JANX vs. BMY
JANX (Janux Therapeutics, Inc.) and BMY (Bristol-Myers Squibb Company) are both stocks. Both are in the Healthcare sector — JANX in Biotechnology, BMY in Drug Manufacturers - General. Over the past 5 years, JANX returned -14.10%/yr vs 3.38%/yr for BMY. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
JANX vs. BMY - Performance Comparison
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Returns By Period
In the year-to-date period, JANX achieves a 9.93% return, which is significantly lower than BMY's 25.17% return.
JANX
- 1D
- -2.63%
- 1M
- -2.38%
- 6M
- 10.65%
- YTD
- 9.93%
- 1Y
- -35.61%
- 3Y*
- 4.64%
- 5Y*
- -14.10%
- 10Y*
- —
- ALL TIME*
- -14.54%
BMY
- 1D
- 0.69%
- 1M
- 12.35%
- 6M
- 21.21%
- YTD
- 25.17%
- 1Y
- 54.75%
- 3Y*
- 6.92%
- 5Y*
- 3.38%
- 10Y*
- 2.16%
- ALL TIME*
- 9.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $711.50M | $665.03M | $681.59M | |
| $12.19M | $13.52M | $15.80M |
JANX vs. BMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JANX Janux Therapeutics, Inc. | 9.93% | -74.22% | 398.97% | -18.53% | -33.25% | -41.97% |
BMY Bristol-Myers Squibb Company | 25.17% | 0.11% | 15.81% | -26.14% | 18.98% | -6.04% |
Correlation
The correlation between JANX and BMY is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021 | 0.19 |
Fundamentals
JANX:
$925.13M
BMY:
$133.37B
JANX:
-$1.84
BMY:
$4.54
JANX:
43.67
BMY:
2.71
JANX:
1.01
BMY:
5.99
JANX:
$21.61M
BMY:
$49.19B
JANX:
$8.44M
BMY:
$34.51B
JANX:
-$134.03M
BMY:
$16.67B
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Return for Risk
JANX vs. BMY — Risk / Return Rank
JANX
BMY
JANX vs. BMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janux Therapeutics, Inc. (JANX) and Bristol-Myers Squibb Company (BMY). 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.
| JANX | BMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 4.66 | -5.22 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.09 | -11.86 |
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Drawdowns
JANX vs. BMY - Drawdown Comparison
The maximum JANX drawdown since its inception was -83.14%, which is greater than BMY's maximum drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for JANX and BMY.
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Drawdown Indicators
| JANX | BMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.14% | -72.03% | -11.11% |
Max Drawdown (1Y)Largest decline over 1 year | -64.94% | -12.53% | -52.41% |
Max Drawdown (3Y)Largest decline over 3 years | -81.78% | -34.11% | -47.67% |
Max Drawdown (5Y)Largest decline over 5 years | -83.14% | -47.67% | -35.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.67% | — |
Current DrawdownCurrent decline from peak | -77.30% | -4.95% | -72.35% |
Average DrawdownAverage peak-to-trough decline | -53.27% | -22.36% | -30.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.65% | 5.25% | +42.40% |
Volatility
JANX vs. BMY - Volatility Comparison
Janux Therapeutics, Inc. (JANX) has a higher volatility of 12.76% compared to Bristol-Myers Squibb Company (BMY) at 9.10%. This indicates that JANX's price experiences larger fluctuations and is considered to be riskier than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JANX | BMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.76% | 9.10% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 27.83% | 19.64% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.08% | 27.86% | +46.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 130.51% | 24.49% | +106.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 129.97% | 25.46% | +104.51% |
Dividends
JANX vs. BMY - Dividend Comparison
JANX has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 3.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 3.84% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
JANX Janux Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JANX vs. BMY - Financials Comparison
This section allows you to compare key financial metrics between Janux Therapeutics, Inc. and Bristol-Myers Squibb Company. 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
JANX and BMY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JANX has higher volatility (12.76%) compared to BMY (9.10%). In terms of maximum drawdown, JANX dropped -83.14% vs BMY's -72.03%.
BMY currently has the higher Sharpe Ratio (2.14 vs -0.50), 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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