PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.63%
-2.56%
NBIX
MSFT

Key characteristics

Sharpe Ratio

NBIX:

0.38

MSFT:

0.94

Sortino Ratio

NBIX:

0.70

MSFT:

1.30

Omega Ratio

NBIX:

1.11

MSFT:

1.18

Calmar Ratio

NBIX:

0.46

MSFT:

1.21

Martin Ratio

NBIX:

1.02

MSFT:

2.77

Ulcer Index

NBIX:

12.33%

MSFT:

6.75%

Daily Std Dev

NBIX:

33.34%

MSFT:

19.81%

Max Drawdown

NBIX:

-97.21%

MSFT:

-69.39%

Current Drawdown

NBIX:

-11.58%

MSFT:

-6.27%

Fundamentals

Market Cap

NBIX:

$13.84B

MSFT:

$3.38T

EPS

NBIX:

$3.75

MSFT:

$12.10

PE Ratio

NBIX:

36.45

MSFT:

37.56

PEG Ratio

NBIX:

0.32

MSFT:

2.41

Total Revenue (TTM)

NBIX:

$2.24B

MSFT:

$254.19B

Gross Profit (TTM)

NBIX:

$2.20B

MSFT:

$176.28B

EBITDA (TTM)

NBIX:

$614.00M

MSFT:

$139.14B

Returns By Period

In the year-to-date period, NBIX achieves a 2.78% return, which is significantly lower than MSFT's 16.97% return. Over the past 10 years, NBIX has underperformed MSFT with an annualized return of 20.40%, while MSFT has yielded a comparatively higher 26.56% annualized return.


NBIX

YTD

2.78%

1M

9.84%

6M

0.63%

1Y

11.77%

5Y*

4.29%

10Y*

20.40%

MSFT

YTD

16.97%

1M

5.29%

6M

-2.56%

1Y

17.76%

5Y*

23.77%

10Y*

26.56%

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 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 0.38, compared to the broader market-4.00-2.000.002.000.380.94
The chart of Sortino ratio for NBIX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.701.30
The chart of Omega ratio for NBIX, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.18
The chart of Calmar ratio for NBIX, currently valued at 0.46, compared to the broader market0.002.004.006.000.461.21
The chart of Martin ratio for NBIX, currently valued at 1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.001.022.77
NBIX
MSFT

The current NBIX Sharpe Ratio is 0.38, which is lower than the MSFT Sharpe Ratio of 0.94. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.94
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 0.71%.


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%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

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%JulyAugustSeptemberOctoberNovemberDecember
-11.58%
-6.27%
NBIX
MSFT

Volatility

NBIX vs. MSFT - Volatility Comparison

Neurocrine Biosciences, Inc. (NBIX) has a higher volatility of 6.65% compared to Microsoft Corporation (MSFT) at 5.74%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.65%
5.74%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab