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CAH vs. BIIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CAH vs. BIIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cardinal Health, Inc. (CAH) and Biogen Inc. (BIIB). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.16%
-30.73%
CAH
BIIB

Returns By Period

In the year-to-date period, CAH achieves a 21.09% return, which is significantly higher than BIIB's -39.71% return. Over the past 10 years, CAH has outperformed BIIB with an annualized return of 7.30%, while BIIB has yielded a comparatively lower -5.68% annualized return.


CAH

YTD

21.09%

1M

7.14%

6M

26.16%

1Y

16.26%

5Y (annualized)

20.34%

10Y (annualized)

7.30%

BIIB

YTD

-39.71%

1M

-15.52%

6M

-30.73%

1Y

-32.05%

5Y (annualized)

-12.24%

10Y (annualized)

-5.68%

Fundamentals


CAHBIIB
Market Cap$29.12B$22.73B
EPS$5.19$11.07
PE Ratio23.1914.09
PEG Ratio1.026.24
Total Revenue (TTM)$224.50B$9.41B
Gross Profit (TTM)$7.44B$6.75B
EBITDA (TTM)$2.57B$2.90B

Key characteristics


CAHBIIB
Sharpe Ratio0.75-1.25
Sortino Ratio1.14-1.76
Omega Ratio1.150.80
Calmar Ratio0.91-0.50
Martin Ratio1.96-1.55
Ulcer Index8.42%20.75%
Daily Std Dev22.06%25.72%
Max Drawdown-61.68%-90.24%
Current Drawdown-3.98%-64.42%

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Correlation

-0.50.00.51.00.2

The correlation between CAH and BIIB is 0.25, 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.

Risk-Adjusted Performance

CAH vs. BIIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cardinal Health, Inc. (CAH) and Biogen Inc. (BIIB). 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 CAH, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.75-1.25
The chart of Sortino ratio for CAH, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.14-1.76
The chart of Omega ratio for CAH, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.80
The chart of Calmar ratio for CAH, currently valued at 0.91, compared to the broader market0.002.004.006.000.91-0.50
The chart of Martin ratio for CAH, currently valued at 1.96, compared to the broader market-10.000.0010.0020.0030.001.96-1.55
CAH
BIIB

The current CAH Sharpe Ratio is 0.75, which is higher than the BIIB Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of CAH and BIIB, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.75
-1.25
CAH
BIIB

Dividends

CAH vs. BIIB - Dividend Comparison

CAH's dividend yield for the trailing twelve months is around 1.67%, while BIIB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CAH
Cardinal Health, Inc.
1.67%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%1.77%
BIIB
Biogen Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.98%0.00%0.00%0.00%0.00%

Drawdowns

CAH vs. BIIB - Drawdown Comparison

The maximum CAH drawdown since its inception was -61.68%, smaller than the maximum BIIB drawdown of -90.24%. Use the drawdown chart below to compare losses from any high point for CAH and BIIB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.98%
-64.42%
CAH
BIIB

Volatility

CAH vs. BIIB - Volatility Comparison

Cardinal Health, Inc. (CAH) has a higher volatility of 10.48% compared to Biogen Inc. (BIIB) at 6.38%. This indicates that CAH's price experiences larger fluctuations and is considered to be riskier than BIIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.48%
6.38%
CAH
BIIB

Financials

CAH vs. BIIB - Financials Comparison

This section allows you to compare key financial metrics between Cardinal Health, Inc. and Biogen 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