PortfoliosLab logo
BMRN vs. KNSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMRN and KNSA is 0.45, 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: 0.5

Performance

BMRN vs. KNSA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-28.93%
5.60%
BMRN
KNSA

Key characteristics

Sharpe Ratio

BMRN:

-0.83

KNSA:

0.44

Sortino Ratio

BMRN:

-0.96

KNSA:

0.96

Omega Ratio

BMRN:

0.85

KNSA:

1.12

Calmar Ratio

BMRN:

-0.48

KNSA:

0.47

Martin Ratio

BMRN:

-1.27

KNSA:

1.14

Ulcer Index

BMRN:

23.61%

KNSA:

17.82%

Daily Std Dev

BMRN:

36.08%

KNSA:

46.12%

Max Drawdown

BMRN:

-90.58%

KNSA:

-83.06%

Current Drawdown

BMRN:

-57.93%

KNSA:

-33.53%

Fundamentals

Market Cap

BMRN:

$11.88B

KNSA:

$1.46B

EPS

BMRN:

$2.22

KNSA:

-$0.63

PS Ratio

BMRN:

4.16

KNSA:

3.45

PB Ratio

BMRN:

2.10

KNSA:

3.32

Total Revenue (TTM)

BMRN:

$2.20B

KNSA:

$343.38M

Gross Profit (TTM)

BMRN:

$1.73B

KNSA:

$313.74M

EBITDA (TTM)

BMRN:

$514.08M

KNSA:

-$28.24M

Returns By Period

In the year-to-date period, BMRN achieves a -4.55% return, which is significantly lower than KNSA's 3.94% return.


BMRN

YTD

-4.55%

1M

-12.29%

6M

-10.87%

1Y

-31.21%

5Y*

-8.43%

10Y*

-6.06%

KNSA

YTD

3.94%

1M

-11.34%

6M

-23.63%

1Y

15.12%

5Y*

0.70%

10Y*

N/A

*Annualized

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. KNSA — 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 1515
Overall Rank
The Sharpe Ratio Rank of BMRN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 1111
Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 2222
Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 1818
Martin Ratio Rank

KNSA
The Risk-Adjusted Performance Rank of KNSA is 6767
Overall Rank
The Sharpe Ratio Rank of KNSA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of KNSA is 6565
Sortino Ratio Rank
The Omega Ratio Rank of KNSA is 6464
Omega Ratio Rank
The Calmar Ratio Rank of KNSA is 7272
Calmar Ratio Rank
The Martin Ratio Rank of KNSA is 6666
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. KNSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and Kiniksa Pharmaceuticals, Ltd. (KNSA). 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 -0.83, compared to the broader market-2.00-1.000.001.002.003.00
BMRN: -0.83
KNSA: 0.44
The chart of Sortino ratio for BMRN, currently valued at -0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
BMRN: -0.96
KNSA: 0.96
The chart of Omega ratio for BMRN, currently valued at 0.85, compared to the broader market0.501.001.502.00
BMRN: 0.85
KNSA: 1.12
The chart of Calmar ratio for BMRN, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
BMRN: -0.52
KNSA: 0.47
The chart of Martin ratio for BMRN, currently valued at -1.27, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BMRN: -1.27
KNSA: 1.14

The current BMRN Sharpe Ratio is -0.83, which is lower than the KNSA Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BMRN and KNSA, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.83
0.44
BMRN
KNSA

Dividends

BMRN vs. KNSA - Dividend Comparison

Neither BMRN nor KNSA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMRN vs. KNSA - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, which is greater than KNSA's maximum drawdown of -83.06%. Use the drawdown chart below to compare losses from any high point for BMRN and KNSA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-52.12%
-33.53%
BMRN
KNSA

Volatility

BMRN vs. KNSA - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 17.84% compared to Kiniksa Pharmaceuticals, Ltd. (KNSA) at 15.59%. This indicates that BMRN's price experiences larger fluctuations and is considered to be riskier than KNSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.84%
15.59%
BMRN
KNSA

Financials

BMRN vs. KNSA - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and Kiniksa Pharmaceuticals, Ltd.. 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