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NGNE vs. BLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NGNE and BLD is 0.27, 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

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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Key characteristics

Sharpe Ratio

NGNE:

-0.38

BLD:

-0.75

Sortino Ratio

NGNE:

0.33

BLD:

-0.86

Omega Ratio

NGNE:

1.05

BLD:

0.90

Calmar Ratio

NGNE:

-0.47

BLD:

-0.70

Martin Ratio

NGNE:

-0.83

BLD:

-1.10

Ulcer Index

NGNE:

56.04%

BLD:

27.14%

Daily Std Dev

NGNE:

132.86%

BLD:

42.65%

Max Drawdown

NGNE:

-98.34%

BLD:

-52.26%

Current Drawdown

NGNE:

-96.16%

BLD:

-40.95%

Fundamentals

Market Cap

NGNE:

$267.27M

BLD:

$8.08B

EPS

NGNE:

-$4.36

BLD:

$19.72

PS Ratio

NGNE:

288.94

BLD:

1.53

PB Ratio

NGNE:

0.92

BLD:

3.82

Total Revenue (TTM)

NGNE:

$925.00K

BLD:

$5.28B

Gross Profit (TTM)

NGNE:

-$14.82M

BLD:

$1.59B

EBITDA (TTM)

NGNE:

-$81.71M

BLD:

$1.01B

Returns By Period

In the year-to-date period, NGNE achieves a -25.59% return, which is significantly lower than BLD's -9.14% return.


NGNE

YTD

-25.59%

1M

13.40%

6M

-33.11%

1Y

-50.01%

3Y*

-5.25%

5Y*

-41.28%

10Y*

-20.12%

BLD

YTD

-9.14%

1M

-4.35%

6M

-27.58%

1Y

-31.56%

3Y*

12.77%

5Y*

19.79%

10Y*

N/A

*Annualized

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Neurogene Inc

TopBuild Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NGNE vs. BLD — Risk-Adjusted Performance Rank

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

NGNE
The Risk-Adjusted Performance Rank of NGNE is 3434
Overall Rank
The Sharpe Ratio Rank of NGNE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of NGNE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NGNE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of NGNE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of NGNE is 3131
Martin Ratio Rank

BLD
The Risk-Adjusted Performance Rank of BLD is 1414
Overall Rank
The Sharpe Ratio Rank of BLD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of BLD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BLD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BLD is 88
Calmar Ratio Rank
The Martin Ratio Rank of BLD is 2222
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.

NGNE vs. BLD - Risk-Adjusted Performance 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.


The current NGNE Sharpe Ratio is -0.38, which is higher than the BLD Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of NGNE and BLD, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NGNE vs. BLD - Dividend Comparison

Neither NGNE nor BLD has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NGNE vs. BLD - Volatility Comparison

Neurogene Inc (NGNE) has a higher volatility of 45.75% compared to TopBuild Corp. (BLD) at 11.51%. 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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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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B202120222023202420250
1.23B
(NGNE) Total Revenue
(BLD) Total Revenue
Values in USD except per share items