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JAZZ vs. BMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

JAZZ vs. BMRN - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
586.63%
252.53%
JAZZ
BMRN

Key characteristics

Sharpe Ratio

JAZZ:

0.02

BMRN:

-1.04

Sortino Ratio

JAZZ:

0.23

BMRN:

-1.30

Omega Ratio

JAZZ:

1.03

BMRN:

0.80

Calmar Ratio

JAZZ:

0.01

BMRN:

-0.56

Martin Ratio

JAZZ:

0.03

BMRN:

-1.64

Ulcer Index

JAZZ:

14.24%

BMRN:

20.02%

Daily Std Dev

JAZZ:

28.29%

BMRN:

31.53%

Max Drawdown

JAZZ:

-96.90%

BMRN:

-90.58%

Current Drawdown

JAZZ:

-36.93%

BMRN:

-56.62%

Fundamentals

Market Cap

JAZZ:

$7.41B

BMRN:

$12.81B

EPS

JAZZ:

$7.06

BMRN:

$1.66

PE Ratio

JAZZ:

17.35

BMRN:

40.48

PEG Ratio

JAZZ:

0.84

BMRN:

0.42

Total Revenue (TTM)

JAZZ:

$3.99B

BMRN:

$2.75B

Gross Profit (TTM)

JAZZ:

$3.11B

BMRN:

$2.14B

EBITDA (TTM)

JAZZ:

$1.42B

BMRN:

$507.32M

Returns By Period

In the year-to-date period, JAZZ achieves a -1.02% return, which is significantly higher than BMRN's -32.91% return. Over the past 10 years, JAZZ has outperformed BMRN with an annualized return of -3.23%, while BMRN has yielded a comparatively lower -3.66% annualized return.


JAZZ

YTD

-1.02%

1M

3.53%

6M

8.04%

1Y

-0.34%

5Y*

-4.51%

10Y*

-3.23%

BMRN

YTD

-32.91%

1M

4.46%

6M

-23.13%

1Y

-32.99%

5Y*

-5.27%

10Y*

-3.66%

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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.


Sharpe ratio
The chart of Sharpe ratio for JAZZ, currently valued at 0.02, compared to the broader market-4.00-2.000.002.000.02-1.04
The chart of Sortino ratio for JAZZ, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-1.30
The chart of Omega ratio for JAZZ, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.80
The chart of Calmar ratio for JAZZ, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.56
The chart of Martin ratio for JAZZ, currently valued at 0.03, compared to the broader market0.0010.0020.000.03-1.64
JAZZ
BMRN

The current JAZZ Sharpe Ratio is 0.02, which is higher than the BMRN Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of JAZZ and BMRN, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
0.02
-1.04
JAZZ
BMRN

Dividends

JAZZ vs. BMRN - Dividend Comparison

Neither JAZZ nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-36.93%
-56.62%
JAZZ
BMRN

Volatility

JAZZ vs. BMRN - Volatility Comparison

The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 7.49%, while BioMarin Pharmaceutical Inc. (BMRN) has a volatility of 8.39%. This indicates that JAZZ experiences smaller price fluctuations and is considered to be less risky than BMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.49%
8.39%
JAZZ
BMRN

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.


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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