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NCSM vs. BLUE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NCSM and BLUE is 0.23, 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

NCSM vs. BLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NCS Multistage Holdings, Inc. (NCSM) and bluebird bio, Inc. (BLUE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NCSM:

1.25

BLUE:

-0.56

Sortino Ratio

NCSM:

2.16

BLUE:

-0.88

Omega Ratio

NCSM:

1.28

BLUE:

0.88

Calmar Ratio

NCSM:

0.88

BLUE:

-0.83

Martin Ratio

NCSM:

7.42

BLUE:

-1.33

Ulcer Index

NCSM:

11.51%

BLUE:

62.62%

Daily Std Dev

NCSM:

63.09%

BLUE:

152.15%

Max Drawdown

NCSM:

-98.58%

BLUE:

-99.89%

Current Drawdown

NCSM:

-93.90%

BLUE:

-99.89%

Fundamentals

Market Cap

NCSM:

$83.80M

BLUE:

$32.21M

EPS

NCSM:

$3.24

BLUE:

-$24.84

PEG Ratio

NCSM:

0.00

BLUE:

0.32

PS Ratio

NCSM:

0.50

BLUE:

0.38

PB Ratio

NCSM:

0.77

BLUE:

0.73

Total Revenue (TTM)

NCSM:

$168.90M

BLUE:

$65.23M

Gross Profit (TTM)

NCSM:

$67.87M

BLUE:

$1.72M

EBITDA (TTM)

NCSM:

$13.89M

BLUE:

-$108.13M

Returns By Period

In the year-to-date period, NCSM achieves a 27.04% return, which is significantly higher than BLUE's -60.55% return.


NCSM

YTD

27.04%

1M

30.00%

6M

43.27%

1Y

77.31%

5Y*

29.27%

10Y*

N/A

BLUE

YTD

-60.55%

1M

-36.12%

6M

-59.41%

1Y

-84.48%

5Y*

-66.16%

10Y*

-47.44%

*Annualized

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Risk-Adjusted Performance

NCSM vs. BLUE — Risk-Adjusted Performance Rank

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

NCSM
The Risk-Adjusted Performance Rank of NCSM is 8787
Overall Rank
The Sharpe Ratio Rank of NCSM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NCSM is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NCSM is 8686
Omega Ratio Rank
The Calmar Ratio Rank of NCSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NCSM is 9292
Martin Ratio Rank

BLUE
The Risk-Adjusted Performance Rank of BLUE is 1313
Overall Rank
The Sharpe Ratio Rank of BLUE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 44
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 1111
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.

NCSM vs. BLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NCS Multistage Holdings, Inc. (NCSM) and bluebird bio, Inc. (BLUE). 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 NCSM Sharpe Ratio is 1.25, which is higher than the BLUE Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of NCSM and BLUE, 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

NCSM vs. BLUE - Dividend Comparison

Neither NCSM nor BLUE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NCSM vs. BLUE - Drawdown Comparison

The maximum NCSM drawdown since its inception was -98.58%, roughly equal to the maximum BLUE drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for NCSM and BLUE. For additional features, visit the drawdowns tool.


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Volatility

NCSM vs. BLUE - Volatility Comparison

NCS Multistage Holdings, Inc. (NCSM) has a higher volatility of 25.02% compared to bluebird bio, Inc. (BLUE) at 22.75%. This indicates that NCSM's price experiences larger fluctuations and is considered to be riskier than BLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NCSM vs. BLUE - Financials Comparison

This section allows you to compare key financial metrics between NCS Multistage Holdings, Inc. and bluebird bio, Inc.. 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
50.01M
38.52M
(NCSM) Total Revenue
(BLUE) Total Revenue
Values in USD except per share items

NCSM vs. BLUE - Profitability Comparison

The chart below illustrates the profitability comparison between NCS Multistage Holdings, Inc. and bluebird bio, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
43.7%
40.8%
(NCSM) Gross Margin
(BLUE) Gross Margin
NCSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported a gross profit of 21.86M and revenue of 50.01M. Therefore, the gross margin over that period was 43.7%.

BLUE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a gross profit of 15.73M and revenue of 38.52M. Therefore, the gross margin over that period was 40.8%.

NCSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported an operating income of 4.29M and revenue of 50.01M, resulting in an operating margin of 8.6%.

BLUE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported an operating income of -36.46M and revenue of 38.52M, resulting in an operating margin of -94.6%.

NCSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, NCS Multistage Holdings, Inc. reported a net income of 4.06M and revenue of 50.01M, resulting in a net margin of 8.1%.

BLUE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, bluebird bio, Inc. reported a net income of -28.71M and revenue of 38.52M, resulting in a net margin of -74.5%.