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

Correlation

The correlation between OMEX and BLUE is 0.13, 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

OMEX vs. BLUE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OMEX:

-0.30

BLUE:

-0.45

Sortino Ratio

OMEX:

1.47

BLUE:

-0.28

Omega Ratio

OMEX:

1.23

BLUE:

0.96

Calmar Ratio

OMEX:

-0.84

BLUE:

-0.74

Martin Ratio

OMEX:

-1.11

BLUE:

-1.13

Ulcer Index

OMEX:

75.29%

BLUE:

65.10%

Daily Std Dev

OMEX:

280.39%

BLUE:

159.90%

Max Drawdown

OMEX:

-99.70%

BLUE:

-99.89%

Current Drawdown

OMEX:

-99.22%

BLUE:

-99.84%

Fundamentals

Market Cap

OMEX:

$26.24M

BLUE:

$48.77M

EPS

OMEX:

$0.27

BLUE:

-$20.55

PEG Ratio

OMEX:

0.00

BLUE:

0.32

PS Ratio

OMEX:

37.46

BLUE:

0.47

PB Ratio

OMEX:

0.00

BLUE:

0.73

Total Revenue (TTM)

OMEX:

$700.61K

BLUE:

$103.95M

Gross Profit (TTM)

OMEX:

-$2.09M

BLUE:

$28.19M

EBITDA (TTM)

OMEX:

$10.94M

BLUE:

-$132.74M

Returns By Period

In the year-to-date period, OMEX achieves a 8.57% return, which is significantly higher than BLUE's -40.41% return. Over the past 10 years, OMEX has outperformed BLUE with an annualized return of -19.14%, while BLUE has yielded a comparatively lower -46.19% annualized return.


OMEX

YTD

8.57%

1M

-42.52%

6M

68.47%

1Y

-83.40%

3Y*

-41.02%

5Y*

-29.06%

10Y*

-19.14%

BLUE

YTD

-40.41%

1M

21.81%

6M

-38.64%

1Y

-72.25%

3Y*

-57.34%

5Y*

-64.02%

10Y*

-46.19%

*Annualized

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Odyssey Marine Exploration, Inc.

bluebird bio, Inc.

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

Risk-Adjusted Performance

OMEX vs. BLUE — Risk-Adjusted Performance Rank

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

OMEX
The Risk-Adjusted Performance Rank of OMEX is 4343
Overall Rank
The Sharpe Ratio Rank of OMEX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of OMEX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of OMEX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of OMEX is 44
Calmar Ratio Rank
The Martin Ratio Rank of OMEX is 2222
Martin Ratio Rank

BLUE
The Risk-Adjusted Performance Rank of BLUE is 2121
Overall Rank
The Sharpe Ratio Rank of BLUE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of BLUE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BLUE is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BLUE is 77
Calmar Ratio Rank
The Martin Ratio Rank of BLUE is 2020
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.

OMEX vs. BLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Odyssey Marine Exploration, Inc. (OMEX) 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 OMEX Sharpe Ratio is -0.30, which is higher than the BLUE Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of OMEX 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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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

OMEX vs. BLUE - Dividend Comparison

Neither OMEX nor BLUE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OMEX vs. BLUE - Drawdown Comparison

The maximum OMEX drawdown since its inception was -99.70%, roughly equal to the maximum BLUE drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for OMEX and BLUE.


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

Volatility

OMEX vs. BLUE - Volatility Comparison

The current volatility for Odyssey Marine Exploration, Inc. (OMEX) is 32.33%, while bluebird bio, Inc. (BLUE) has a volatility of 42.96%. This indicates that OMEX experiences smaller price fluctuations and is considered to be less risky than BLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

OMEX vs. BLUE - Financials Comparison

This section allows you to compare key financial metrics between Odyssey Marine Exploration, 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
135.00K
38.71M
(OMEX) Total Revenue
(BLUE) Total Revenue
Values in USD except per share items