PortfoliosLab logoPortfoliosLab logo
JAZZ vs. BCRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JAZZ vs. BCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jazz Pharmaceuticals plc (JAZZ) and BioCryst Pharmaceuticals, Inc. (BCRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JAZZ achieves a 53.86% return, which is significantly higher than BCRX's 16.28% return. Over the past 10 years, JAZZ has underperformed BCRX with an annualized return of 5.67%, while BCRX has yielded a comparatively higher 8.16% annualized return.


JAZZ

1D
-0.02%
1M
7.13%
6M
57.84%
YTD
53.86%
1Y
131.07%
3Y*
26.20%
5Y*
11.76%
10Y*
5.67%
ALL TIME*
15.14%

BCRX

1D
0.55%
1M
-10.82%
6M
41.28%
YTD
16.28%
1Y
8.49%
3Y*
6.07%
5Y*
-12.43%
10Y*
8.16%
ALL TIME*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.03M$37.18M$45.64M
$225.74M$196.10M$205.87M

JAZZ vs. BCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAZZ
Jazz Pharmaceuticals plc
53.86%38.04%0.12%-22.79%25.05%-22.81%10.56%20.43%-7.94%23.50%
BCRX
BioCryst Pharmaceuticals, Inc.
16.28%3.72%25.54%-47.82%-17.11%85.91%115.94%-57.25%64.36%-22.43%

Correlation

The correlation between JAZZ and BCRX is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (10Y)
Provides a long-term view across more market conditions.

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.28

Fundamentals

Market Cap

JAZZ:

$16.43B

BCRX:

$2.31B

EPS

JAZZ:

$14.58

BCRX:

-$1.63

PS Ratio

JAZZ:

3.67

BCRX:

2.28

Total Revenue (TTM)

JAZZ:

$4.60B

BCRX:

$940.61M

Gross Profit (TTM)

JAZZ:

$2.80B

BCRX:

$221.20M

EBITDA (TTM)

JAZZ:

$1.31B

BCRX:

-$303.18M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JAZZ vs. BCRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JAZZ
JAZZ Risk / Return Rank: 9898
Overall Rank
JAZZ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JAZZ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JAZZ Omega Ratio Rank: 9898
Omega Ratio Rank
JAZZ Calmar Ratio Rank: 9999
Calmar Ratio Rank
JAZZ Martin Ratio Rank: 9999
Martin Ratio Rank

BCRX
BCRX Risk / Return Rank: 4949
Overall Rank
BCRX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BCRX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BCRX Omega Ratio Rank: 4646
Omega Ratio Rank
BCRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
BCRX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JAZZ vs. BCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and BioCryst Pharmaceuticals, Inc. (BCRX). 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.


JAZZBCRXDifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+4.41

Omega ratioGain probability vs. loss probability

1.65

1.07

+0.57

Calmar ratioReturn relative to maximum drawdown

11.55

0.31

+11.24

Martin ratioReturn relative to average drawdown

29.14

0.64

+28.50

JAZZ vs. BCRX - Sharpe Ratio Comparison

The current JAZZ Sharpe Ratio is 3.52, which is higher than the BCRX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of JAZZ and BCRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JAZZ vs. BCRX - Drawdown Comparison

The maximum JAZZ drawdown since its inception was -96.90%, roughly equal to the maximum BCRX drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for JAZZ and BCRX.


Loading charts...

Drawdown Indicators


JAZZBCRXDifference

Max Drawdown

Largest peak-to-trough decline

-96.90%

-97.74%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-27.44%

+16.02%

Max Drawdown (3Y)

Largest decline over 3 years

-32.71%

-46.01%

+13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

-79.10%

+37.07%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-83.69%

+31.59%

Current Drawdown

Current decline from peak

-0.02%

-72.62%

+72.60%

Average Drawdown

Average peak-to-trough decline

-27.19%

-69.65%

+42.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

13.21%

-8.67%

Volatility

JAZZ vs. BCRX - Volatility Comparison

The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 8.21%, while BioCryst Pharmaceuticals, Inc. (BCRX) has a volatility of 11.22%. This indicates that JAZZ experiences smaller price fluctuations and is considered to be less risky than BCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JAZZBCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

11.22%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

23.12%

35.77%

-12.65%

Volatility (1Y)

Calculated over the trailing 1-year period

37.57%

46.22%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.63%

62.12%

-30.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.73%

72.50%

-39.77%

Dividends

JAZZ vs. BCRX - Dividend Comparison

Neither JAZZ nor BCRX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

JAZZ vs. BCRX - Financials Comparison

This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and BioCryst Pharmaceuticals, 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

JAZZ vs. BCRX - Profitability Comparison

The chart below illustrates the profitability comparison between Jazz Pharmaceuticals plc and BioCryst Pharmaceuticals, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

JAZZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a gross profit of 0.00 and revenue of 1.21B. Therefore, the gross margin over that period was 0.0%.

BCRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BioCryst Pharmaceuticals, Inc. reported a gross profit of 214.41M and revenue of 218.25M. Therefore, the gross margin over that period was 98.2%.

JAZZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported an operating income of 248.20M and revenue of 1.21B, resulting in an operating margin of 20.5%.

BCRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BioCryst Pharmaceuticals, Inc. reported an operating income of 98.47M and revenue of 218.25M, resulting in an operating margin of 45.1%.

JAZZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a net income of 192.80M and revenue of 1.21B, resulting in a net margin of 16.0%.

BCRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BioCryst Pharmaceuticals, Inc. reported a net income of 78.40M and revenue of 218.25M, resulting in a net margin of 35.9%.


Frequently Asked Questions


JAZZ and BCRX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCRX has higher volatility (11.22%) compared to JAZZ (8.21%). In terms of maximum drawdown, JAZZ dropped -96.90% vs BCRX's -97.74%.

JAZZ currently has the higher Sharpe Ratio (3.52 vs 0.19), 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.

Portfolio Optimizer

Find the right allocation for JAZZ and BCRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer