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

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.


-0.50.00.51.00.3

Performance

NBIX vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neurocrine Biosciences, Inc. (NBIX) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
1.03%
42.18%
NBIX
BMY

Key characteristics

Sharpe Ratio

NBIX:

0.39

BMY:

0.57

Sortino Ratio

NBIX:

0.71

BMY:

1.11

Omega Ratio

NBIX:

1.11

BMY:

1.14

Calmar Ratio

NBIX:

0.48

BMY:

0.34

Martin Ratio

NBIX:

1.05

BMY:

1.41

Ulcer Index

NBIX:

12.29%

BMY:

11.55%

Daily Std Dev

NBIX:

33.38%

BMY:

28.56%

Max Drawdown

NBIX:

-97.21%

BMY:

-70.62%

Current Drawdown

NBIX:

-11.56%

BMY:

-23.77%

Fundamentals

Market Cap

NBIX:

$13.84B

BMY:

$116.92B

EPS

NBIX:

$3.75

BMY:

-$3.58

PEG Ratio

NBIX:

0.32

BMY:

1.92

Total Revenue (TTM)

NBIX:

$2.24B

BMY:

$47.44B

Gross Profit (TTM)

NBIX:

$2.20B

BMY:

$33.40B

EBITDA (TTM)

NBIX:

$614.00M

BMY:

$5.06B

Returns By Period

In the year-to-date period, NBIX achieves a 2.80% return, which is significantly lower than BMY's 16.38% return. Over the past 10 years, NBIX has outperformed BMY with an annualized return of 18.69%, while BMY has yielded a comparatively lower 2.39% annualized return.


NBIX

YTD

2.80%

1M

15.16%

6M

3.51%

1Y

11.48%

5Y*

4.30%

10Y*

18.69%

BMY

YTD

16.38%

1M

0.07%

6M

42.98%

1Y

14.59%

5Y*

1.32%

10Y*

2.39%

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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.


Sharpe ratio
The chart of Sharpe ratio for NBIX, currently valued at 0.39, compared to the broader market-4.00-2.000.002.000.390.57
The chart of Sortino ratio for NBIX, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.711.11
The chart of Omega ratio for NBIX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.14
The chart of Calmar ratio for NBIX, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.34
The chart of Martin ratio for NBIX, currently valued at 1.05, compared to the broader market0.0010.0020.001.051.41
NBIX
BMY

The current NBIX Sharpe Ratio is 0.39, which is lower than the BMY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NBIX and BMY, 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.57
NBIX
BMY

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 4.22%.


TTM20232022202120202019201820172016201520142013
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
4.22%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.56%
-23.77%
NBIX
BMY

Volatility

NBIX vs. BMY - Volatility Comparison

Neurocrine Biosciences, Inc. (NBIX) has a higher volatility of 7.24% compared to Bristol-Myers Squibb Company (BMY) at 6.37%. This indicates that NBIX's price experiences larger fluctuations and is considered to be riskier than BMY 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
7.24%
6.37%
NBIX
BMY

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.


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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