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

Correlation

The correlation between IBRX and BLUE is 0.38, 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.


-0.50.00.51.00.4

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.

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-92.44%
-99.59%
IBRX
BLUE

Key characteristics

Sharpe Ratio

IBRX:

-0.37

BLUE:

-0.45

Sortino Ratio

IBRX:

0.14

BLUE:

-0.24

Omega Ratio

IBRX:

1.02

BLUE:

0.97

Calmar Ratio

IBRX:

-0.45

BLUE:

-0.68

Martin Ratio

IBRX:

-1.08

BLUE:

-1.32

Ulcer Index

IBRX:

39.19%

BLUE:

51.40%

Daily Std Dev

IBRX:

114.60%

BLUE:

150.69%

Max Drawdown

IBRX:

-97.14%

BLUE:

-99.80%

Current Drawdown

IBRX:

-93.80%

BLUE:

-99.72%

Fundamentals

Market Cap

IBRX:

$2.07B

BLUE:

$87.21M

EPS

IBRX:

-$0.90

BLUE:

-$36.00

Total Revenue (TTM)

IBRX:

$7.33M

BLUE:

$53.12M

Gross Profit (TTM)

IBRX:

-$1.94M

BLUE:

-$23.10M

EBITDA (TTM)

IBRX:

-$421.08M

BLUE:

-$99.14M

Returns By Period

In the year-to-date period, IBRX achieves a -47.81% return, which is significantly higher than BLUE's -69.20% return.


IBRX

YTD

-47.81%

1M

-46.26%

6M

-63.91%

1Y

-35.78%

5Y*

-4.46%

10Y*

N/A

BLUE

YTD

-69.20%

1M

40.26%

6M

-52.73%

1Y

-68.98%

5Y*

-62.70%

10Y*

-38.62%

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

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.


Sharpe ratio
The chart of Sharpe ratio for IBRX, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.37-0.45
The chart of Sortino ratio for IBRX, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.14-0.24
The chart of Omega ratio for IBRX, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.97
The chart of Calmar ratio for IBRX, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45-0.68
The chart of Martin ratio for IBRX, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.08-1.32
IBRX
BLUE

The current IBRX Sharpe Ratio is -0.37, which is comparable to the BLUE Sharpe Ratio of -0.45. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
-0.45
IBRX
BLUE

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 -99.80%. Use the drawdown chart below to compare losses from any high point for IBRX and BLUE. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-93.80%
-99.72%
IBRX
BLUE

Volatility

IBRX vs. BLUE - Volatility Comparison

The current volatility for ImmunityBio, Inc. (IBRX) is 42.53%, while bluebird bio, Inc. (BLUE) has a volatility of 99.98%. 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.


20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
42.53%
99.98%
IBRX
BLUE

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


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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