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

Correlation

The correlation between JAZZ and MKL is 0.26, 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. 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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.78%
8.09%
JAZZ
MKL

Key characteristics

Sharpe Ratio

JAZZ:

0.02

MKL:

1.04

Sortino Ratio

JAZZ:

0.24

MKL:

1.51

Omega Ratio

JAZZ:

1.03

MKL:

1.21

Calmar Ratio

JAZZ:

0.01

MKL:

2.00

Martin Ratio

JAZZ:

0.04

MKL:

4.69

Ulcer Index

JAZZ:

14.24%

MKL:

4.39%

Daily Std Dev

JAZZ:

28.29%

MKL:

19.81%

Max Drawdown

JAZZ:

-96.90%

MKL:

-61.32%

Current Drawdown

JAZZ:

-36.35%

MKL:

-4.75%

Fundamentals

Market Cap

JAZZ:

$7.41B

MKL:

$22.00B

EPS

JAZZ:

$7.06

MKL:

$216.77

PE Ratio

JAZZ:

17.35

MKL:

7.89

PEG Ratio

JAZZ:

0.84

MKL:

7.20

Total Revenue (TTM)

JAZZ:

$3.99B

MKL:

$17.42B

Gross Profit (TTM)

JAZZ:

$3.11B

MKL:

$17.91B

EBITDA (TTM)

JAZZ:

$1.42B

MKL:

$4.30B

Returns By Period

In the year-to-date period, JAZZ achieves a -0.12% return, which is significantly lower than MKL's 19.75% return. Over the past 10 years, JAZZ has underperformed MKL with an annualized return of -2.91%, while MKL has yielded a comparatively higher 9.50% annualized return.


JAZZ

YTD

-0.12%

1M

5.16%

6M

14.43%

1Y

2.61%

5Y*

-4.34%

10Y*

-2.91%

MKL

YTD

19.75%

1M

1.79%

6M

8.27%

1Y

22.74%

5Y*

8.38%

10Y*

9.50%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JAZZ, currently valued at 0.02, compared to the broader market-4.00-2.000.002.000.021.04
The chart of Sortino ratio for JAZZ, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.51
The chart of Omega ratio for JAZZ, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.21
The chart of Calmar ratio for JAZZ, currently valued at 0.01, compared to the broader market0.002.004.006.000.012.00
The chart of Martin ratio for JAZZ, currently valued at 0.04, compared to the broader market0.0010.0020.000.044.69
JAZZ
MKL

The current JAZZ Sharpe Ratio is 0.02, which is lower than the MKL Sharpe Ratio of 1.04. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.02
1.04
JAZZ
MKL

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.35%
-4.75%
JAZZ
MKL

Volatility

JAZZ vs. MKL - Volatility Comparison

Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 7.48% compared to Markel Corporation (MKL) at 4.45%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.48%
4.45%
JAZZ
MKL

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


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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