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

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.

200.00%300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
586.13%
249.21%
JAZZ
MKL

Returns By Period

In the year-to-date period, JAZZ achieves a -1.10% return, which is significantly lower than MKL's 20.26% return. Over the past 10 years, JAZZ has underperformed MKL with an annualized return of -3.43%, while MKL has yielded a comparatively higher 9.33% annualized return.


JAZZ

YTD

-1.10%

1M

5.19%

6M

11.62%

1Y

-0.11%

5Y (annualized)

-2.58%

10Y (annualized)

-3.43%

MKL

YTD

20.26%

1M

8.42%

6M

2.67%

1Y

23.65%

5Y (annualized)

8.75%

10Y (annualized)

9.33%

Fundamentals


JAZZMKL
Market Cap$7.72B$21.28B
EPS$7.06$216.70
PE Ratio18.097.64
PEG Ratio0.967.05
Total Revenue (TTM)$3.99B$17.31B
Gross Profit (TTM)$3.11B$17.91B
EBITDA (TTM)$1.22B$1.24B

Key characteristics


JAZZMKL
Sharpe Ratio-0.111.20
Sortino Ratio0.051.72
Omega Ratio1.011.24
Calmar Ratio-0.062.07
Martin Ratio-0.215.37
Ulcer Index14.06%4.44%
Daily Std Dev28.37%19.80%
Max Drawdown-96.90%-61.32%
Current Drawdown-36.98%-0.14%

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Correlation

-0.50.00.51.00.3

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.

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 -0.11, compared to the broader market-4.00-2.000.002.00-0.111.20
The chart of Sortino ratio for JAZZ, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.051.72
The chart of Omega ratio for JAZZ, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.24
The chart of Calmar ratio for JAZZ, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.062.07
The chart of Martin ratio for JAZZ, currently valued at -0.21, compared to the broader market0.0010.0020.0030.00-0.215.37
JAZZ
MKL

The current JAZZ Sharpe Ratio is -0.11, which is lower than the MKL Sharpe Ratio of 1.20. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.11
1.20
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%JuneJulyAugustSeptemberOctoberNovember
-36.98%
-0.14%
JAZZ
MKL

Volatility

JAZZ vs. MKL - Volatility Comparison

Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 10.61% compared to Markel Corporation (MKL) at 7.04%. 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%JuneJulyAugustSeptemberOctoberNovember
10.61%
7.04%
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