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BMRN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BMRN and VOO is 0.44, 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.


-0.50.00.51.00.4

Performance

BMRN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioMarin Pharmaceutical Inc. (BMRN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
187.36%
600.01%
BMRN
VOO

Key characteristics

Sharpe Ratio

BMRN:

-1.04

VOO:

2.21

Sortino Ratio

BMRN:

-1.29

VOO:

2.93

Omega Ratio

BMRN:

0.80

VOO:

1.41

Calmar Ratio

BMRN:

-0.56

VOO:

3.25

Martin Ratio

BMRN:

-1.62

VOO:

14.47

Ulcer Index

BMRN:

20.14%

VOO:

1.90%

Daily Std Dev

BMRN:

31.53%

VOO:

12.43%

Max Drawdown

BMRN:

-90.58%

VOO:

-33.99%

Current Drawdown

BMRN:

-56.41%

VOO:

-2.87%

Returns By Period

In the year-to-date period, BMRN achieves a -32.59% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, BMRN has underperformed VOO with an annualized return of -3.51%, while VOO has yielded a comparatively higher 13.04% annualized return.


BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

BMRN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and Vanguard S&P 500 ETF (VOO). 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 -0.95, compared to the broader market-4.00-2.000.002.00-0.952.21
The chart of Sortino ratio for BMRN, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.162.93
The chart of Omega ratio for BMRN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.41
The chart of Calmar ratio for BMRN, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.513.25
The chart of Martin ratio for BMRN, currently valued at -1.47, compared to the broader market0.0010.0020.00-1.4714.47
BMRN
VOO

The current BMRN Sharpe Ratio is -1.04, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BMRN and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
2.21
BMRN
VOO

Dividends

BMRN vs. VOO - Dividend Comparison

BMRN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
BMRN
BioMarin Pharmaceutical Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BMRN vs. VOO - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BMRN and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.41%
-2.87%
BMRN
VOO

Volatility

BMRN vs. VOO - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 8.36% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that BMRN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.36%
3.64%
BMRN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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