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

Correlation

The correlation between NBIX and MSFT 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. MSFT - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-19.41%
-1.70%
NBIX
MSFT

Key characteristics

Sharpe Ratio

NBIX:

-0.28

MSFT:

-0.02

Sortino Ratio

NBIX:

-0.11

MSFT:

0.11

Omega Ratio

NBIX:

0.98

MSFT:

1.02

Calmar Ratio

NBIX:

-0.38

MSFT:

-0.03

Martin Ratio

NBIX:

-0.81

MSFT:

-0.05

Ulcer Index

NBIX:

12.83%

MSFT:

7.52%

Daily Std Dev

NBIX:

37.55%

MSFT:

21.08%

Max Drawdown

NBIX:

-97.21%

MSFT:

-69.39%

Current Drawdown

NBIX:

-23.76%

MSFT:

-11.86%

Fundamentals

Market Cap

NBIX:

$11.65B

MSFT:

$3.06T

EPS

NBIX:

$3.30

MSFT:

$12.43

PE Ratio

NBIX:

35.41

MSFT:

33.10

PEG Ratio

NBIX:

0.37

MSFT:

2.14

Total Revenue (TTM)

NBIX:

$2.36B

MSFT:

$261.80B

Gross Profit (TTM)

NBIX:

$2.31B

MSFT:

$181.72B

EBITDA (TTM)

NBIX:

$458.00M

MSFT:

$142.93B

Returns By Period

In the year-to-date period, NBIX achieves a -14.38% return, which is significantly lower than MSFT's -2.60% return. Over the past 10 years, NBIX has underperformed MSFT with an annualized return of 12.15%, while MSFT has yielded a comparatively higher 27.04% annualized return.


NBIX

YTD

-14.38%

1M

-16.23%

6M

-20.91%

1Y

-11.31%

5Y*

2.31%

10Y*

12.15%

MSFT

YTD

-2.60%

1M

-1.23%

6M

-2.30%

1Y

0.82%

5Y*

18.35%

10Y*

27.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NBIX vs. MSFT — Risk-Adjusted Performance Rank

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

NBIX
The Risk-Adjusted Performance Rank of NBIX is 2828
Overall Rank
The Sharpe Ratio Rank of NBIX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of NBIX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of NBIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of NBIX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of NBIX is 2929
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4040
Overall Rank
The Sharpe Ratio Rank of MSFT is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 3434
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 3535
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 4444
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.

NBIX vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurocrine Biosciences, Inc. (NBIX) and Microsoft Corporation (MSFT). 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 -0.28, compared to the broader market-2.000.002.004.00-0.28-0.02
The chart of Sortino ratio for NBIX, currently valued at -0.11, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.110.11
The chart of Omega ratio for NBIX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.02
The chart of Calmar ratio for NBIX, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.03
The chart of Martin ratio for NBIX, currently valued at -0.81, compared to the broader market0.0010.0020.0030.00-0.81-0.05
NBIX
MSFT

The current NBIX Sharpe Ratio is -0.28, which is lower than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of NBIX and MSFT, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.28
-0.02
NBIX
MSFT

Dividends

NBIX vs. MSFT - Dividend Comparison

NBIX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.57%.


TTM20242023202220212020201920182017201620152014
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%
MSFT
Microsoft Corporation
0.57%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

NBIX vs. MSFT - Drawdown Comparison

The maximum NBIX drawdown since its inception was -97.21%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for NBIX and MSFT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.76%
-11.86%
NBIX
MSFT

Volatility

NBIX vs. MSFT - Volatility Comparison

Neurocrine Biosciences, Inc. (NBIX) has a higher volatility of 21.49% compared to Microsoft Corporation (MSFT) at 9.38%. This indicates that NBIX's price experiences larger fluctuations and is considered to be riskier than MSFT 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%SeptemberOctoberNovemberDecember2025February
21.49%
9.38%
NBIX
MSFT

Financials

NBIX vs. MSFT - Financials Comparison

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