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CRSP vs. BMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRSP and BMRN is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CRSP vs. BMRN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.19%
-22.41%
CRSP
BMRN

Key characteristics

Sharpe Ratio

CRSP:

-0.77

BMRN:

-1.04

Sortino Ratio

CRSP:

-1.06

BMRN:

-1.29

Omega Ratio

CRSP:

0.89

BMRN:

0.80

Calmar Ratio

CRSP:

-0.49

BMRN:

-0.56

Martin Ratio

CRSP:

-1.10

BMRN:

-1.62

Ulcer Index

CRSP:

36.01%

BMRN:

20.14%

Daily Std Dev

CRSP:

51.10%

BMRN:

31.53%

Max Drawdown

CRSP:

-81.61%

BMRN:

-90.58%

Current Drawdown

CRSP:

-80.77%

BMRN:

-56.41%

Fundamentals

Market Cap

CRSP:

$3.78B

BMRN:

$12.81B

EPS

CRSP:

-$2.79

BMRN:

$1.66

PEG Ratio

CRSP:

-0.21

BMRN:

0.42

Total Revenue (TTM)

CRSP:

$201.62M

BMRN:

$2.75B

Gross Profit (TTM)

CRSP:

$61.70M

BMRN:

$2.14B

EBITDA (TTM)

CRSP:

-$313.08M

BMRN:

$507.32M

Returns By Period

In the year-to-date period, CRSP achieves a -35.49% return, which is significantly lower than BMRN's -32.59% return.


CRSP

YTD

-35.49%

1M

-14.02%

6M

-32.24%

1Y

-33.59%

5Y*

-9.93%

10Y*

N/A

BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CRSP vs. BMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRISPR Therapeutics AG (CRSP) 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 CRSP, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.77-1.04
The chart of Sortino ratio for CRSP, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.00-1.06-1.29
The chart of Omega ratio for CRSP, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.80
The chart of Calmar ratio for CRSP, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49-0.62
The chart of Martin ratio for CRSP, currently valued at -1.10, compared to the broader market0.0010.0020.00-1.10-1.62
CRSP
BMRN

The current CRSP Sharpe Ratio is -0.77, which is comparable to the BMRN Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of CRSP 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.77
-1.04
CRSP
BMRN

Dividends

CRSP vs. BMRN - Dividend Comparison

Neither CRSP nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRSP vs. BMRN - Drawdown Comparison

The maximum CRSP drawdown since its inception was -81.61%, smaller than the maximum BMRN drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for CRSP and BMRN. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-80.77%
-50.39%
CRSP
BMRN

Volatility

CRSP vs. BMRN - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 19.00% compared to BioMarin Pharmaceutical Inc. (BMRN) at 8.39%. This indicates that CRSP'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
19.00%
8.39%
CRSP
BMRN

Financials

CRSP vs. BMRN - Financials Comparison

This section allows you to compare key financial metrics between CRISPR Therapeutics AG 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
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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.

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