CELC vs. BW

Last updated Apr 1, 2026

Compare and contrast key facts about Celcuity Inc. (CELC) and Babcock & Wilcox Enterprises, Inc. (BW).

Performance

CELC vs. BW - Performance Comparison

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

CELC vs. BW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CELC Celcuity Inc.	14.44%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	32.61%
BW Babcock & Wilcox Enterprises, Inc.	131.70%	286.59%	12.33%	-74.70%	-36.03%	156.98%	-3.57%	-6.76%	-93.13%	59.10%

Fundamentals

Market Cap CELC : $6.00B BW : $1.79B
EPS CELC : -$3.77 BW : -$0.37
Total Revenue (TTM) CELC : $0.00 BW : $587.70M
Gross Profit (TTM) CELC : -$41.00K BW : $120.45M
EBITDA (TTM) CELC : -$151.40M BW : $43.52M

Returns By Period

In the year-to-date period, CELC achieves a 14.44% return, which is significantly lower than BW's 131.70% return.

CELC

• 1D: 5.42%
• 1M: 2.18%
• YTD: 14.44%
• 6M: 131.05%
• 1Y: 1,028.98%
• 3Y*: 123.31%
• 5Y*: 50.57%
• 10Y*: —

BW

• 1D: 11.20%
• 1M: 65.80%
• YTD: 131.70%
• 6M: 406.55%
• 1Y: 2,084.71%
• 3Y*: 34.33%
• 5Y*: 8.66%
• 10Y*: -23.57%

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

Return for Risk

CELC vs. BW — Risk / Return Rank

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

CELC

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

BW

BW Risk / Return Rank: 99
BW Sharpe Ratio Rank: 100
BW Sortino Ratio Rank: 99
BW Omega Ratio Rank: 98
BW Calmar Ratio Rank: 100
BW 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.

CELC vs. BW - Risk-Adjusted Trends Comparison

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

	CELC	BW	Difference
Sharpe ratio Return per unit of total volatility	5.78	12.57	-6.79
Sortino ratio Return per unit of downside risk	9.29	5.33	+3.96
Omega ratio Gain probability vs. loss probability	2.19	1.66	+0.52
Calmar ratio Return relative to maximum drawdown	36.65	32.40	+4.25
Martin ratio Return relative to average drawdown	125.92	95.54	+30.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CELC vs. BW - Sharpe Ratio Comparison

The current CELC Sharpe Ratio is 5.78, which is lower than the BW Sharpe Ratio of 12.57. The chart below compares the historical Sharpe Ratios of CELC and BW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CELC	BW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.78	12.57	-6.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.08	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	-0.21	+0.51

Correlation

The correlation between CELC and BW is 0.17, 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.

Dividends

CELC vs. BW - Dividend Comparison

Neither CELC nor BW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CELC vs. BW - Drawdown Comparison

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

Drawdown Indicators

	CELC	BW	Difference
Max Drawdown Largest peak-to-trough decline	-85.64%	-99.89%	+14.25%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-46.00%	+18.32%
Max Drawdown (5Y) Largest decline over 5 years	-82.70%	-97.39%	+14.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-99.89%	—
Current Drawdown Current decline from peak	-2.65%	-93.79%	+91.14%
Average Drawdown Average peak-to-trough decline	-45.80%	-82.64%	+36.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	20.64%	-12.58%

Volatility

CELC vs. BW - Volatility Comparison

The current volatility for Celcuity Inc. (CELC) is 17.88%, while Babcock & Wilcox Enterprises, Inc. (BW) has a volatility of 60.61%. This indicates that CELC experiences smaller price fluctuations and is considered to be less risky than BW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CELC	BW	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.88%	60.61%	-42.73%
Volatility (6M) Calculated over the trailing 6-month period	49.80%	93.30%	-43.50%
Volatility (1Y) Calculated over the trailing 1-year period	180.02%	168.16%	+11.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	104.16%	108.95%	-4.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.62%	107.31%	-15.69%

Financials