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BNGO vs. BORR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BNGO vs. BORR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bionano Genomics, Inc. (BNGO) and Borr Drilling Ltd (BORR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNGO achieves a -24.84% return, which is significantly lower than BORR's 5.21% return.


BNGO

1D
0.00%
1M
-7.26%
YTD
-24.84%
6M
-24.84%
1Y
-64.83%
3Y*
-85.42%
5Y*
-80.70%
10Y*

BORR

1D
-2.30%
1M
-23.19%
YTD
5.21%
6M
5.74%
1Y
110.95%
3Y*
-11.05%
5Y*
20.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNGO vs. BORR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNGO
Bionano Genomics, Inc.
-24.84%-91.16%-84.74%-87.05%-51.17%-2.92%148.39%-76.34%-47.60%
BORR
Borr Drilling Ltd
5.21%4.15%-44.49%48.09%141.26%26.50%-91.00%-26.12%-46.10%

Correlation

The correlation between BNGO and BORR is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2018

0.17

Fundamentals

EPS

BNGO:

-$6.55

BORR:

$0.12

PS Ratio

BNGO:

0.19

BORR:

1.19

Total Revenue (TTM)

BNGO:

$22.06M

BORR:

$1.05B

Gross Profit (TTM)

BNGO:

$3.32M

BORR:

$483.30M

EBITDA (TTM)

BNGO:

-$23.09M

BORR:

$417.40M

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Return for Risk

BNGO vs. BORR — Risk / Return Rank

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

BNGO
BNGO Risk / Return Rank: 1212
Overall Rank
BNGO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BNGO Sortino Ratio Rank: 1111
Sortino Ratio Rank
BNGO Omega Ratio Rank: 88
Omega Ratio Rank
BNGO Calmar Ratio Rank: 1010
Calmar Ratio Rank
BNGO Martin Ratio Rank: 2020
Martin Ratio Rank

BORR
BORR Risk / Return Rank: 8484
Overall Rank
BORR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BORR Sortino Ratio Rank: 8383
Sortino Ratio Rank
BORR Omega Ratio Rank: 8080
Omega Ratio Rank
BORR Calmar Ratio Rank: 8484
Calmar Ratio Rank
BORR Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNGO vs. BORR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bionano Genomics, Inc. (BNGO) and Borr Drilling Ltd (BORR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNGOBORRDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

0.83

1.29

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.83

3.09

-3.92

Martin ratioReturn relative to average drawdown

-1.04

10.08

-11.12

BNGO vs. BORR - Sharpe Ratio Comparison

The current BNGO Sharpe Ratio is -0.80, which is lower than the BORR Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of BNGO and BORR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNGO vs. BORR - Drawdown Comparison

The maximum BNGO drawdown since its inception was -99.99%, roughly equal to the maximum BORR drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for BNGO and BORR.


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Drawdown Indicators


BNGOBORRDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-99.07%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-77.85%

-36.16%

-41.69%

Max Drawdown (3Y)

Largest decline over 3 years

-99.72%

-80.90%

-18.82%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

-80.90%

-19.08%

Current Drawdown

Current decline from peak

-99.99%

-91.63%

-8.36%

Average Drawdown

Average peak-to-trough decline

-85.27%

-88.79%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.38%

11.11%

+51.27%

Volatility

BNGO vs. BORR - Volatility Comparison

The current volatility for Bionano Genomics, Inc. (BNGO) is 10.24%, while Borr Drilling Ltd (BORR) has a volatility of 14.60%. This indicates that BNGO experiences smaller price fluctuations and is considered to be less risky than BORR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNGOBORRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

14.60%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

44.87%

36.94%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

80.99%

61.12%

+19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.81%

72.27%

+17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.30%

118.49%

+72.81%

Dividends

BNGO vs. BORR - Dividend Comparison

Neither BNGO nor BORR has paid dividends to shareholders.


PositionTTM20252024
BNGO
Bionano Genomics, Inc.
0.00%0.00%0.00%
BORR
Borr Drilling Ltd
0.00%0.50%7.69%

Financials

BNGO vs. BORR - Financials Comparison

This section allows you to compare key financial metrics between Bionano Genomics, Inc. and Borr Drilling 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
6.69K
247.00M
(BNGO) Total Revenue
(BORR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BNGO and BORR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BORR has higher volatility (14.60%) compared to BNGO (10.24%). In terms of maximum drawdown, BNGO dropped -99.99% vs BORR's -99.07%.

BORR currently has the higher Sharpe Ratio (1.83 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BNGO and BORR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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