PortfoliosLab logoPortfoliosLab logo
NVAX vs. BNTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NVAX vs. BNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novavax, Inc. (NVAX) and BioNTech SE (BNTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NVAX achieves a 34.37% return, which is significantly higher than BNTX's -5.95% return.


NVAX

1D
5.49%
1M
-6.13%
YTD
34.37%
6M
34.98%
1Y
27.36%
3Y*
5.09%
5Y*
-46.69%
10Y*
-23.23%

BNTX

1D
3.93%
1M
-4.40%
YTD
-5.95%
6M
-6.73%
1Y
-15.10%
3Y*
-6.57%
5Y*
-17.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVAX vs. BNTX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NVAX
Novavax, Inc.
34.37%-16.42%67.50%-53.31%-92.81%28.30%2,701.76%-11.56%
BNTX
BioNTech SE
-5.95%-16.45%7.97%-29.74%-40.40%216.24%140.61%105.33%

Correlation

The correlation between NVAX and BNTX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.41

Fundamentals

Market Cap

NVAX:

$1.47B

BNTX:

$22.64B

EPS

NVAX:

-$0.52

BNTX:

-€5.14

PS Ratio

NVAX:

2.56

BNTX:

6.78

Total Revenue (TTM)

NVAX:

$596.34M

BNTX:

€2.80B

Gross Profit (TTM)

NVAX:

$504.72M

BNTX:

€2.05B

EBITDA (TTM)

NVAX:

-$57.01M

BNTX:

-€815.04M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NVAX vs. BNTX — Risk / Return Rank

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

NVAX
NVAX Risk / Return Rank: 5959
Overall Rank
NVAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NVAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NVAX Omega Ratio Rank: 5757
Omega Ratio Rank
NVAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVAX Martin Ratio Rank: 5959
Martin Ratio Rank

BNTX
BNTX Risk / Return Rank: 2525
Overall Rank
BNTX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BNTX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BNTX Omega Ratio Rank: 2626
Omega Ratio Rank
BNTX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BNTX Martin Ratio Rank: 2121
Martin Ratio Rank
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.

NVAX vs. BNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novavax, Inc. (NVAX) and BioNTech SE (BNTX). 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.


NVAXBNTXDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.13

0.96

+0.17

Calmar ratioReturn relative to maximum drawdown

0.76

-0.51

+1.27

Martin ratioReturn relative to average drawdown

1.49

-1.04

+2.52

NVAX vs. BNTX - Sharpe Ratio Comparison

The current NVAX Sharpe Ratio is 0.40, which is higher than the BNTX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of NVAX and BNTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NVAX vs. BNTX - Drawdown Comparison

The maximum NVAX drawdown since its inception was -98.82%, which is greater than BNTX's maximum drawdown of -82.08%. Use the drawdown chart below to compare losses from any high point for NVAX and BNTX.


Loading charts...

Drawdown Indicators


NVAXBNTXDifference

Max Drawdown

Largest peak-to-trough decline

-98.82%

-82.08%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-35.94%

-29.71%

-6.23%

Max Drawdown (3Y)

Largest decline over 3 years

-74.11%

-37.35%

-36.76%

Max Drawdown (5Y)

Largest decline over 5 years

-98.61%

-82.08%

-16.53%

Max Drawdown (10Y)

Largest decline over 10 years

-98.82%

Current Drawdown

Current decline from peak

-97.18%

-79.52%

-17.66%

Average Drawdown

Average peak-to-trough decline

-70.76%

-56.23%

-14.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

14.60%

+3.86%

Volatility

NVAX vs. BNTX - Volatility Comparison

Novavax, Inc. (NVAX) has a higher volatility of 23.98% compared to BioNTech SE (BNTX) at 9.62%. This indicates that NVAX's price experiences larger fluctuations and is considered to be riskier than BNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NVAXBNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.98%

9.62%

+14.36%

Volatility (6M)

Calculated over the trailing 6-month period

52.24%

34.13%

+18.11%

Volatility (1Y)

Calculated over the trailing 1-year period

68.90%

41.12%

+27.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.10%

55.27%

+50.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.50%

76.37%

+39.13%

Dividends

NVAX vs. BNTX - Dividend Comparison

Neither NVAX nor BNTX has paid dividends to shareholders.


PositionTTM2025202420232022
BNTX
BioNTech SE
0.00%0.00%0.00%0.00%2.43%
NVAX
Novavax, Inc.
0.00%0.00%0.00%0.00%0.00%

Financials

NVAX vs. BNTX - Financials Comparison

This section allows you to compare key financial metrics between Novavax, Inc. and BioNTech SE. 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


0.002.00B4.00B6.00B20222023202420252026
139.51M
120.04M
(NVAX) Total Revenue
(BNTX) Total Revenue
Please note, different currencies. NVAX values in USD, BNTX values in EUR

Frequently Asked Questions


NVAX and BNTX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVAX has higher volatility (23.98%) compared to BNTX (9.62%). In terms of maximum drawdown, NVAX dropped -98.82% vs BNTX's -82.08%.

NVAX currently has the higher Sharpe Ratio (0.40 vs -0.37), 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 NVAX and BNTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer