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CHCI vs. BCRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHCI vs. BCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comstock Holding Companies, Inc. (CHCI) and BioCryst Pharmaceuticals, Inc. (BCRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHCI achieves a 29.09% return, which is significantly higher than BCRX's 17.18% return. Over the past 10 years, CHCI has outperformed BCRX with an annualized return of 23.55%, while BCRX has yielded a comparatively lower 12.40% annualized return.


CHCI

1D
0.00%
1M
0.94%
YTD
29.09%
6M
35.38%
1Y
48.08%
3Y*
58.60%
5Y*
20.03%
10Y*
23.55%

BCRX

1D
1.67%
1M
10.25%
YTD
17.18%
6M
20.11%
1Y
-9.50%
3Y*
9.25%
5Y*
-11.66%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHCI vs. BCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHCI
Comstock Holding Companies, Inc.
29.09%43.81%82.32%4.28%-12.37%53.00%62.02%16.46%-1.18%-5.56%
BCRX
BioCryst Pharmaceuticals, Inc.
17.18%3.72%25.54%-47.82%-17.11%85.91%115.94%-57.25%64.36%-22.43%

Correlation

The correlation between CHCI and BCRX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2004

0.08

Fundamentals

Market Cap

CHCI:

$157.40M

BCRX:

$2.21B

EPS

CHCI:

$1.66

BCRX:

-$2.03

PS Ratio

CHCI:

2.32

BCRX:

2.33

Total Revenue (TTM)

CHCI:

$67.67M

BCRX:

$885.72M

Gross Profit (TTM)

CHCI:

$15.13M

BCRX:

$167.34M

EBITDA (TTM)

CHCI:

$13.31M

BCRX:

-$374.88M

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Return for Risk

CHCI vs. BCRX — Risk / Return Rank

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

CHCI
CHCI Risk / Return Rank: 6464
Overall Rank
CHCI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CHCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
CHCI Omega Ratio Rank: 6565
Omega Ratio Rank
CHCI Calmar Ratio Rank: 6464
Calmar Ratio Rank
CHCI Martin Ratio Rank: 6262
Martin Ratio Rank

BCRX
BCRX Risk / Return Rank: 3333
Overall Rank
BCRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BCRX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BCRX Omega Ratio Rank: 3131
Omega Ratio Rank
BCRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BCRX Martin Ratio Rank: 3434
Martin Ratio Rank
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.

CHCI vs. BCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comstock Holding Companies, Inc. (CHCI) and BioCryst Pharmaceuticals, Inc. (BCRX). 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.


CHCIBCRXDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.18

1.00

+0.19

Calmar ratioReturn relative to maximum drawdown

1.09

-0.26

+1.35

Martin ratioReturn relative to average drawdown

2.05

-0.46

+2.51

CHCI vs. BCRX - Sharpe Ratio Comparison

The current CHCI Sharpe Ratio is 0.74, which is higher than the BCRX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CHCI and BCRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHCI vs. BCRX - Drawdown Comparison

The maximum CHCI drawdown since its inception was -99.80%, roughly equal to the maximum BCRX drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for CHCI and BCRX.


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Drawdown Indicators


CHCIBCRXDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-97.74%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-44.23%

-37.16%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-47.93%

-47.85%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-79.10%

+31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-75.34%

-83.69%

+8.35%

Current Drawdown

Current decline from peak

-92.78%

-72.41%

-20.37%

Average Drawdown

Average peak-to-trough decline

-92.09%

-69.64%

-22.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.50%

21.92%

+1.58%

Volatility

CHCI vs. BCRX - Volatility Comparison

Comstock Holding Companies, Inc. (CHCI) has a higher volatility of 21.33% compared to BioCryst Pharmaceuticals, Inc. (BCRX) at 12.92%. This indicates that CHCI's price experiences larger fluctuations and is considered to be riskier than BCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHCIBCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.33%

12.92%

+8.41%

Volatility (6M)

Calculated over the trailing 6-month period

42.88%

34.53%

+8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

65.61%

44.94%

+20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.34%

62.06%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.23%

72.63%

+20.60%

Dividends

CHCI vs. BCRX - Dividend Comparison

Neither CHCI nor BCRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CHCI vs. BCRX - Financials Comparison

This section allows you to compare key financial metrics between Comstock Holding Companies, Inc. and BioCryst Pharmaceuticals, 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
17.45M
156.41M
(CHCI) Total Revenue
(BCRX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CHCI and BCRX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHCI has higher volatility (21.33%) compared to BCRX (12.92%). In terms of maximum drawdown, CHCI dropped -99.80% vs BCRX's -97.74%.

CHCI currently has the higher Sharpe Ratio (0.74 vs -0.21), 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.

Portfolio Optimizer

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