PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JAZZ vs. CRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JAZZ and CRSP is 0.30, 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.


-0.50.00.51.00.3

Performance

JAZZ vs. CRSP - Performance Comparison

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

0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
1.36%
191.41%
JAZZ
CRSP

Key characteristics

Sharpe Ratio

JAZZ:

0.02

CRSP:

-0.64

Sortino Ratio

JAZZ:

0.23

CRSP:

-0.76

Omega Ratio

JAZZ:

1.03

CRSP:

0.92

Calmar Ratio

JAZZ:

0.01

CRSP:

-0.41

Martin Ratio

JAZZ:

0.03

CRSP:

-0.92

Ulcer Index

JAZZ:

14.24%

CRSP:

35.87%

Daily Std Dev

JAZZ:

28.29%

CRSP:

51.87%

Max Drawdown

JAZZ:

-96.90%

CRSP:

-81.61%

Current Drawdown

JAZZ:

-36.93%

CRSP:

-80.45%

Fundamentals

Market Cap

JAZZ:

$7.41B

CRSP:

$3.78B

EPS

JAZZ:

$7.06

CRSP:

-$2.79

PEG Ratio

JAZZ:

0.84

CRSP:

-0.21

Total Revenue (TTM)

JAZZ:

$3.99B

CRSP:

$201.62M

Gross Profit (TTM)

JAZZ:

$3.11B

CRSP:

$61.70M

EBITDA (TTM)

JAZZ:

$1.42B

CRSP:

-$313.08M

Returns By Period

In the year-to-date period, JAZZ achieves a -1.02% return, which is significantly higher than CRSP's -34.41% return.


JAZZ

YTD

-1.02%

1M

3.53%

6M

8.04%

1Y

-0.34%

5Y*

-4.51%

10Y*

-3.23%

CRSP

YTD

-34.41%

1M

-13.19%

6M

-32.21%

1Y

-38.56%

5Y*

-9.64%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

JAZZ vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and CRISPR Therapeutics AG (CRSP). 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-4.00-2.000.002.000.02-0.64
The chart of Sortino ratio for JAZZ, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.76
The chart of Omega ratio for JAZZ, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.92
The chart of Calmar ratio for JAZZ, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.41
The chart of Martin ratio for JAZZ, currently valued at 0.03, compared to the broader market0.0010.0020.000.03-0.92
JAZZ
CRSP

The current JAZZ Sharpe Ratio is 0.02, which is higher than the CRSP Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of JAZZ and CRSP, 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-0.80-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
0.02
-0.64
JAZZ
CRSP

Dividends

JAZZ vs. CRSP - Dividend Comparison

Neither JAZZ nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JAZZ vs. CRSP - Drawdown Comparison

The maximum JAZZ drawdown since its inception was -96.90%, which is greater than CRSP's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for JAZZ and CRSP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-34.70%
-80.45%
JAZZ
CRSP

Volatility

JAZZ vs. CRSP - Volatility Comparison

The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 7.49%, while CRISPR Therapeutics AG (CRSP) has a volatility of 18.97%. This indicates that JAZZ experiences smaller price fluctuations and is considered to be less risky than CRSP 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%
18.97%
JAZZ
CRSP

Financials

JAZZ vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and CRISPR Therapeutics AG. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab