BW vs. CELC

Last updated Jun 4, 2026

BW (Babcock & Wilcox Enterprises, Inc.) and CELC (Celcuity Inc.) are both stocks. BW operates in Specialty Industrial Machinery (Industrials), while CELC operates in Diagnostics & Research (Healthcare). Over the past 5 years, BW returned 14.74%/yr vs 27.03%/yr for CELC. At a 0.17 correlation, their price movements are largely independent.

Performance

BW vs. CELC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Babcock & Wilcox Enterprises, Inc. (BW) and Celcuity Inc. (CELC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BW achieves a 178.86% return, which is significantly higher than CELC's -10.82% return.

BW

• 1D: -2.00%
• 1M: 17.24%
• YTD: 178.86%
• 6M: 174.96%
• 1Y: 2,004.76%
• 3Y*: 46.96%
• 5Y*: 14.74%
• 10Y*: -22.27%

CELC

• 1D: -2.70%
• 1M: -38.65%
• YTD: -10.82%
• 6M: -11.05%
• 1Y: 644.97%
• 3Y*: 100.35%
• 5Y*: 27.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BW vs. CELC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BW Babcock & Wilcox Enterprises, Inc.	178.86%	286.59%	12.33%	-74.70%	-36.03%	156.98%	-3.57%	-6.76%	-93.13%	59.10%
CELC Celcuity Inc.	-10.82%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	32.61%

Correlation

The correlation between BW and CELC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Sep 21, 2017	0.17

Fundamentals

Market Cap BW : $2.36B CELC : $4.84B
EPS BW : -$0.83 CELC : -$3.95
Total Revenue (TTM) BW : $668.48M CELC : $0.00
Gross Profit (TTM) BW : $121.68M CELC : -$41.00K
EBITDA (TTM) BW : -$41.40M CELC : -$168.13M

Return for Risk

BW vs. CELC — Risk / Return Rank

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

BW

BW Risk / Return Rank: 99
BW Sharpe Ratio Rank: 100
BW Sortino Ratio Rank: 99
BW Omega Ratio Rank: 97
BW Calmar Ratio Rank: 100
BW Martin Ratio Rank: 100

CELC

CELC Risk / Return Rank: 98
CELC Sharpe Ratio Rank: 96
CELC Sortino Ratio Rank: 99
CELC Omega Ratio Rank: 99
CELC Calmar Ratio Rank: 99
CELC Martin Ratio Rank: 100

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.

BW vs. CELC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Babcock & Wilcox Enterprises, Inc. (BW) and Celcuity Inc. (CELC). 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.

	BW	CELC	Difference
Sharpe ratio: Return per unit of total volatility	14.19	3.57	+10.62
Sortino ratio: Return per unit of downside risk	6.08	6.75	-0.67
Omega ratio: Gain probability vs. loss probability	1.72	1.93	-0.21
Calmar ratio: Return relative to maximum drawdown	58.85	16.84	+42.00
Martin ratio: Return relative to average drawdown	135.77	74.95	+60.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BW vs. CELC - Sharpe Ratio Comparison

The current BW Sharpe Ratio is 14.19, which is higher than the CELC Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of BW and CELC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BW	CELC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	14.19	3.57	+10.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.27	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	0.26	-0.45

Drawdowns

BW vs. CELC - Drawdown Comparison

The maximum BW drawdown since its inception was -99.89%, which is greater than CELC's maximum drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for BW and CELC.

Drawdown Indicators

	BW	CELC	Difference
Max Drawdown Largest peak-to-trough decline	-99.89%	-85.64%	-14.25%
Max Drawdown (1Y) Largest decline over 1 year	-34.50%	-38.65%	+4.15%
Max Drawdown (3Y) Largest decline over 3 years	-96.03%	-61.99%	-34.04%
Max Drawdown (5Y) Largest decline over 5 years	-97.39%	-82.70%	-14.69%
Max Drawdown (10Y) Largest decline over 10 years	-99.88%	—	—
Current Drawdown Current decline from peak	-92.53%	-38.65%	-53.88%
Average Drawdown Average peak-to-trough decline	-82.80%	-45.01%	-37.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.93%	8.67%	+6.26%

Volatility

BW vs. CELC - Volatility Comparison

Babcock & Wilcox Enterprises, Inc. (BW) and Celcuity Inc. (CELC) have volatilities of 34.66% and 33.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BW	CELC	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.66%	33.38%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	89.70%	49.34%	+40.36%
Volatility (1Y) Calculated over the trailing 1-year period	143.20%	182.52%	-39.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	110.03%	101.47%	+8.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	108.14%	91.64%	+16.50%

Dividends

BW vs. CELC - Dividend Comparison

Neither BW nor CELC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BW and CELC in my portfolio?

BW and CELC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BW or CELC?

BW has higher volatility (34.66%) compared to CELC (33.38%). In terms of maximum drawdown, BW dropped -99.89% vs CELC's -85.64%.

Which has better risk-adjusted returns?

BW currently has the higher Sharpe Ratio (14.19 vs 3.57), 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.