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REGN vs. XYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

REGN vs. XYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regeneron Pharmaceuticals, Inc. (REGN) and Block, Inc (XYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REGN achieves a -18.32% return, which is significantly lower than XYZ's 8.91% return. Over the past 10 years, REGN has underperformed XYZ with an annualized return of 4.61%, while XYZ has yielded a comparatively higher 22.25% annualized return.


REGN

1D
1.58%
1M
-10.34%
YTD
-18.32%
6M
-12.78%
1Y
30.36%
3Y*
-5.46%
5Y*
4.37%
10Y*
4.61%

XYZ

1D
1.56%
1M
-0.51%
YTD
8.91%
6M
13.99%
1Y
11.01%
3Y*
3.72%
5Y*
-19.80%
10Y*
22.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REGN vs. XYZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REGN
Regeneron Pharmaceuticals, Inc.
-18.32%8.96%-18.90%21.73%14.25%30.72%28.66%0.53%-0.65%2.42%
XYZ
Block, Inc
8.91%-23.41%9.88%23.09%-61.09%-25.79%247.89%11.54%61.78%154.37%

Correlation

The correlation between REGN and XYZ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.14

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

0.21

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.23

The correlation between REGN and XYZ shifts across timeframes, from 0.10 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

REGN:

$67.71B

XYZ:

$42.36B

EPS

REGN:

$41.05

XYZ:

$1.31

PE Ratio

REGN:

15.32

XYZ:

54.14

PS Ratio

REGN:

4.54

XYZ:

1.78

PB Ratio

REGN:

2.15

XYZ:

1.95

Total Revenue (TTM)

REGN:

$14.92B

XYZ:

$24.48B

Gross Profit (TTM)

REGN:

$12.61B

XYZ:

$11.01B

EBITDA (TTM)

REGN:

$5.74B

XYZ:

$2.42B

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Return for Risk

REGN vs. XYZ — Risk / Return Rank

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

REGN
REGN Risk / Return Rank: 6767
Overall Rank
REGN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
REGN Sortino Ratio Rank: 6666
Sortino Ratio Rank
REGN Omega Ratio Rank: 6464
Omega Ratio Rank
REGN Calmar Ratio Rank: 6565
Calmar Ratio Rank
REGN Martin Ratio Rank: 7272
Martin Ratio Rank

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4646
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
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.

REGN vs. XYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) and Block, Inc (XYZ). 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.


REGNXYZDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.18

1.08

+0.10

Calmar ratioReturn relative to maximum drawdown

1.18

0.28

+0.90

Martin ratioReturn relative to average drawdown

4.09

0.65

+3.44

REGN vs. XYZ - Sharpe Ratio Comparison

The current REGN Sharpe Ratio is 0.93, which is higher than the XYZ Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of REGN and XYZ, 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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Sharpe Ratios by Period


REGNXYZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.24

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.33

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.39

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.31

-0.15

Drawdowns

REGN vs. XYZ - Drawdown Comparison

The maximum REGN drawdown since its inception was -91.81%, which is greater than XYZ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for REGN and XYZ.


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Drawdown Indicators


REGNXYZDifference

Max Drawdown

Largest peak-to-trough decline

-91.81%

-86.08%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-39.48%

+13.63%

Max Drawdown (3Y)

Largest decline over 3 years

-59.69%

-52.96%

-6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-59.69%

-86.08%

+26.39%

Max Drawdown (10Y)

Largest decline over 10 years

-59.69%

-86.08%

+26.39%

Current Drawdown

Current decline from peak

-47.25%

-74.84%

+27.59%

Average Drawdown

Average peak-to-trough decline

-42.39%

-40.99%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

16.99%

-9.54%

Volatility

REGN vs. XYZ - Volatility Comparison

The current volatility for Regeneron Pharmaceuticals, Inc. (REGN) is 12.54%, while Block, Inc (XYZ) has a volatility of 13.37%. This indicates that REGN experiences smaller price fluctuations and is considered to be less risky than XYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REGNXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

13.37%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.39%

35.04%

-12.65%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

46.53%

-13.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.77%

59.97%

-29.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

56.67%

-24.51%

Dividends

REGN vs. XYZ - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.58%, while XYZ has not paid dividends to shareholders.


PositionTTM2025
REGN
Regeneron Pharmaceuticals, Inc.
0.58%0.46%
XYZ
Block, Inc
0.00%0.00%

Financials

REGN vs. XYZ - Financials Comparison

This section allows you to compare key financial metrics between Regeneron Pharmaceuticals, Inc. and Block, 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


3.00B4.00B5.00B6.00B20222023202420252026
3.61B
6.06B
(REGN) Total Revenue
(XYZ) Total Revenue
Values in USD except per share items

REGN vs. XYZ - Profitability Comparison

The chart below illustrates the profitability comparison between Regeneron Pharmaceuticals, Inc. and Block, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
81.4%
48.0%
Portfolio components
REGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported a gross profit of 2.94B and revenue of 3.61B. Therefore, the gross margin over that period was 81.4%.

XYZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.

REGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported an operating income of 642.90M and revenue of 3.61B, resulting in an operating margin of 17.8%.

XYZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.

REGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported a net income of 727.20M and revenue of 3.61B, resulting in a net margin of 20.2%.

XYZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.


Frequently Asked Questions


REGN and XYZ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYZ has higher volatility (13.37%) compared to REGN (12.54%). In terms of maximum drawdown, REGN dropped -91.81% vs XYZ's -86.08%.

REGN currently has the higher Sharpe Ratio (0.93 vs 0.24), 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.

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