JAZZ vs. MKL
JAZZ (Jazz Pharmaceuticals plc) and MKL (Markel Group Inc.) are both stocks. JAZZ operates in Biotechnology (Healthcare), while MKL operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, JAZZ returned 5.37%/yr vs 7.11%/yr for MKL. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
JAZZ vs. MKL - Performance Comparison
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Returns By Period
In the year-to-date period, JAZZ achieves a 48.74% return, which is significantly higher than MKL's -12.44% return. Over the past 10 years, JAZZ has underperformed MKL with an annualized return of 5.37%, while MKL has yielded a comparatively higher 7.11% annualized return.
JAZZ
- 1D
- -2.14%
- 1M
- 3.86%
- 6M
- 53.72%
- YTD
- 48.74%
- 1Y
- 118.89%
- 3Y*
- 24.98%
- 5Y*
- 8.33%
- 10Y*
- 5.37%
- ALL TIME*
- 14.95%
MKL
- 1D
- -0.20%
- 1M
- -4.92%
- 6M
- -7.76%
- YTD
- -12.44%
- 1Y
- -2.46%
- 3Y*
- 9.46%
- 5Y*
- 9.31%
- 10Y*
- 7.11%
- ALL TIME*
- 12.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $170.47M | $174.18M | $204.96M | |
| $129.41M | $131.97M | $139.35M |
JAZZ vs. MKL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAZZ Jazz Pharmaceuticals plc | 48.74% | 38.04% | 0.12% | -22.79% | 25.05% | -22.81% | 10.56% | 20.43% | -7.94% | 23.50% |
MKL Markel Group Inc. | -12.44% | 24.53% | 21.57% | 7.77% | 6.77% | 19.42% | -9.61% | 10.13% | -8.87% | 25.94% |
Correlation
The correlation between JAZZ and MKL is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.26 |
The correlation between JAZZ and MKL shifts across timeframes, from 0.16 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JAZZ:
$15.88B
MKL:
$23.32B
JAZZ:
$0.47
MKL:
$331.57
JAZZ:
539.25
MKL:
5.68
JAZZ:
35.05
MKL:
0.10
JAZZ:
3.58
MKL:
1.04
JAZZ:
$4.44B
MKL:
$16.18B
JAZZ:
$2.97B
MKL:
$7.73B
JAZZ:
$336.83M
MKL:
$3.23B
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Return for Risk
JAZZ vs. MKL — Risk / Return Rank
JAZZ
MKL
JAZZ vs. MKL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jazz Pharmaceuticals plc (JAZZ) and Markel Group Inc. (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JAZZ | MKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.56 | ||
| Sortino ratioReturn per unit of downside risk | +5.04 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 0.96 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 10.62 | -0.31 | +10.94 |
| Martin ratioReturn relative to average drawdown | 26.47 | -0.68 | +27.15 |
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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.
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Drawdown Indicators
| JAZZ | MKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.90% | -61.32% | -35.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -20.10% | +8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -32.71% | -20.10% | -12.61% |
Max Drawdown (5Y)Largest decline over 5 years | -42.99% | -28.87% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -44.66% | -7.44% |
Current DrawdownCurrent decline from peak | -2.14% | -14.12% | +11.98% |
Average DrawdownAverage peak-to-trough decline | -27.20% | -11.39% | -15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 9.34% | -4.77% |
Volatility
JAZZ vs. MKL - Volatility Comparison
The current volatility for Jazz Pharmaceuticals plc (JAZZ) is 7.70%, while Markel Group Inc. (MKL) has a volatility of 8.60%. This indicates that JAZZ experiences smaller price fluctuations and is considered to be less risky than MKL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAZZ | MKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 8.60% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 15.73% | +7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.42% | 20.26% | +17.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.96% | 22.46% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.70% | 25.38% | +7.32% |
Dividends
JAZZ vs. MKL - Dividend Comparison
Neither JAZZ nor MKL has paid dividends to shareholders.
Financials
JAZZ vs. MKL - Financials Comparison
This section allows you to compare key financial metrics between Jazz Pharmaceuticals plc and Markel Group 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
JAZZ vs. MKL - Profitability Comparison
JAZZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a gross profit of 0.00 and revenue of 1.07B. Therefore, the gross margin over that period was 0.0%.
MKL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Markel Group Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.
JAZZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported an operating income of 336.60M and revenue of 1.07B, resulting in an operating margin of 31.5%.
MKL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Markel Group Inc. reported an operating income of 1.56B and revenue of 4.02B, resulting in an operating margin of 38.8%.
JAZZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jazz Pharmaceuticals plc reported a net income of 293.10M and revenue of 1.07B, resulting in a net margin of 27.4%.
MKL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Markel Group Inc. reported a net income of 1.85B and revenue of 4.02B, resulting in a net margin of 46.1%.
Frequently Asked Questions
JAZZ and MKL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MKL has higher volatility (8.60%) compared to JAZZ (7.70%). In terms of maximum drawdown, JAZZ dropped -96.90% vs MKL's -61.32%.
JAZZ currently has the higher Sharpe Ratio (3.24 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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