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KNSA vs. BMRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KNSA and BMRN is 0.35, 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.


-0.50.00.51.00.4

Performance

KNSA vs. BMRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kiniksa Pharmaceuticals, Ltd. (KNSA) and BioMarin Pharmaceutical Inc. (BMRN). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
10.11%
-22.41%
KNSA
BMRN

Key characteristics

Sharpe Ratio

KNSA:

0.16

BMRN:

-1.04

Sortino Ratio

KNSA:

0.59

BMRN:

-1.29

Omega Ratio

KNSA:

1.08

BMRN:

0.80

Calmar Ratio

KNSA:

0.16

BMRN:

-0.56

Martin Ratio

KNSA:

0.61

BMRN:

-1.62

Ulcer Index

KNSA:

12.21%

BMRN:

20.14%

Daily Std Dev

KNSA:

45.67%

BMRN:

31.53%

Max Drawdown

KNSA:

-83.06%

BMRN:

-90.58%

Current Drawdown

KNSA:

-33.75%

BMRN:

-56.41%

Fundamentals

Market Cap

KNSA:

$1.48B

BMRN:

$12.81B

EPS

KNSA:

-$0.12

BMRN:

$1.66

Total Revenue (TTM)

KNSA:

$384.10M

BMRN:

$2.75B

Gross Profit (TTM)

KNSA:

$233.93M

BMRN:

$2.14B

EBITDA (TTM)

KNSA:

-$25.10M

BMRN:

$507.32M

Returns By Period

In the year-to-date period, KNSA achieves a 16.82% return, which is significantly higher than BMRN's -32.59% return.


KNSA

YTD

16.82%

1M

-1.59%

6M

13.96%

1Y

14.85%

5Y*

10.47%

10Y*

N/A

BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

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Risk-Adjusted Performance

KNSA vs. BMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kiniksa Pharmaceuticals, Ltd. (KNSA) and BioMarin Pharmaceutical Inc. (BMRN). 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 KNSA, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.16-1.04
The chart of Sortino ratio for KNSA, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.59-1.29
The chart of Omega ratio for KNSA, currently valued at 1.07, compared to the broader market0.501.001.502.001.080.80
The chart of Calmar ratio for KNSA, currently valued at 0.16, compared to the broader market0.002.004.006.000.16-0.62
The chart of Martin ratio for KNSA, currently valued at 0.61, compared to the broader market0.0010.0020.000.61-1.62
KNSA
BMRN

The current KNSA Sharpe Ratio is 0.16, which is higher than the BMRN Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of KNSA and BMRN, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.16
-1.04
KNSA
BMRN

Dividends

KNSA vs. BMRN - Dividend Comparison

Neither KNSA nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KNSA vs. BMRN - Drawdown Comparison

The maximum KNSA drawdown since its inception was -83.06%, smaller than the maximum BMRN drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for KNSA and BMRN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-33.75%
-50.39%
KNSA
BMRN

Volatility

KNSA vs. BMRN - Volatility Comparison

Kiniksa Pharmaceuticals, Ltd. (KNSA) and BioMarin Pharmaceutical Inc. (BMRN) have volatilities of 8.73% and 8.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.73%
8.39%
KNSA
BMRN

Financials

KNSA vs. BMRN - Financials Comparison

This section allows you to compare key financial metrics between Kiniksa Pharmaceuticals, Ltd. and BioMarin Pharmaceutical 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.


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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