JAZZ vs. BMRN
Compare and contrast key facts about Jazz Pharmaceuticals plc (JAZZ) and BioMarin Pharmaceutical Inc. (BMRN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAZZ or BMRN.
Performance
JAZZ vs. BMRN - Performance Comparison
Returns By Period
In the year-to-date period, JAZZ achieves a -4.40% return, which is significantly higher than BMRN's -35.77% return. Over the past 10 years, JAZZ has underperformed BMRN with an annualized return of -3.63%, while BMRN has yielded a comparatively higher -3.22% annualized return.
JAZZ
-4.40%
2.22%
8.26%
-2.46%
-3.53%
-3.63%
BMRN
-35.77%
-11.67%
-19.62%
-29.24%
-4.38%
-3.22%
Fundamentals
| JAZZ | BMRN | |
|---|---|---|
| Market Cap | $7.72B | $12.09B |
| EPS | $7.06 | $1.66 |
| PE Ratio | 18.09 | 38.20 |
| PEG Ratio | 0.96 | 0.39 |
| Total Revenue (TTM) | $3.99B | $2.74B |
| Gross Profit (TTM) | $3.11B | $2.13B |
| EBITDA (TTM) | $1.22B | $507.32M |
Key characteristics
| JAZZ | BMRN | |
|---|---|---|
| Sharpe Ratio | -0.12 | -0.93 |
| Sortino Ratio | 0.03 | -1.11 |
| Omega Ratio | 1.00 | 0.82 |
| Calmar Ratio | -0.07 | -0.50 |
| Martin Ratio | -0.25 | -1.66 |
| Ulcer Index | 14.08% | 17.44% |
| Daily Std Dev | 28.46% | 31.12% |
| Max Drawdown | -96.90% | -90.58% |
| Current Drawdown | -39.08% | -58.47% |
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Correlation
The correlation between JAZZ and BMRN 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.
Risk-Adjusted Performance
JAZZ vs. BMRN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and BioMarin Pharmaceutical Inc. (BMRN). 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.
Dividends
JAZZ vs. BMRN - Dividend Comparison
Neither JAZZ nor BMRN has paid dividends to shareholders.
Drawdowns
JAZZ vs. BMRN - Drawdown Comparison
The maximum JAZZ drawdown since its inception was -96.90%, which is greater than BMRN's maximum drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for JAZZ and BMRN. For additional features, visit the drawdowns tool.
Volatility
JAZZ vs. BMRN - Volatility Comparison
Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 11.23% compared to BioMarin Pharmaceutical Inc. (BMRN) at 6.79%. This indicates that JAZZ's price experiences larger fluctuations and is considered to be riskier than BMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JAZZ vs. BMRN - Financials Comparison
This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and BioMarin Pharmaceutical 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.
Total Revenue: Total amount of money received from sales and other business activities