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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-17.69%
10.90%
BMRN
JAZZ

Returns By Period

In the year-to-date period, BMRN achieves a -34.23% return, which is significantly lower than JAZZ's -2.07% return. Over the past 10 years, BMRN has outperformed JAZZ with an annualized return of -2.83%, while JAZZ has yielded a comparatively lower -3.38% annualized return.


BMRN

YTD

-34.23%

1M

-9.54%

6M

-18.23%

1Y

-27.54%

5Y (annualized)

-4.00%

10Y (annualized)

-2.83%

JAZZ

YTD

-2.07%

1M

4.71%

6M

10.52%

1Y

-0.08%

5Y (annualized)

-2.82%

10Y (annualized)

-3.38%

Fundamentals


BMRNJAZZ
Market Cap$12.60B$7.72B
EPS$1.66$7.06
PE Ratio39.8418.09
PEG Ratio0.420.96
Total Revenue (TTM)$735.87B$3.99B
Gross Profit (TTM)$546.99B$3.11B
EBITDA (TTM)$114.17B$1.22B

Key characteristics


BMRNJAZZ
Sharpe Ratio-0.88-0.04
Sortino Ratio-1.020.15
Omega Ratio0.841.02
Calmar Ratio-0.47-0.02
Martin Ratio-1.57-0.08
Ulcer Index17.28%14.07%
Daily Std Dev30.98%28.28%
Max Drawdown-90.58%-96.90%
Current Drawdown-57.47%-37.59%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for BMRN, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.88-0.04
The chart of Sortino ratio for BMRN, currently valued at -1.03, compared to the broader market-4.00-2.000.002.004.00-1.030.15
The chart of Omega ratio for BMRN, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.02
The chart of Calmar ratio for BMRN, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.02
The chart of Martin ratio for BMRN, currently valued at -1.57, compared to the broader market0.0010.0020.0030.00-1.57-0.08
BMRN
JAZZ

The current BMRN Sharpe Ratio is -0.88, which is lower than the JAZZ Sharpe Ratio of -0.04. 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-0.80-0.60-0.40-0.200.000.200.40JuneJulyAugustSeptemberOctoberNovember
-0.88
-0.04
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.


-55.00%-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-57.47%
-37.59%
BMRN
JAZZ

Volatility

BMRN vs. JAZZ - Volatility Comparison

The current volatility for BioMarin Pharmaceutical Inc. (BMRN) is 6.54%, while Jazz Pharmaceuticals plc (JAZZ) has a volatility of 10.68%. This indicates that BMRN experiences smaller price fluctuations and is considered to be less risky than JAZZ 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
6.54%
10.68%
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