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ROIV vs. BBIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROIV and BBIO is 0.34, 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

ROIV vs. BBIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roivant Sciences Ltd. (ROIV) and BridgeBio Pharma, Inc. (BBIO). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.74%
-44.51%
ROIV
BBIO

Key characteristics

Sharpe Ratio

ROIV:

0.52

BBIO:

-0.55

Sortino Ratio

ROIV:

1.02

BBIO:

-0.55

Omega Ratio

ROIV:

1.11

BBIO:

0.94

Calmar Ratio

ROIV:

0.60

BBIO:

-0.44

Martin Ratio

ROIV:

2.17

BBIO:

-0.85

Ulcer Index

ROIV:

7.44%

BBIO:

36.27%

Daily Std Dev

ROIV:

31.19%

BBIO:

55.65%

Max Drawdown

ROIV:

-79.22%

BBIO:

-92.80%

Current Drawdown

ROIV:

-14.42%

BBIO:

-63.39%

Fundamentals

Market Cap

ROIV:

$8.84B

BBIO:

$5.26B

EPS

ROIV:

$5.54

BBIO:

-$2.42

Total Revenue (TTM)

ROIV:

$125.68M

BBIO:

$217.77M

Gross Profit (TTM)

ROIV:

$111.57M

BBIO:

$214.08M

EBITDA (TTM)

ROIV:

$4.40B

BBIO:

-$350.26M

Returns By Period

In the year-to-date period, ROIV achieves a 3.03% return, which is significantly higher than BBIO's -34.38% return.


ROIV

YTD

3.03%

1M

0.70%

6M

8.23%

1Y

9.77%

5Y*

N/A

10Y*

N/A

BBIO

YTD

-34.38%

1M

14.97%

6M

-3.18%

1Y

-31.71%

5Y*

-8.62%

10Y*

N/A

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Risk-Adjusted Performance

ROIV vs. BBIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roivant Sciences Ltd. (ROIV) and BridgeBio Pharma, Inc. (BBIO). 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 ROIV, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.52-0.55
The chart of Sortino ratio for ROIV, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.02-0.55
The chart of Omega ratio for ROIV, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.94
The chart of Calmar ratio for ROIV, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.53
The chart of Martin ratio for ROIV, currently valued at 2.17, compared to the broader market-5.000.005.0010.0015.0020.0025.002.17-0.85
ROIV
BBIO

The current ROIV Sharpe Ratio is 0.52, which is higher than the BBIO Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of ROIV and BBIO, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.52
-0.55
ROIV
BBIO

Dividends

ROIV vs. BBIO - Dividend Comparison

Neither ROIV nor BBIO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROIV vs. BBIO - Drawdown Comparison

The maximum ROIV drawdown since its inception was -79.22%, smaller than the maximum BBIO drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for ROIV and BBIO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.42%
-50.40%
ROIV
BBIO

Volatility

ROIV vs. BBIO - Volatility Comparison

The current volatility for Roivant Sciences Ltd. (ROIV) is 9.85%, while BridgeBio Pharma, Inc. (BBIO) has a volatility of 20.20%. This indicates that ROIV experiences smaller price fluctuations and is considered to be less risky than BBIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.85%
20.20%
ROIV
BBIO

Financials

ROIV vs. BBIO - Financials Comparison

This section allows you to compare key financial metrics between Roivant Sciences Ltd. and BridgeBio Pharma, 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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