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MIRM vs. BTSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MIRM vs. BTSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirum Pharmaceuticals, Inc. (MIRM) and BrightSpring Health Services, Inc (BTSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIRM achieves a 36.43% return, which is significantly lower than BTSG's 79.44% return.


MIRM

1D
0.60%
1M
9.28%
YTD
36.43%
6M
32.93%
1Y
114.08%
3Y*
57.95%
5Y*
43.73%
10Y*

BTSG

1D
1.43%
1M
14.87%
YTD
79.44%
6M
76.84%
1Y
201.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIRM vs. BTSG - Yearly Performance Comparison


2026 (YTD)20252024
MIRM
Mirum Pharmaceuticals, Inc.
36.43%91.03%57.76%
BTSG
BrightSpring Health Services, Inc
79.44%119.91%41.92%

Correlation

The correlation between MIRM and BTSG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.18

Fundamentals

Market Cap

MIRM:

$6.34B

BTSG:

$14.87B

EPS

MIRM:

-$14.81

BTSG:

$1.42

PS Ratio

MIRM:

14.19

BTSG:

1.08

PB Ratio

MIRM:

26.15

BTSG:

7.51

Total Revenue (TTM)

MIRM:

$409.73M

BTSG:

$13.65B

Gross Profit (TTM)

MIRM:

-$422.68M

BTSG:

$1.66B

EBITDA (TTM)

MIRM:

-$771.51M

BTSG:

$572.07M

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Return for Risk

MIRM vs. BTSG — Risk / Return Rank

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

MIRM
MIRM Risk / Return Rank: 9191
Overall Rank
MIRM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MIRM Sortino Ratio Rank: 8989
Sortino Ratio Rank
MIRM Omega Ratio Rank: 9090
Omega Ratio Rank
MIRM Calmar Ratio Rank: 9393
Calmar Ratio Rank
MIRM Martin Ratio Rank: 9191
Martin Ratio Rank

BTSG
BTSG Risk / Return Rank: 9898
Overall Rank
BTSG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BTSG Sortino Ratio Rank: 9797
Sortino Ratio Rank
BTSG Omega Ratio Rank: 9797
Omega Ratio Rank
BTSG Calmar Ratio Rank: 9898
Calmar Ratio Rank
BTSG Martin Ratio Rank: 9999
Martin Ratio Rank
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.

MIRM vs. BTSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirum Pharmaceuticals, Inc. (MIRM) and BrightSpring Health Services, Inc (BTSG). 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.


MIRMBTSGDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.42

1.63

-0.21

Calmar ratioReturn relative to maximum drawdown

5.58

11.33

-5.74

Martin ratioReturn relative to average drawdown

12.76

38.42

-25.67

MIRM vs. BTSG - Sharpe Ratio Comparison

The current MIRM Sharpe Ratio is 2.56, which is lower than the BTSG Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of MIRM and BTSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MIRM vs. BTSG - Drawdown Comparison

The maximum MIRM drawdown since its inception was -63.78%, which is greater than BTSG's maximum drawdown of -35.56%. Use the drawdown chart below to compare losses from any high point for MIRM and BTSG.


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Drawdown Indicators


MIRMBTSGDifference

Max Drawdown

Largest peak-to-trough decline

-63.78%

-35.56%

-28.22%

Max Drawdown (1Y)

Largest decline over 1 year

-20.55%

-17.93%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-32.52%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

Current Drawdown

Current decline from peak

-3.25%

0.00%

-3.25%

Average Drawdown

Average peak-to-trough decline

-20.19%

-7.71%

-12.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

5.28%

+3.70%

Volatility

MIRM vs. BTSG - Volatility Comparison

Mirum Pharmaceuticals, Inc. (MIRM) has a higher volatility of 12.12% compared to BrightSpring Health Services, Inc (BTSG) at 10.34%. This indicates that MIRM's price experiences larger fluctuations and is considered to be riskier than BTSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIRMBTSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.12%

10.34%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

36.23%

29.26%

+6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

44.85%

40.21%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.65%

44.04%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.91%

44.04%

+29.87%

Dividends

MIRM vs. BTSG - Dividend Comparison

Neither MIRM nor BTSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MIRM vs. BTSG - Financials Comparison

This section allows you to compare key financial metrics between Mirum Pharmaceuticals, Inc. and BrightSpring Health Services, 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


0.001.00B2.00B3.00B4.00B202220232024202520260
3.61B
(MIRM) Total Revenue
(BTSG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MIRM and BTSG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIRM has higher volatility (12.12%) compared to BTSG (10.34%). In terms of maximum drawdown, MIRM dropped -63.78% vs BTSG's -35.56%.

BTSG currently has the higher Sharpe Ratio (5.06 vs 2.56), 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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