CRNX vs. JAZZ
CRNX (Crinetics Pharmaceuticals, Inc.) and JAZZ (Jazz Pharmaceuticals plc) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, CRNX returned 31.83%/yr vs 5.79%/yr for JAZZ. At a 0.25 correlation, their price movements are largely independent.
Performance
CRNX vs. JAZZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRNX achieves a 79.55% return, which is significantly higher than JAZZ's 43.42% return.
CRNX
- 1D
- -0.05%
- 1M
- 142.47%
- 6M
- 56.96%
- YTD
- 79.55%
- 1Y
- 161.76%
- 3Y*
- 60.89%
- 5Y*
- 31.83%
- 10Y*
- —
JAZZ
- 1D
- -1.25%
- 1M
- 5.75%
- 6M
- 51.32%
- YTD
- 43.42%
- 1Y
- 121.11%
- 3Y*
- 24.24%
- 5Y*
- 5.79%
- 10Y*
- 5.54%
CRNX vs. JAZZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CRNX Crinetics Pharmaceuticals, Inc. | 79.55% | -8.96% | 43.70% | 94.43% | -35.59% | 101.35% | -43.76% | -16.34% | 55.79% |
JAZZ Jazz Pharmaceuticals plc | 43.42% | 38.04% | 0.12% | -22.79% | 25.05% | -22.81% | 10.56% | 20.43% | -29.41% |
Correlation
The correlation between CRNX and JAZZ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018 | 0.25 |
Fundamentals
CRNX:
$8.85B
JAZZ:
$15.32B
CRNX:
-$5.09
JAZZ:
$0.47
CRNX:
515.76
JAZZ:
3.45
CRNX:
6.79
JAZZ:
3.56
CRNX:
$15.79M
JAZZ:
$4.44B
CRNX:
$16.05M
JAZZ:
$2.97B
CRNX:
-$531.75M
JAZZ:
$336.83M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRNX vs. JAZZ — Risk / Return Rank
CRNX
JAZZ
CRNX vs. JAZZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crinetics Pharmaceuticals, Inc. (CRNX) and Jazz Pharmaceuticals plc (JAZZ). 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.
| CRNX | JAZZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.59 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 10.29 | -6.44 |
| Martin ratioReturn relative to average drawdown | 7.50 | 25.44 | -17.93 |
Loading charts...
Drawdowns
CRNX vs. JAZZ - Drawdown Comparison
The maximum CRNX drawdown since its inception was -68.70%, smaller than the maximum JAZZ drawdown of -96.90%. Use the drawdown chart below to compare losses from any high point for CRNX and JAZZ.
Loading charts...
Drawdown Indicators
| CRNX | JAZZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -96.90% | +28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -42.21% | -11.42% | -30.79% |
Max Drawdown (3Y)Largest decline over 3 years | -57.88% | -32.71% | -25.17% |
Max Drawdown (5Y)Largest decline over 5 years | -57.88% | -45.82% | -12.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.10% | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.78% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -37.26% | -27.28% | -9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.59% | 4.61% | +16.98% |
Volatility
CRNX vs. JAZZ - Volatility Comparison
Crinetics Pharmaceuticals, Inc. (CRNX) has a higher volatility of 68.81% compared to Jazz Pharmaceuticals plc (JAZZ) at 7.23%. This indicates that CRNX's price experiences larger fluctuations and is considered to be riskier than JAZZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CRNX | JAZZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 68.81% | 7.23% | +61.58% |
Volatility (6M)Calculated over the trailing 6-month period | 76.98% | 23.46% | +53.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.89% | 37.22% | +76.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.71% | 31.89% | +45.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.35% | 32.75% | +41.60% |
Dividends
CRNX vs. JAZZ - Dividend Comparison
Neither CRNX nor JAZZ has paid dividends to shareholders.
Financials
CRNX vs. JAZZ - Financials Comparison
This section allows you to compare key financial metrics between Crinetics Pharmaceuticals, Inc. and Jazz Pharmaceuticals plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CRNX and JAZZ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRNX has higher volatility (68.81%) compared to JAZZ (7.23%). In terms of maximum drawdown, CRNX dropped -68.70% vs JAZZ's -96.90%.
JAZZ currently has the higher Sharpe Ratio (3.15 vs 1.42), 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.
Find the right allocation for CRNX and JAZZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer