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

Correlation

The correlation between UTHR and NBIX 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

UTHR vs. NBIX - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,800.75%
2,713.92%
UTHR
NBIX

Key characteristics

Sharpe Ratio

UTHR:

2.10

NBIX:

0.38

Sortino Ratio

UTHR:

2.79

NBIX:

0.70

Omega Ratio

UTHR:

1.39

NBIX:

1.11

Calmar Ratio

UTHR:

2.39

NBIX:

0.46

Martin Ratio

UTHR:

12.14

NBIX:

1.02

Ulcer Index

UTHR:

4.90%

NBIX:

12.33%

Daily Std Dev

UTHR:

28.35%

NBIX:

33.34%

Max Drawdown

UTHR:

-93.18%

NBIX:

-97.21%

Current Drawdown

UTHR:

-12.30%

NBIX:

-11.58%

Fundamentals

Market Cap

UTHR:

$16.95B

NBIX:

$13.84B

EPS

UTHR:

$22.74

NBIX:

$3.75

PE Ratio

UTHR:

16.70

NBIX:

36.45

PEG Ratio

UTHR:

1.61

NBIX:

0.32

Total Revenue (TTM)

UTHR:

$2.76B

NBIX:

$2.24B

Gross Profit (TTM)

UTHR:

$2.45B

NBIX:

$2.20B

EBITDA (TTM)

UTHR:

$1.51B

NBIX:

$614.00M

Returns By Period

In the year-to-date period, UTHR achieves a 63.53% return, which is significantly higher than NBIX's 2.78% return. Over the past 10 years, UTHR has underperformed NBIX with an annualized return of 10.72%, while NBIX has yielded a comparatively higher 20.40% annualized return.


UTHR

YTD

63.53%

1M

-2.12%

6M

13.78%

1Y

64.24%

5Y*

31.74%

10Y*

10.72%

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

UTHR vs. NBIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) 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 UTHR, currently valued at 2.10, compared to the broader market-4.00-2.000.002.002.100.38
The chart of Sortino ratio for UTHR, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.790.70
The chart of Omega ratio for UTHR, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.11
The chart of Calmar ratio for UTHR, currently valued at 2.39, compared to the broader market0.002.004.006.002.390.46
The chart of Martin ratio for UTHR, currently valued at 12.14, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.141.02
UTHR
NBIX

The current UTHR Sharpe Ratio is 2.10, which is higher than the NBIX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of UTHR 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.10
0.38
UTHR
NBIX

Dividends

UTHR vs. NBIX - Dividend Comparison

Neither UTHR nor NBIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UTHR vs. NBIX - Drawdown Comparison

The maximum UTHR drawdown since its inception was -93.18%, roughly equal to the maximum NBIX drawdown of -97.21%. Use the drawdown chart below to compare losses from any high point for UTHR and NBIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.30%
-11.58%
UTHR
NBIX

Volatility

UTHR vs. NBIX - Volatility Comparison

United Therapeutics Corporation (UTHR) has a higher volatility of 8.49% compared to Neurocrine Biosciences, Inc. (NBIX) at 6.65%. This indicates that UTHR'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
8.49%
6.65%
UTHR
NBIX

Financials

UTHR vs. NBIX - Financials Comparison

This section allows you to compare key financial metrics between United Therapeutics Corporation 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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