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MRNA vs. BNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRNA and BNTX is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

MRNA vs. BNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moderna, Inc. (MRNA) and BioNTech SE (BNTX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
93.43%
757.70%
MRNA
BNTX

Key characteristics

Sharpe Ratio

MRNA:

-1.07

BNTX:

0.74

Sortino Ratio

MRNA:

-2.06

BNTX:

1.50

Omega Ratio

MRNA:

0.75

BNTX:

1.17

Calmar Ratio

MRNA:

-0.78

BNTX:

0.45

Martin Ratio

MRNA:

-1.19

BNTX:

2.71

Ulcer Index

MRNA:

61.91%

BNTX:

13.62%

Daily Std Dev

MRNA:

69.28%

BNTX:

50.02%

Max Drawdown

MRNA:

-94.94%

BNTX:

-82.25%

Current Drawdown

MRNA:

-94.35%

BNTX:

-72.69%

Fundamentals

Market Cap

MRNA:

$10.26B

BNTX:

$27.60B

EPS

MRNA:

-$9.57

BNTX:

-$3.47

PEG Ratio

MRNA:

0.00

BNTX:

0.04

PS Ratio

MRNA:

3.17

BNTX:

10.03

PB Ratio

MRNA:

0.94

BNTX:

1.14

Total Revenue (TTM)

MRNA:

$3.06B

BNTX:

$2.55B

Gross Profit (TTM)

MRNA:

$1.65B

BNTX:

$2.07B

EBITDA (TTM)

MRNA:

-$2.27B

BNTX:

-$76.89M

Returns By Period

In the year-to-date period, MRNA achieves a -34.13% return, which is significantly lower than BNTX's 5.78% return.


MRNA

YTD

-34.13%

1M

-19.08%

6M

-48.13%

1Y

-74.84%

5Y*

-11.55%

10Y*

N/A

BNTX

YTD

5.78%

1M

24.20%

6M

7.89%

1Y

36.84%

5Y*

20.74%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MRNA vs. BNTX — Risk-Adjusted Performance Rank

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

MRNA
The Risk-Adjusted Performance Rank of MRNA is 77
Overall Rank
The Sharpe Ratio Rank of MRNA is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNA is 22
Sortino Ratio Rank
The Omega Ratio Rank of MRNA is 44
Omega Ratio Rank
The Calmar Ratio Rank of MRNA is 66
Calmar Ratio Rank
The Martin Ratio Rank of MRNA is 2121
Martin Ratio Rank

BNTX
The Risk-Adjusted Performance Rank of BNTX is 7676
Overall Rank
The Sharpe Ratio Rank of BNTX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BNTX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BNTX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BNTX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BNTX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRNA vs. BNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and BioNTech SE (BNTX). 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.


The chart of Sharpe ratio for MRNA, currently valued at -1.07, compared to the broader market-2.00-1.000.001.002.003.00
MRNA: -1.07
BNTX: 0.74
The chart of Sortino ratio for MRNA, currently valued at -2.06, compared to the broader market-6.00-4.00-2.000.002.004.00
MRNA: -2.06
BNTX: 1.50
The chart of Omega ratio for MRNA, currently valued at 0.75, compared to the broader market0.501.001.502.00
MRNA: 0.75
BNTX: 1.17
The chart of Calmar ratio for MRNA, currently valued at -0.78, compared to the broader market0.001.002.003.004.005.00
MRNA: -0.78
BNTX: 0.45
The chart of Martin ratio for MRNA, currently valued at -1.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MRNA: -1.19
BNTX: 2.71

The current MRNA Sharpe Ratio is -1.07, which is lower than the BNTX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MRNA and BNTX, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.07
0.74
MRNA
BNTX

Dividends

MRNA vs. BNTX - Dividend Comparison

Neither MRNA nor BNTX has paid dividends to shareholders.


TTM202420232022
MRNA
Moderna, Inc.
0.00%0.00%0.00%0.00%
BNTX
BioNTech SE
0.00%0.00%0.00%1.41%

Drawdowns

MRNA vs. BNTX - Drawdown Comparison

The maximum MRNA drawdown since its inception was -94.94%, which is greater than BNTX's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for MRNA and BNTX. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%NovemberDecember2025FebruaryMarchApril
-94.35%
-72.69%
MRNA
BNTX

Volatility

MRNA vs. BNTX - Volatility Comparison

Moderna, Inc. (MRNA) has a higher volatility of 22.31% compared to BioNTech SE (BNTX) at 17.36%. This indicates that MRNA's price experiences larger fluctuations and is considered to be riskier than BNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
22.31%
17.36%
MRNA
BNTX

Financials

MRNA vs. BNTX - Financials Comparison

This section allows you to compare key financial metrics between Moderna, Inc. and BioNTech SE. 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