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

Correlation

The correlation between BMRN and JAZZ is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BMRN vs. JAZZ - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
244.96%
524.93%
BMRN
JAZZ

Key characteristics

Sharpe Ratio

BMRN:

-0.87

JAZZ:

0.03

Sortino Ratio

BMRN:

-1.03

JAZZ:

0.27

Omega Ratio

BMRN:

0.84

JAZZ:

1.03

Calmar Ratio

BMRN:

-0.50

JAZZ:

0.02

Martin Ratio

BMRN:

-1.32

JAZZ:

0.12

Ulcer Index

BMRN:

23.59%

JAZZ:

8.44%

Daily Std Dev

BMRN:

36.08%

JAZZ:

32.05%

Max Drawdown

BMRN:

-90.58%

JAZZ:

-96.90%

Current Drawdown

BMRN:

-57.55%

JAZZ:

-42.60%

Fundamentals

Market Cap

BMRN:

$12.03B

JAZZ:

$6.62B

EPS

BMRN:

$2.21

JAZZ:

$8.65

PE Ratio

BMRN:

28.39

JAZZ:

12.60

PEG Ratio

BMRN:

0.42

JAZZ:

0.33

PS Ratio

BMRN:

4.22

JAZZ:

1.63

PB Ratio

BMRN:

2.10

JAZZ:

1.55

Total Revenue (TTM)

BMRN:

$2.20B

JAZZ:

$3.17B

Gross Profit (TTM)

BMRN:

$1.73B

JAZZ:

$2.79B

EBITDA (TTM)

BMRN:

$514.08M

JAZZ:

$977.99M

Returns By Period

In the year-to-date period, BMRN achieves a -3.70% return, which is significantly higher than JAZZ's -10.03% return. Over the past 10 years, BMRN has underperformed JAZZ with an annualized return of -5.86%, while JAZZ has yielded a comparatively higher -4.89% annualized return.


BMRN

YTD

-3.70%

1M

-11.44%

6M

-9.22%

1Y

-22.96%

5Y*

-8.26%

10Y*

-5.86%

JAZZ

YTD

-10.03%

1M

-15.34%

6M

1.14%

1Y

3.14%

5Y*

0.67%

10Y*

-4.89%

*Annualized

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Risk-Adjusted Performance

BMRN vs. JAZZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMRN
The Risk-Adjusted Performance Rank of BMRN is 1313
Overall Rank
The Sharpe Ratio Rank of BMRN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 1212
Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 1515
Martin Ratio Rank

JAZZ
The Risk-Adjusted Performance Rank of JAZZ is 5050
Overall Rank
The Sharpe Ratio Rank of JAZZ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JAZZ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JAZZ is 4545
Omega Ratio Rank
The Calmar Ratio Rank of JAZZ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JAZZ is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BMRN, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.00
BMRN: -0.87
JAZZ: 0.03
The chart of Sortino ratio for BMRN, currently valued at -1.03, compared to the broader market-6.00-4.00-2.000.002.004.00
BMRN: -1.03
JAZZ: 0.27
The chart of Omega ratio for BMRN, currently valued at 0.84, compared to the broader market0.501.001.502.00
BMRN: 0.84
JAZZ: 1.03
The chart of Calmar ratio for BMRN, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
BMRN: -0.50
JAZZ: 0.02
The chart of Martin ratio for BMRN, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.00
BMRN: -1.32
JAZZ: 0.12

The current BMRN Sharpe Ratio is -0.87, which is lower than the JAZZ Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BMRN and JAZZ, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.87
0.03
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.


-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-57.55%
-42.60%
BMRN
JAZZ

Volatility

BMRN vs. JAZZ - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) and Jazz Pharmaceuticals plc (JAZZ) have volatilities of 17.90% and 17.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.90%
17.53%
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