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JAZZ vs. BCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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.

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JAZZ vs. BCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAZZ
Jazz Pharmaceuticals plc
10.75%38.04%0.12%-22.79%25.05%-22.81%10.56%20.43%-7.94%23.50%
BCRX
BioCryst Pharmaceuticals, Inc.
20.26%3.72%25.54%-47.82%-17.11%85.91%115.94%-57.25%64.36%-22.43%

Fundamentals

Market Cap

JAZZ:

$11.48B

BCRX:

$2.06B

EPS

JAZZ:

-$5.81

BCRX:

$1.20

PS Ratio

JAZZ:

2.70

BCRX:

2.36

Total Revenue (TTM)

JAZZ:

$4.27B

BCRX:

$874.84M

Gross Profit (TTM)

JAZZ:

$5.11B

BCRX:

$855.43M

EBITDA (TTM)

JAZZ:

$835.63M

BCRX:

$345.49M

Returns By Period

In the year-to-date period, JAZZ achieves a 10.75% return, which is significantly lower than BCRX's 20.26% return. Over the past 10 years, JAZZ has underperformed BCRX with an annualized return of 3.47%, while BCRX has yielded a comparatively higher 12.73% annualized return.


JAZZ

1D
-0.41%
1M
-1.15%
YTD
10.75%
6M
37.52%
1Y
50.63%
3Y*
8.76%
5Y*
2.65%
10Y*
3.47%

BCRX

1D
-1.47%
1M
8.69%
YTD
20.26%
6M
27.27%
1Y
29.38%
3Y*
3.99%
5Y*
-1.17%
10Y*
12.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JAZZ vs. BCRX — Risk / Return Rank

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

JAZZ
JAZZ Risk / Return Rank: 7878
Overall Rank
JAZZ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JAZZ Sortino Ratio Rank: 7777
Sortino Ratio Rank
JAZZ Omega Ratio Rank: 7878
Omega Ratio Rank
JAZZ Calmar Ratio Rank: 7979
Calmar Ratio Rank
JAZZ Martin Ratio Rank: 7878
Martin Ratio Rank

BCRX
BCRX Risk / Return Rank: 5757
Overall Rank
BCRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BCRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BCRX Omega Ratio Rank: 5858
Omega Ratio Rank
BCRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BCRX Martin Ratio Rank: 5151
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.

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.


JAZZBCRXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.58

+0.65

Sortino ratio

Return per unit of downside risk

2.01

1.36

+0.65

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.28

0.57

+1.71

Martin ratio

Return relative to average drawdown

5.53

0.91

+4.61

JAZZ vs. BCRX - Sharpe Ratio Comparison

The current JAZZ Sharpe Ratio is 1.23, which is higher than the BCRX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of JAZZ and BCRX, 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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Sharpe Ratios by Period


JAZZBCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.58

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.02

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.18

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.01

+0.16

Correlation

The correlation between JAZZ and BCRX is 0.28, 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.


Dividends

JAZZ vs. BCRX - Dividend Comparison

Neither JAZZ nor BCRX has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


JAZZBCRXDifference

Max Drawdown

Largest peak-to-trough decline

-96.90%

-97.74%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-44.24%

+21.57%

Max Drawdown (5Y)

Largest decline over 5 years

-47.55%

-79.10%

+31.55%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-83.69%

+31.59%

Current Drawdown

Current decline from peak

-4.35%

-71.69%

+67.34%

Average Drawdown

Average peak-to-trough decline

-27.65%

-69.63%

+41.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.34%

27.46%

-18.12%

Volatility

JAZZ vs. BCRX - Volatility Comparison

The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 7.72%, while BioCryst Pharmaceuticals, Inc. (BCRX) has a volatility of 16.04%. 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.


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Volatility by Period


JAZZBCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

16.04%

-8.32%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

34.26%

-4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

41.23%

50.62%

-9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.51%

63.41%

-31.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.72%

72.93%

-40.21%

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


0.00200.00M400.00M600.00M800.00M1.00B1.20BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.20B
406.56M
(JAZZ) Total Revenue
(BCRX) Total Revenue
Values in USD except per share items