PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPRX vs. BMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CPRX and BMRN is 0.23, 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.


-0.50.00.51.00.2

Performance

CPRX vs. BMRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Pharmaceuticals, Inc. (CPRX) and BioMarin Pharmaceutical Inc. (BMRN). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
37.65%
-22.42%
CPRX
BMRN

Key characteristics

Sharpe Ratio

CPRX:

1.08

BMRN:

-1.04

Sortino Ratio

CPRX:

1.71

BMRN:

-1.29

Omega Ratio

CPRX:

1.22

BMRN:

0.80

Calmar Ratio

CPRX:

1.22

BMRN:

-0.56

Martin Ratio

CPRX:

4.67

BMRN:

-1.62

Ulcer Index

CPRX:

9.79%

BMRN:

20.14%

Daily Std Dev

CPRX:

42.17%

BMRN:

31.53%

Max Drawdown

CPRX:

-94.25%

BMRN:

-90.58%

Current Drawdown

CPRX:

-10.32%

BMRN:

-56.41%

Fundamentals

Market Cap

CPRX:

$2.63B

BMRN:

$12.81B

EPS

CPRX:

$1.18

BMRN:

$1.66

PE Ratio

CPRX:

18.70

BMRN:

40.48

PEG Ratio

CPRX:

0.00

BMRN:

0.42

Total Revenue (TTM)

CPRX:

$460.48M

BMRN:

$2.75B

Gross Profit (TTM)

CPRX:

$379.07M

BMRN:

$2.14B

EBITDA (TTM)

CPRX:

$192.55M

BMRN:

$507.32M

Returns By Period

In the year-to-date period, CPRX achieves a 27.66% return, which is significantly higher than BMRN's -32.59% return. Over the past 10 years, CPRX has outperformed BMRN with an annualized return of 21.79%, while BMRN has yielded a comparatively lower -3.51% annualized return.


CPRX

YTD

27.66%

1M

0.33%

6M

41.37%

1Y

50.07%

5Y*

41.49%

10Y*

21.79%

BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CPRX vs. BMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Pharmaceuticals, Inc. (CPRX) and BioMarin Pharmaceutical Inc. (BMRN). 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 CPRX, currently valued at 1.08, compared to the broader market-4.00-2.000.002.001.08-1.04
The chart of Sortino ratio for CPRX, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.71-1.29
The chart of Omega ratio for CPRX, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.80
The chart of Calmar ratio for CPRX, currently valued at 1.22, compared to the broader market0.002.004.006.001.22-0.56
The chart of Martin ratio for CPRX, currently valued at 4.67, compared to the broader market0.0010.0020.004.67-1.62
CPRX
BMRN

The current CPRX Sharpe Ratio is 1.08, which is higher than the BMRN Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of CPRX and BMRN, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.08
-1.04
CPRX
BMRN

Dividends

CPRX vs. BMRN - Dividend Comparison

Neither CPRX nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPRX vs. BMRN - Drawdown Comparison

The maximum CPRX drawdown since its inception was -94.25%, roughly equal to the maximum BMRN drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for CPRX and BMRN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.32%
-56.41%
CPRX
BMRN

Volatility

CPRX vs. BMRN - Volatility Comparison

Catalyst Pharmaceuticals, Inc. (CPRX) has a higher volatility of 8.90% compared to BioMarin Pharmaceutical Inc. (BMRN) at 8.39%. This indicates that CPRX's price experiences larger fluctuations and is considered to be riskier than BMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.90%
8.39%
CPRX
BMRN

Financials

CPRX vs. BMRN - Financials Comparison

This section allows you to compare key financial metrics between Catalyst Pharmaceuticals, Inc. and BioMarin Pharmaceutical 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab