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IBRX vs. BLUE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBRX and BLUE is 0.37, 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.


Performance

IBRX vs. BLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ImmunityBio, Inc. (IBRX) and bluebird bio, Inc. (BLUE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IBRX:

-0.64

BLUE:

-0.47

Sortino Ratio

IBRX:

-0.87

BLUE:

-0.42

Omega Ratio

IBRX:

0.90

BLUE:

0.94

Calmar Ratio

IBRX:

-0.69

BLUE:

-0.77

Martin Ratio

IBRX:

-1.29

BLUE:

-1.21

Ulcer Index

IBRX:

50.79%

BLUE:

63.54%

Daily Std Dev

IBRX:

99.64%

BLUE:

160.34%

Max Drawdown

IBRX:

-97.14%

BLUE:

-99.89%

Current Drawdown

IBRX:

-93.37%

BLUE:

-99.83%

Fundamentals

Market Cap

IBRX:

$2.51B

BLUE:

$48.67M

EPS

IBRX:

-$0.57

BLUE:

-$24.84

PS Ratio

IBRX:

80.28

BLUE:

0.47

PB Ratio

IBRX:

0.00

BLUE:

0.73

Total Revenue (TTM)

IBRX:

$31.22M

BLUE:

$103.95M

Gross Profit (TTM)

IBRX:

$27.03M

BLUE:

$28.19M

EBITDA (TTM)

IBRX:

-$214.12M

BLUE:

-$132.74M

Returns By Period

In the year-to-date period, IBRX achieves a 9.38% return, which is significantly higher than BLUE's -40.29% return.


IBRX

YTD

9.38%

1M

13.36%

6M

-44.11%

1Y

-63.40%

3Y*

-10.53%

5Y*

-11.13%

10Y*

N/A

BLUE

YTD

-40.29%

1M

20.29%

6M

-25.23%

1Y

-75.83%

3Y*

-57.61%

5Y*

-64.17%

10Y*

-45.88%

*Annualized

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ImmunityBio, Inc.

bluebird bio, Inc.

Risk-Adjusted Performance

IBRX vs. BLUE — Risk-Adjusted Performance Rank

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

IBRX
The Risk-Adjusted Performance Rank of IBRX is 1414
Overall Rank
The Sharpe Ratio Rank of IBRX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IBRX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of IBRX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IBRX is 99
Calmar Ratio Rank
The Martin Ratio Rank of IBRX is 1313
Martin Ratio Rank

BLUE
The Risk-Adjusted Performance Rank of BLUE is 1919
Overall Rank
The Sharpe Ratio Rank of BLUE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 66
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBRX vs. BLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ImmunityBio, Inc. (IBRX) and bluebird bio, Inc. (BLUE). 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.


The current IBRX Sharpe Ratio is -0.64, which is lower than the BLUE Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of IBRX and BLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IBRX vs. BLUE - Dividend Comparison

Neither IBRX nor BLUE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IBRX vs. BLUE - Drawdown Comparison

The maximum IBRX drawdown since its inception was -97.14%, roughly equal to the maximum BLUE drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for IBRX and BLUE. For additional features, visit the drawdowns tool.


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Volatility

IBRX vs. BLUE - Volatility Comparison

The current volatility for ImmunityBio, Inc. (IBRX) is 30.88%, while bluebird bio, Inc. (BLUE) has a volatility of 45.27%. This indicates that IBRX experiences smaller price fluctuations and is considered to be less risky than BLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

IBRX vs. BLUE - Financials Comparison

This section allows you to compare key financial metrics between ImmunityBio, Inc. and bluebird bio, 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
16.52M
38.71M
(IBRX) Total Revenue
(BLUE) Total Revenue
Values in USD except per share items