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

Correlation

The correlation between JAZZ and MKL is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JAZZ vs. MKL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JAZZ:

-0.16

MKL:

0.69

Sortino Ratio

JAZZ:

-0.03

MKL:

1.36

Omega Ratio

JAZZ:

1.00

MKL:

1.18

Calmar Ratio

JAZZ:

-0.13

MKL:

1.01

Martin Ratio

JAZZ:

-0.65

MKL:

2.73

Ulcer Index

JAZZ:

9.83%

MKL:

6.86%

Daily Std Dev

JAZZ:

34.45%

MKL:

23.61%

Max Drawdown

JAZZ:

-96.90%

MKL:

-61.32%

Current Drawdown

JAZZ:

-46.34%

MKL:

-6.85%

Fundamentals

Market Cap

JAZZ:

$6.03B

MKL:

$24.12B

EPS

JAZZ:

$7.36

MKL:

$135.94

PE Ratio

JAZZ:

13.29

MKL:

13.99

PEG Ratio

JAZZ:

0.73

MKL:

4.43

PS Ratio

JAZZ:

1.48

MKL:

1.55

PB Ratio

JAZZ:

1.44

MKL:

1.46

Total Revenue (TTM)

JAZZ:

$4.06B

MKL:

$15.48B

Gross Profit (TTM)

JAZZ:

$3.45B

MKL:

$15.48B

EBITDA (TTM)

JAZZ:

$1.17B

MKL:

$2.80B

Returns By Period

In the year-to-date period, JAZZ achieves a -15.89% return, which is significantly lower than MKL's 11.15% return. Over the past 10 years, JAZZ has underperformed MKL with an annualized return of -5.29%, while MKL has yielded a comparatively higher 9.35% annualized return.


JAZZ

YTD

-15.89%

1M

3.06%

6M

-18.52%

1Y

-5.52%

5Y*

-1.56%

10Y*

-5.29%

MKL

YTD

11.15%

1M

8.31%

6M

16.17%

1Y

16.13%

5Y*

19.49%

10Y*

9.35%

*Annualized

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Risk-Adjusted Performance

JAZZ vs. MKL — Risk-Adjusted Performance Rank

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

JAZZ
The Risk-Adjusted Performance Rank of JAZZ is 3737
Overall Rank
The Sharpe Ratio Rank of JAZZ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of JAZZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of JAZZ is 3535
Omega Ratio Rank
The Calmar Ratio Rank of JAZZ is 3939
Calmar Ratio Rank
The Martin Ratio Rank of JAZZ is 3434
Martin Ratio Rank

MKL
The Risk-Adjusted Performance Rank of MKL is 7777
Overall Rank
The Sharpe Ratio Rank of MKL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MKL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MKL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of MKL is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MKL is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JAZZ vs. MKL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and Markel Corporation (MKL). 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.


The current JAZZ Sharpe Ratio is -0.16, which is lower than the MKL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of JAZZ and MKL, 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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Dividends

JAZZ vs. MKL - Dividend Comparison

Neither JAZZ nor MKL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JAZZ vs. MKL - Drawdown Comparison

The maximum JAZZ drawdown since its inception was -96.90%, which is greater than MKL's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for JAZZ and MKL. For additional features, visit the drawdowns tool.


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Volatility

JAZZ vs. MKL - Volatility Comparison

Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 15.61% compared to Markel Corporation (MKL) at 5.94%. This indicates that JAZZ's price experiences larger fluctuations and is considered to be riskier than MKL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JAZZ vs. MKL - Financials Comparison

This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and Markel Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
897.84M
3.33B
(JAZZ) Total Revenue
(MKL) Total Revenue
Values in USD except per share items

JAZZ vs. MKL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
88.4%
100.0%
(JAZZ) Gross Margin
(MKL) Gross Margin
JAZZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jazz Pharmaceuticals plc reported a gross profit of 793.22M and revenue of 897.84M. Therefore, the gross margin over that period was 88.4%.

MKL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Markel Corporation reported a gross profit of 3.33B and revenue of 3.33B. Therefore, the gross margin over that period was 100.0%.

JAZZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jazz Pharmaceuticals plc reported an operating income of -55.89M and revenue of 897.84M, resulting in an operating margin of -6.2%.

MKL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Markel Corporation reported an operating income of 157.75M and revenue of 3.33B, resulting in an operating margin of 4.7%.

JAZZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jazz Pharmaceuticals plc reported a net income of -92.54M and revenue of 897.84M, resulting in a net margin of -10.3%.

MKL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Markel Corporation reported a net income of 121.71M and revenue of 3.33B, resulting in a net margin of 3.7%.