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

Correlation

The correlation between NBIX and BMRN is 0.36, 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

NBIX vs. BMRN - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,285.50%
400.27%
NBIX
BMRN

Key characteristics

Sharpe Ratio

NBIX:

0.38

BMRN:

-0.93

Sortino Ratio

NBIX:

0.70

BMRN:

-1.12

Omega Ratio

NBIX:

1.11

BMRN:

0.82

Calmar Ratio

NBIX:

0.46

BMRN:

-0.50

Martin Ratio

NBIX:

1.02

BMRN:

-1.44

Ulcer Index

NBIX:

12.33%

BMRN:

20.25%

Daily Std Dev

NBIX:

33.34%

BMRN:

31.31%

Max Drawdown

NBIX:

-97.21%

BMRN:

-90.58%

Current Drawdown

NBIX:

-11.58%

BMRN:

-55.97%

Fundamentals

Market Cap

NBIX:

$13.84B

BMRN:

$12.81B

EPS

NBIX:

$3.75

BMRN:

$1.66

PE Ratio

NBIX:

36.45

BMRN:

40.48

PEG Ratio

NBIX:

0.32

BMRN:

0.42

Total Revenue (TTM)

NBIX:

$2.24B

BMRN:

$2.75B

Gross Profit (TTM)

NBIX:

$2.20B

BMRN:

$2.14B

EBITDA (TTM)

NBIX:

$614.00M

BMRN:

$507.32M

Returns By Period

In the year-to-date period, NBIX achieves a 2.78% return, which is significantly higher than BMRN's -31.90% return. Over the past 10 years, NBIX has outperformed BMRN with an annualized return of 20.40%, while BMRN has yielded a comparatively lower -2.81% annualized return.


NBIX

YTD

2.78%

1M

9.84%

6M

0.63%

1Y

11.77%

5Y*

4.29%

10Y*

20.40%

BMRN

YTD

-31.90%

1M

4.96%

6M

-21.63%

1Y

-31.00%

5Y*

-4.98%

10Y*

-2.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NBIX vs. BMRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurocrine Biosciences, Inc. (NBIX) 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 NBIX, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.38-0.93
The chart of Sortino ratio for NBIX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.70-1.12
The chart of Omega ratio for NBIX, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.82
The chart of Calmar ratio for NBIX, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.50
The chart of Martin ratio for NBIX, currently valued at 1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.001.02-1.44
NBIX
BMRN

The current NBIX Sharpe Ratio is 0.38, which is higher than the BMRN Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of NBIX 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.93
NBIX
BMRN

Dividends

NBIX vs. BMRN - Dividend Comparison

Neither NBIX nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NBIX vs. BMRN - Drawdown Comparison

The maximum NBIX drawdown since its inception was -97.21%, which is greater than BMRN's maximum drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for NBIX and BMRN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.58%
-55.97%
NBIX
BMRN

Volatility

NBIX vs. BMRN - Volatility Comparison

The current volatility for Neurocrine Biosciences, Inc. (NBIX) is 6.65%, while BioMarin Pharmaceutical Inc. (BMRN) has a volatility of 8.40%. This indicates that NBIX experiences smaller price fluctuations and is considered to be less risky than BMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.65%
8.40%
NBIX
BMRN

Financials

NBIX vs. BMRN - Financials Comparison

This section allows you to compare key financial metrics between Neurocrine Biosciences, Inc. 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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