NBIX vs. BMY
Compare and contrast key facts about Neurocrine Biosciences, Inc. (NBIX) and Bristol-Myers Squibb Company (BMY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NBIX or BMY.
Key characteristics
| NBIX | BMY | |
|---|---|---|
| YTD Return | -3.48% | 22.48% |
| 1Y Return | 18.66% | 24.17% |
| 3Y Return (Ann) | 13.13% | 4.15% |
| 5Y Return (Ann) | 2.78% | 3.97% |
| 10Y Return (Ann) | 21.05% | 3.50% |
| Sharpe Ratio | 0.40 | 0.87 |
| Sortino Ratio | 0.72 | 1.54 |
| Omega Ratio | 1.12 | 1.19 |
| Calmar Ratio | 0.49 | 0.52 |
| Martin Ratio | 1.23 | 2.14 |
| Ulcer Index | 10.93% | 11.53% |
| Daily Std Dev | 32.91% | 28.42% |
| Max Drawdown | -97.21% | -70.62% |
| Current Drawdown | -16.96% | -19.78% |
Fundamentals
| NBIX | BMY | |
|---|---|---|
| Market Cap | $12.88B | $121.33B |
| EPS | $3.75 | -$3.58 |
| PEG Ratio | 0.30 | 1.99 |
| Total Revenue (TTM) | $2.24B | $47.44B |
| Gross Profit (TTM) | $2.20B | $33.40B |
| EBITDA (TTM) | $614.00M | $18.32B |
Correlation
The correlation between NBIX and BMY 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.
Performance
NBIX vs. BMY - Performance Comparison
In the year-to-date period, NBIX achieves a -3.48% return, which is significantly lower than BMY's 22.48% return. Over the past 10 years, NBIX has outperformed BMY with an annualized return of 21.05%, while BMY has yielded a comparatively lower 3.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NBIX vs. BMY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neurocrine Biosciences, Inc. (NBIX) and Bristol-Myers Squibb Company (BMY). 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.
Dividends
NBIX vs. BMY - Dividend Comparison
NBIX has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 4.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBIX Neurocrine Biosciences, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMY Bristol-Myers Squibb Company | 4.01% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
Drawdowns
NBIX vs. BMY - Drawdown Comparison
The maximum NBIX drawdown since its inception was -97.21%, which is greater than BMY's maximum drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for NBIX and BMY. For additional features, visit the drawdowns tool.
Volatility
NBIX vs. BMY - Volatility Comparison
The current volatility for Neurocrine Biosciences, Inc. (NBIX) is 9.02%, while Bristol-Myers Squibb Company (BMY) has a volatility of 12.69%. This indicates that NBIX experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NBIX vs. BMY - Financials Comparison
This section allows you to compare key financial metrics between Neurocrine Biosciences, Inc. and Bristol-Myers Squibb Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities