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

Correlation

The correlation between NBIX and MSFT is 0.39, 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. 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.

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Key characteristics

Sharpe Ratio

NBIX:

-0.41

MSFT:

0.28

Sortino Ratio

NBIX:

-0.36

MSFT:

0.63

Omega Ratio

NBIX:

0.94

MSFT:

1.08

Calmar Ratio

NBIX:

-0.45

MSFT:

0.34

Martin Ratio

NBIX:

-1.01

MSFT:

0.75

Ulcer Index

NBIX:

19.05%

MSFT:

10.69%

Daily Std Dev

NBIX:

41.57%

MSFT:

25.63%

Max Drawdown

NBIX:

-97.21%

MSFT:

-69.39%

Current Drawdown

NBIX:

-24.52%

MSFT:

-5.62%

Fundamentals

Market Cap

NBIX:

$11.63B

MSFT:

$3.26T

EPS

NBIX:

$2.95

MSFT:

$12.94

PE Ratio

NBIX:

39.22

MSFT:

33.91

PEG Ratio

NBIX:

0.27

MSFT:

2.03

PS Ratio

NBIX:

4.82

MSFT:

12.08

PB Ratio

NBIX:

4.59

MSFT:

10.01

Total Revenue (TTM)

NBIX:

$2.41B

MSFT:

$270.01B

Gross Profit (TTM)

NBIX:

$2.37B

MSFT:

$186.51B

EBITDA (TTM)

NBIX:

$539.80M

MSFT:

$150.06B

Returns By Period

In the year-to-date period, NBIX achieves a -15.23% return, which is significantly lower than MSFT's 4.30% return. Over the past 10 years, NBIX has underperformed MSFT with an annualized return of 10.61%, while MSFT has yielded a comparatively higher 26.80% annualized return.


NBIX

YTD

-15.23%

1M

27.55%

6M

-7.98%

1Y

-15.35%

5Y*

0.38%

10Y*

10.61%

MSFT

YTD

4.30%

1M

15.05%

6M

4.25%

1Y

6.59%

5Y*

19.74%

10Y*

26.80%

*Annualized

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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 2626
Overall Rank
The Sharpe Ratio Rank of NBIX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NBIX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NBIX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of NBIX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of NBIX is 2727
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6161
Overall Rank
The Sharpe Ratio Rank of MSFT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6262
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.


The current NBIX Sharpe Ratio is -0.41, which is lower than the MSFT Sharpe Ratio of 0.28. 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.


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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 0.72%.


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
0.72%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.


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Volatility

NBIX vs. MSFT - Volatility Comparison

Neurocrine Biosciences, Inc. (NBIX) has a higher volatility of 12.48% compared to Microsoft Corporation (MSFT) at 10.59%. 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.


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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


0.0020.00B40.00B60.00B80.00B20212022202320242025
572.60M
70.07B
(NBIX) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

NBIX vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Neurocrine Biosciences, Inc. and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%85.0%90.0%95.0%100.0%20212022202320242025
98.4%
68.7%
(NBIX) Gross Margin
(MSFT) Gross Margin
NBIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Neurocrine Biosciences, Inc. reported a gross profit of 563.40M and revenue of 572.60M. Therefore, the gross margin over that period was 98.4%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

NBIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Neurocrine Biosciences, Inc. reported an operating income of 23.60M and revenue of 572.60M, resulting in an operating margin of 4.1%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

NBIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Neurocrine Biosciences, Inc. reported a net income of 7.90M and revenue of 572.60M, resulting in a net margin of 1.4%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.