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NGNE vs. BLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NGNE vs. BLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neurogene Inc (NGNE) and TopBuild Corp. (BLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NGNE achieves a 92.38% return, which is significantly higher than BLD's -15.02% return. Over the past 10 years, NGNE has underperformed BLD with an annualized return of -12.30%, while BLD has yielded a comparatively higher 25.70% annualized return.


NGNE

1D
-7.49%
1M
36.19%
6M
121.15%
YTD
92.38%
1Y
84.93%
3Y*
32.70%
5Y*
-26.46%
10Y*
-12.30%

BLD

1D
0.00%
1M
-13.76%
6M
-23.88%
YTD
-15.02%
1Y
-6.18%
3Y*
10.05%
5Y*
12.59%
10Y*
25.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NGNE vs. BLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGNE
Neurogene Inc
92.38%-9.89%17.96%90.37%-89.44%-65.82%14.45%470.37%-81.63%-28.77%
BLD
TopBuild Corp.
-15.02%34.00%-16.81%139.16%-43.28%49.89%78.58%129.07%-40.59%112.75%

Correlation

The correlation between NGNE and BLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2015

0.20

Fundamentals

Market Cap

NGNE:

$626.25M

BLD:

$9.97B

EPS

NGNE:

-$5.02

BLD:

$17.87

PB Ratio

NGNE:

3.72

BLD:

4.15

Total Revenue (TTM)

NGNE:

$0.00

BLD:

$5.62B

Gross Profit (TTM)

NGNE:

-$787.00K

BLD:

$1.62B

EBITDA (TTM)

NGNE:

-$101.52M

BLD:

$933.40M

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Return for Risk

NGNE vs. BLD — Risk / Return Rank

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

NGNE
NGNE Risk / Return Rank: 7474
Overall Rank
NGNE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NGNE Sortino Ratio Rank: 7777
Sortino Ratio Rank
NGNE Omega Ratio Rank: 7373
Omega Ratio Rank
NGNE Calmar Ratio Rank: 7474
Calmar Ratio Rank
NGNE Martin Ratio Rank: 6969
Martin Ratio Rank

BLD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NGNE vs. BLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) and TopBuild Corp. (BLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NGNEBLDDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.21

1.06

+0.15

Calmar ratioReturn relative to maximum drawdown

1.54

0.08

+1.46

Martin ratioReturn relative to average drawdown

2.75

0.20

+2.55

NGNE vs. BLD - Sharpe Ratio Comparison

The current NGNE Sharpe Ratio is 0.98, which is higher than the BLD Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of NGNE and BLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NGNE vs. BLD - Drawdown Comparison

The maximum NGNE drawdown since its inception was -98.34%, which is greater than BLD's maximum drawdown of -52.26%. Use the drawdown chart below to compare losses from any high point for NGNE and BLD.


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Drawdown Indicators


NGNEBLDDifference

Max Drawdown

Largest peak-to-trough decline

-98.34%

-52.26%

-46.08%

Max Drawdown (1Y)

Largest decline over 1 year

-52.37%

-39.12%

-13.25%

Max Drawdown (3Y)

Largest decline over 3 years

-89.74%

-42.41%

-47.33%

Max Drawdown (5Y)

Largest decline over 5 years

-95.85%

-49.39%

-46.46%

Max Drawdown (10Y)

Largest decline over 10 years

-98.14%

-52.26%

-45.88%

Current Drawdown

Current decline from peak

-91.05%

-35.65%

-55.40%

Average Drawdown

Average peak-to-trough decline

-67.96%

-15.15%

-52.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.39%

16.78%

+12.61%

Volatility

NGNE vs. BLD - Volatility Comparison

Neurogene Inc (NGNE) has a higher volatility of 24.49% compared to TopBuild Corp. (BLD) at 19.32%. This indicates that NGNE's price experiences larger fluctuations and is considered to be riskier than BLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGNEBLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.49%

19.32%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

56.00%

38.01%

+17.99%

Volatility (1Y)

Calculated over the trailing 1-year period

82.94%

46.19%

+36.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.00%

42.04%

+51.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.83%

43.05%

+44.78%

Dividends

NGNE vs. BLD - Dividend Comparison

Neither NGNE nor BLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NGNE vs. BLD - Financials Comparison

This section allows you to compare key financial metrics between Neurogene Inc and TopBuild Corp.. 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


0.00500.00M1.00B1.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026April0
1.45B
(NGNE) Total Revenue
(BLD) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NGNE and BLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NGNE has higher volatility (24.49%) compared to BLD (19.32%). In terms of maximum drawdown, NGNE dropped -98.34% vs BLD's -52.26%.

NGNE currently has the higher Sharpe Ratio (0.98 vs 0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NGNE and BLD

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