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EBS vs. NVCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EBS vs. NVCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emergent BioSolutions Inc. (EBS) and NovoCure Limited (NVCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBS achieves a -36.49% return, which is significantly lower than NVCR's 5.26% return. Over the past 10 years, EBS has underperformed NVCR with an annualized return of -11.85%, while NVCR has yielded a comparatively higher 2.52% annualized return.


EBS

1D
-1.88%
1M
-7.10%
YTD
-36.49%
6M
-38.72%
1Y
26.21%
3Y*
-5.56%
5Y*
-33.43%
10Y*
-11.85%

NVCR

1D
-4.69%
1M
-24.22%
YTD
5.26%
6M
1.26%
1Y
-18.45%
3Y*
-31.19%
5Y*
-42.97%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBS vs. NVCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBS
Emergent BioSolutions Inc.
-36.49%29.29%298.33%-79.68%-72.83%-51.48%66.08%-8.99%27.57%41.50%
NVCR
NovoCure Limited
5.26%-56.61%99.60%-79.65%-2.30%-56.61%105.34%151.70%65.74%157.32%

Correlation

The correlation between EBS and NVCR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.32

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

0.35

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2015

0.31

Fundamentals

EPS

EBS:

-$0.37

NVCR:

-$1.54

PS Ratio

EBS:

0.49

NVCR:

2.27

Total Revenue (TTM)

EBS:

$676.80M

NVCR:

$674.41M

Gross Profit (TTM)

EBS:

$292.40M

NVCR:

$507.13M

EBITDA (TTM)

EBS:

$126.60M

NVCR:

-$164.04M

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Return for Risk

EBS vs. NVCR — Risk / Return Rank

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

EBS
EBS Risk / Return Rank: 5757
Overall Rank
EBS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EBS Sortino Ratio Rank: 5959
Sortino Ratio Rank
EBS Omega Ratio Rank: 6060
Omega Ratio Rank
EBS Calmar Ratio Rank: 5656
Calmar Ratio Rank
EBS Martin Ratio Rank: 5454
Martin Ratio Rank

NVCR
NVCR Risk / Return Rank: 3232
Overall Rank
NVCR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NVCR Sortino Ratio Rank: 3636
Sortino Ratio Rank
NVCR Omega Ratio Rank: 3535
Omega Ratio Rank
NVCR Calmar Ratio Rank: 2828
Calmar Ratio Rank
NVCR Martin Ratio Rank: 3030
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.

EBS vs. NVCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) and NovoCure Limited (NVCR). 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.


EBSNVCRDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.16

1.02

+0.13

Calmar ratioReturn relative to maximum drawdown

0.59

-0.41

+1.00

Martin ratioReturn relative to average drawdown

1.06

-0.63

+1.69

EBS vs. NVCR - Sharpe Ratio Comparison

The current EBS Sharpe Ratio is 0.32, which is higher than the NVCR Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of EBS and NVCR, 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

EBS vs. NVCR - Drawdown Comparison

The maximum EBS drawdown since its inception was -98.89%, roughly equal to the maximum NVCR drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for EBS and NVCR.


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Drawdown Indicators


EBSNVCRDifference

Max Drawdown

Largest peak-to-trough decline

-98.89%

-95.55%

-3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-44.24%

-45.67%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-83.91%

-76.32%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-97.73%

-95.52%

-2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-98.89%

-95.55%

-3.34%

Current Drawdown

Current decline from peak

-94.18%

-93.97%

-0.21%

Average Drawdown

Average peak-to-trough decline

-41.23%

-52.31%

+11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.81%

29.35%

-4.54%

Volatility

EBS vs. NVCR - Volatility Comparison

The current volatility for Emergent BioSolutions Inc. (EBS) is 17.79%, while NovoCure Limited (NVCR) has a volatility of 28.68%. This indicates that EBS experiences smaller price fluctuations and is considered to be less risky than NVCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBSNVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.79%

28.68%

-10.89%

Volatility (6M)

Calculated over the trailing 6-month period

48.07%

61.98%

-13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

82.47%

76.71%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.28%

80.18%

+22.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.78%

72.21%

+7.57%

Dividends

EBS vs. NVCR - Dividend Comparison

Neither EBS nor NVCR has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
EBS
Emergent BioSolutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.65%
NVCR
NovoCure Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EBS vs. NVCR - Financials Comparison

This section allows you to compare key financial metrics between Emergent BioSolutions Inc. and NovoCure Limited. 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


100.00M200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
156.10M
174.06M
(EBS) Total Revenue
(NVCR) Total Revenue
Values in USD except per share items

EBS vs. NVCR - Profitability Comparison

The chart below illustrates the profitability comparison between Emergent BioSolutions Inc. and NovoCure Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
39.2%
77.6%
Portfolio components
EBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Emergent BioSolutions Inc. reported a gross profit of 61.20M and revenue of 156.10M. Therefore, the gross margin over that period was 39.2%.

NVCR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NovoCure Limited reported a gross profit of 135.13M and revenue of 174.06M. Therefore, the gross margin over that period was 77.6%.

EBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Emergent BioSolutions Inc. reported an operating income of 0.00 and revenue of 156.10M, resulting in an operating margin of 0.0%.

NVCR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NovoCure Limited reported an operating income of -67.42M and revenue of 174.06M, resulting in an operating margin of -38.7%.

EBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Emergent BioSolutions Inc. reported a net income of 0.00 and revenue of 156.10M, resulting in a net margin of 0.0%.

NVCR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NovoCure Limited reported a net income of -71.14M and revenue of 174.06M, resulting in a net margin of -40.9%.


Frequently Asked Questions


EBS and NVCR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVCR has higher volatility (28.68%) compared to EBS (17.79%). In terms of maximum drawdown, EBS dropped -98.89% vs NVCR's -95.55%.

EBS currently has the higher Sharpe Ratio (0.32 vs -0.24), 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.

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