CELC vs. BW

Last updated Jun 23, 2026

CELC (Celcuity Inc.) and BW (Babcock & Wilcox Enterprises, Inc.) are both stocks. CELC operates in Diagnostics & Research (Healthcare), while BW operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, CELC returned 28.92%/yr vs 18.92%/yr for BW. At a 0.18 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, CELC achieves a -9.84% return, which is significantly lower than BW's 187.39% return.

CELC

• 1D: 2.47%
• 1M: -34.94%
• YTD: -9.84%
• 6M: -11.08%
• 1Y: 675.26%
• 3Y*: 98.49%
• 5Y*: 28.92%
• 10Y*: —

BW

• 1D: 2.19%
• 1M: -4.31%
• YTD: 187.39%
• 6M: 269.58%
• 1Y: 1,774.13%
• 3Y*: 42.17%
• 5Y*: 18.92%
• 10Y*: -21.20%

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

CELC vs. BW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CELC Celcuity Inc.	-9.84%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	53.44%
BW Babcock & Wilcox Enterprises, Inc.	187.39%	286.59%	12.33%	-74.70%	-36.03%	156.98%	-3.57%	-6.76%	-93.13%	63.22%

Correlation

The correlation between CELC and BW is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
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 20, 2017	0.18

Fundamentals

Market Cap CELC : $4.90B BW : $2.38B
EPS CELC : -$3.95 BW : -$0.83
Total Revenue (TTM) CELC : $0.00 BW : $668.48M
Gross Profit (TTM) CELC : -$41.00K BW : $121.68M
EBITDA (TTM) CELC : -$168.13M BW : -$41.40M

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: 99
CELC Sharpe Ratio Rank: 97
CELC Sortino Ratio Rank: 99
CELC Omega Ratio Rank: 99
CELC Calmar Ratio Rank: 99
CELC Martin Ratio Rank: 99

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.

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.

	CELC	BW	Difference
Sharpe ratio: Return per unit of total volatility	3.74	14.23	-10.50
Sortino ratio: Return per unit of downside risk	6.86	5.73	+1.12
Omega ratio: Gain probability vs. loss probability	1.95	1.71	+0.25
Calmar ratio: Return relative to maximum drawdown	17.14	53.28	-36.14
Martin ratio: Return relative to average drawdown	56.87	141.54	-84.67

CELC vs. BW - Sharpe Ratio Comparison

The current CELC Sharpe Ratio is 3.74, which is lower than the BW Sharpe Ratio of 14.23. The chart below compares the historical Sharpe Ratios of CELC and BW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-39.77%	-33.71%	-6.06%
Max Drawdown (3Y) Largest decline over 3 years	-61.99%	-95.93%	+33.94%
Max Drawdown (5Y) Largest decline over 5 years	-82.70%	-97.39%	+14.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-99.87%	—
Current Drawdown Current decline from peak	-37.97%	-92.30%	+54.33%
Average Drawdown Average peak-to-trough decline	-44.95%	-82.81%	+37.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.96%	12.67%	-0.71%

Volatility

CELC vs. BW - Volatility Comparison

Celcuity Inc. (CELC) has a higher volatility of 32.15% compared to Babcock & Wilcox Enterprises, Inc. (BW) at 24.76%. This indicates that CELC's price experiences larger fluctuations and is considered to be riskier 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	32.15%	24.76%	+7.39%
Volatility (6M) Calculated over the trailing 6-month period	49.61%	87.47%	-37.86%
Volatility (1Y) Calculated over the trailing 1-year period	182.63%	126.43%	+56.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.52%	110.23%	-8.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	91.58%	108.31%	-16.73%

Dividends

CELC vs. BW - Dividend Comparison

CELC has not paid dividends to shareholders, while BW's dividend yield for the trailing twelve months is around 2.29%.

Position	TTM
BW Babcock & Wilcox Enterprises, Inc.	2.29%
CELC Celcuity Inc.	0.00%

Financials

Frequently Asked Questions

Can I hold both CELC and BW in my portfolio?

CELC and BW have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CELC or BW?

CELC has higher volatility (32.15%) compared to BW (24.76%). In terms of maximum drawdown, CELC dropped -85.64% vs BW's -99.89%.

Which has better risk-adjusted returns?

BW currently has the higher Sharpe Ratio (14.23 vs 3.74), 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.