JAZZ vs. MKL

Last updated Apr 2, 2026

Compare and contrast key facts about Jazz Pharmaceuticals plc (JAZZ) and Markel Corporation (MKL).

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.

JAZZ vs. MKL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAZZ Jazz Pharmaceuticals plc	10.75%	38.04%	0.12%	-22.79%	25.05%	-22.81%	10.56%	20.43%	-7.94%	23.50%
MKL Markel Corporation	-11.49%	24.53%	21.57%	7.77%	6.77%	19.42%	-9.61%	10.13%	-8.87%	25.94%

Fundamentals

Market Cap JAZZ : $11.48B MKL : $22.51B
EPS JAZZ : -$5.81 MKL : $169.50
PS Ratio JAZZ : 2.70 MKL : 1.45
PB Ratio JAZZ : 2.66 MKL : 1.21
Total Revenue (TTM) JAZZ : $4.27B MKL : $16.34B
Gross Profit (TTM) JAZZ : $5.11B MKL : $9.30B
EBITDA (TTM) JAZZ : $835.63M MKL : $3.08B

Returns By Period

In the year-to-date period, JAZZ achieves a 10.75% return, which is significantly higher than MKL's -11.49% return. Over the past 10 years, JAZZ has underperformed MKL with an annualized return of 3.47%, while MKL has yielded a comparatively higher 7.73% annualized return.

JAZZ

• 1D: -0.41%
• 1M: -1.15%
• YTD: 10.75%
• 6M: 37.52%
• 1Y: 50.63%
• 3Y*: 8.76%
• 5Y*: 2.65%
• 10Y*: 3.47%

MKL

• 1D: -0.60%
• 1M: -8.56%
• YTD: -11.49%
• 6M: 0.91%
• 1Y: 2.30%
• 3Y*: 14.20%
• 5Y*: 10.46%
• 10Y*: 7.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JAZZ vs. MKL — Risk / Return Rank

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

JAZZ

JAZZ Risk / Return Rank: 78
JAZZ Sharpe Ratio Rank: 79
JAZZ Sortino Ratio Rank: 77
JAZZ Omega Ratio Rank: 78
JAZZ Calmar Ratio Rank: 79
JAZZ Martin Ratio Rank: 78

MKL

MKL Risk / Return Rank: 41
MKL Sharpe Ratio Rank: 44
MKL Sortino Ratio Rank: 36
MKL Omega Ratio Rank: 36
MKL Calmar Ratio Rank: 44
MKL Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JAZZ vs. MKL - Risk-Adjusted Trends 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.

	JAZZ	MKL	Difference
Sharpe ratio Return per unit of total volatility	1.23	0.11	+1.12
Sortino ratio Return per unit of downside risk	2.01	0.31	+1.70
Omega ratio Gain probability vs. loss probability	1.28	1.04	+0.24
Calmar ratio Return relative to maximum drawdown	2.28	0.12	+2.16
Martin ratio Return relative to average drawdown	5.53	0.34	+5.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAZZ vs. MKL - Sharpe Ratio Comparison

The current JAZZ Sharpe Ratio is 1.23, which is higher than the MKL Sharpe Ratio of 0.11. 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.

Sharpe Ratios by Period

	JAZZ	MKL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	0.11	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.47	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.31	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.47	-0.30

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.

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.

Drawdown Indicators

	JAZZ	MKL	Difference
Max Drawdown Largest peak-to-trough decline	-96.90%	-61.32%	-35.58%
Max Drawdown (1Y) Largest decline over 1 year	-22.67%	-14.81%	-7.86%
Max Drawdown (5Y) Largest decline over 5 years	-47.55%	-28.87%	-18.68%
Max Drawdown (10Y) Largest decline over 10 years	-52.10%	-44.66%	-7.44%
Current Drawdown Current decline from peak	-4.35%	-13.20%	+8.85%
Average Drawdown Average peak-to-trough decline	-27.65%	-11.37%	-16.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.34%	5.26%	+4.08%

Volatility

JAZZ vs. MKL - Volatility Comparison

Jazz Pharmaceuticals plc (JAZZ) has a higher volatility of 7.72% compared to Markel Corporation (MKL) at 4.91%. 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.

Volatility by Period

	JAZZ	MKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.72%	4.91%	+2.81%
Volatility (6M) Calculated over the trailing 6-month period	29.45%	12.30%	+17.15%
Volatility (1Y) Calculated over the trailing 1-year period	41.23%	20.28%	+20.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.51%	22.24%	+9.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.72%	25.15%	+7.57%

Financials