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

Correlation

The correlation between NSP and NBIX 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.


-0.50.00.51.00.3

Performance

NSP vs. NBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insperity, Inc. (NSP) and Neurocrine Biosciences, Inc. (NBIX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,176.90%
1,325.47%
NSP
NBIX

Key characteristics

Sharpe Ratio

NSP:

-0.94

NBIX:

0.38

Sortino Ratio

NSP:

-1.22

NBIX:

0.70

Omega Ratio

NSP:

0.83

NBIX:

1.11

Calmar Ratio

NSP:

-0.75

NBIX:

0.46

Martin Ratio

NSP:

-1.58

NBIX:

1.02

Ulcer Index

NSP:

20.50%

NBIX:

12.33%

Daily Std Dev

NSP:

34.47%

NBIX:

33.34%

Max Drawdown

NSP:

-95.37%

NBIX:

-97.21%

Current Drawdown

NSP:

-40.03%

NBIX:

-11.58%

Fundamentals

Market Cap

NSP:

$2.99B

NBIX:

$13.84B

EPS

NSP:

$3.16

NBIX:

$3.75

PE Ratio

NSP:

25.29

NBIX:

36.45

PEG Ratio

NSP:

1.42

NBIX:

0.32

Total Revenue (TTM)

NSP:

$6.55B

NBIX:

$2.24B

Gross Profit (TTM)

NSP:

$1.05B

NBIX:

$2.20B

EBITDA (TTM)

NSP:

$235.05M

NBIX:

$614.00M

Returns By Period

In the year-to-date period, NSP achieves a -33.36% return, which is significantly lower than NBIX's 2.78% return. Over the past 10 years, NSP has underperformed NBIX with an annualized return of 18.47%, while NBIX has yielded a comparatively higher 20.40% annualized return.


NSP

YTD

-33.36%

1M

4.78%

6M

-18.26%

1Y

-32.81%

5Y*

-0.36%

10Y*

18.47%

NBIX

YTD

2.78%

1M

9.84%

6M

0.63%

1Y

11.77%

5Y*

4.29%

10Y*

20.40%

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

NSP vs. NBIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insperity, Inc. (NSP) and Neurocrine Biosciences, Inc. (NBIX). 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 NSP, currently valued at -0.94, compared to the broader market-4.00-2.000.002.00-0.940.38
The chart of Sortino ratio for NSP, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.220.70
The chart of Omega ratio for NSP, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.11
The chart of Calmar ratio for NSP, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.750.46
The chart of Martin ratio for NSP, currently valued at -1.58, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.581.02
NSP
NBIX

The current NSP Sharpe Ratio is -0.94, which is lower than the NBIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of NSP and NBIX, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.94
0.38
NSP
NBIX

Dividends

NSP vs. NBIX - Dividend Comparison

NSP's dividend yield for the trailing twelve months is around 3.11%, while NBIX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NSP
Insperity, Inc.
3.11%1.90%1.77%3.18%1.97%1.39%0.86%2.75%1.37%1.77%8.08%1.88%
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%

Drawdowns

NSP vs. NBIX - Drawdown Comparison

The maximum NSP drawdown since its inception was -95.37%, roughly equal to the maximum NBIX drawdown of -97.21%. Use the drawdown chart below to compare losses from any high point for NSP and NBIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.03%
-11.58%
NSP
NBIX

Volatility

NSP vs. NBIX - Volatility Comparison

Insperity, Inc. (NSP) has a higher volatility of 10.89% compared to Neurocrine Biosciences, Inc. (NBIX) at 6.65%. This indicates that NSP's price experiences larger fluctuations and is considered to be riskier than NBIX 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
10.89%
6.65%
NSP
NBIX

Financials

NSP vs. NBIX - Financials Comparison

This section allows you to compare key financial metrics between Insperity, Inc. and Neurocrine Biosciences, 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


Values in USD except per share items
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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.

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