRN, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.006.00-0.69
Omega ratio
The chart of Omega ratio for BMRN, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for BMRN, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for BMRN, currently valued at -1.67, compared to the broader market-10.000.0010.0020.0030.00-1.67
JAZZ
Sharpe ratio
The chart of Sharpe ratio for JAZZ, currently valued at -0.60, compared to the broader market-2.00-1.000.001.002.003.004.00-0.60
Sortino ratio
The chart of Sortino ratio for JAZZ, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.006.00-0.68
Omega ratio
The chart of Omega ratio for JAZZ, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for JAZZ, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for JAZZ, currently valued at -1.11, compared to the broader market-10.000.0010.0020.0030.00-1.11

BMRN vs. JAZZ - Sharpe Ratio Comparison

The current BMRN Sharpe Ratio is -0.57, which roughly equals the JAZZ Sharpe Ratio of -0.60. The chart below compares the 12-month rolling Sharpe Ratio of BMRN and JAZZ.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.00December2024FebruaryMarchAprilMay
-0.57
-0.60
BMRN
JAZZ

Dividends

BMRN vs. JAZZ - Dividend Comparison

Neither BMRN nor JAZZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMRN vs. JAZZ - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, smaller than the maximum JAZZ drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for BMRN and JAZZ. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%December2024FebruaryMarchAprilMay
-48.39%
-42.76%
BMRN
JAZZ

Volatility

BMRN vs. JAZZ - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 12.66% compared to Jazz Pharmaceuticals plc (JAZZ) at 7.06%. This indicates that BMRN's price experiences larger fluctuations and is considered to be riskier than JAZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
12.66%
7.06%
BMRN
JAZZ

Financials

BMRN vs. JAZZ - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and Jazz Pharmaceuticals plc. 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