PortfoliosLab logo
BNTX vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BNTX and MRNA is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

BNTX vs. MRNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioNTech SE (BNTX) and Moderna, Inc. (MRNA). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
625.92%
92.23%
BNTX
MRNA

Key characteristics

Sharpe Ratio

BNTX:

0.29

MRNA:

-1.08

Sortino Ratio

BNTX:

0.84

MRNA:

-2.13

Omega Ratio

BNTX:

1.10

MRNA:

0.75

Calmar Ratio

BNTX:

0.19

MRNA:

-0.79

Martin Ratio

BNTX:

1.12

MRNA:

-1.20

Ulcer Index

BNTX:

13.67%

MRNA:

62.13%

Daily Std Dev

BNTX:

52.38%

MRNA:

69.27%

Max Drawdown

BNTX:

-82.25%

MRNA:

-94.94%

Current Drawdown

BNTX:

-76.89%

MRNA:

-94.38%

Fundamentals

Market Cap

BNTX:

$24.52B

MRNA:

$10.52B

EPS

BNTX:

-$3.14

MRNA:

-$9.28

PEG Ratio

BNTX:

0.04

MRNA:

0.00

PS Ratio

BNTX:

8.91

MRNA:

3.25

PB Ratio

BNTX:

1.32

MRNA:

0.97

Total Revenue (TTM)

BNTX:

$2.55B

MRNA:

$3.06B

Gross Profit (TTM)

BNTX:

$2.07B

MRNA:

$1.65B

EBITDA (TTM)

BNTX:

-$76.89M

MRNA:

-$2.27B

Returns By Period

In the year-to-date period, BNTX achieves a -10.47% return, which is significantly higher than MRNA's -34.54% return.


BNTX

YTD

-10.47%

1M

6.94%

6M

-7.66%

1Y

16.98%

5Y*

15.97%

10Y*

N/A

MRNA

YTD

-34.54%

1M

-15.26%

6M

-48.73%

1Y

-74.79%

5Y*

-10.78%

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

BNTX vs. MRNA — Risk-Adjusted Performance Rank

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

BNTX
The Risk-Adjusted Performance Rank of BNTX is 6363
Overall Rank
The Sharpe Ratio Rank of BNTX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BNTX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BNTX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BNTX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BNTX is 6666
Martin Ratio Rank

MRNA
The Risk-Adjusted Performance Rank of MRNA is 77
Overall Rank
The Sharpe Ratio Rank of MRNA is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNA is 22
Sortino Ratio Rank
The Omega Ratio Rank of MRNA is 33
Omega Ratio Rank
The Calmar Ratio Rank of MRNA is 66
Calmar Ratio Rank
The Martin Ratio Rank of MRNA is 2020
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.

BNTX vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioNTech SE (BNTX) and Moderna, Inc. (MRNA). 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 BNTX, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.00
BNTX: 0.29
MRNA: -1.08
The chart of Sortino ratio for BNTX, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
BNTX: 0.84
MRNA: -2.13
The chart of Omega ratio for BNTX, currently valued at 1.10, compared to the broader market0.501.001.502.00
BNTX: 1.10
MRNA: 0.75
The chart of Calmar ratio for BNTX, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
BNTX: 0.19
MRNA: -0.79
The chart of Martin ratio for BNTX, currently valued at 1.12, compared to the broader market-5.000.005.0010.0015.0020.00
BNTX: 1.12
MRNA: -1.20

The current BNTX Sharpe Ratio is 0.29, which is higher than the MRNA Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of BNTX and MRNA, 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
0.29
-1.08
BNTX
MRNA

Dividends

BNTX vs. MRNA - Dividend Comparison

Neither BNTX nor MRNA has paid dividends to shareholders.


TTM202420232022
BNTX
BioNTech SE
0.00%0.00%0.00%1.41%
MRNA
Moderna, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

BNTX vs. MRNA - Drawdown Comparison

The maximum BNTX drawdown since its inception was -82.25%, smaller than the maximum MRNA drawdown of -94.94%. Use the drawdown chart below to compare losses from any high point for BNTX and MRNA. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-76.89%
-94.38%
BNTX
MRNA

Volatility

BNTX vs. MRNA - Volatility Comparison

BioNTech SE (BNTX) has a higher volatility of 24.77% compared to Moderna, Inc. (MRNA) at 21.32%. This indicates that BNTX's price experiences larger fluctuations and is considered to be riskier than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.77%
21.32%
BNTX
MRNA

Financials

BNTX vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between BioNTech SE and Moderna, Inc.. 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