Biomarin Pharmaceutical Inc

10-Year Study

BMRN.US · Healthcare · US · Common Stock

Executive Summary: Biomarin Pharmaceutical Inc has compounded at -5.0% annually over the last 10 years, with a maximum drawdown of 56.6% and an annualized volatility of 40.8%.

1Y CAGR
-7.4%
3Y CAGR
-15.0%
5Y CAGR
-7.0%
10Y CAGR
-5.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
56.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +17.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -31.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.99.2-8.5-4.2————————-9.0%
2025-3.612.3-0.7-9.9-8.8-5.35.20.7-7.1-1.14.46.3-9.6%
2024-8.6-2.01.2-7.5-7.09.72.48.2-22.9-6.30.2-0.5-31.8%
202311.5-13.7-2.4-1.2-9.5-0.31.43.9-3.2-7.911.85.9-6.8%
20220.3-11.9-1.35.5-7.610.33.83.7-5.02.216.62.517.1%
2021-5.6-6.5-2.53.2-0.87.9-8.09.7-8.22.58.92.40.8%
2020-1.28.2-6.58.915.815.8-2.9-34.9-2.5-2.25.711.43.7%
201915.3-5.0-4.8-3.7-3.84.1-7.4-5.4-10.28.610.24.8-0.7%
20181.2-10.0-0.13.08.24.36.8-0.6-3.0-4.94.2-11.3-4.5%
20175.87.2-6.59.2-8.63.6-3.42.83.2-11.84.53.97.6%
2016———2.75.9-13.227.8-5.6-1.5-13.06.3-3.30.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 22.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110266.731328806984
2016-05-0110869.301648884577
2016-06-019432.589718719688
2016-07-0112053.831231813772
2016-08-0111383.36566440349
2016-09-0111217.264791464597
2016-10-019762.366634335594
2016-11-0110381.910766246363
2016-12-0110043.646944713872
2017-01-0110624.393792434528
2017-02-0111388.215324927256
2017-03-0110642.580019398642
2017-04-0111619.786614936953
2017-05-0110625.60620756547
2017-06-0111011.154219204655
2017-07-0110636.517943743936
2017-08-0110934.772065955383
2017-09-0111283.947623666341
2017-10-019952.715809893307
2017-11-0110402.521823472358
2017-12-0110811.105722599417
2018-01-0110939.621726479147
2018-02-019841.17361784675
2018-03-019829.04946653734
2018-04-0110124.878758486906
2018-05-0110952.958292919495
2018-06-0111420.950533462657
2018-07-0112192.046556741028
2018-08-0112121.72647914646
2018-09-0111756.789524733269
2018-10-0111174.830261881667
2018-11-0111642.82250242483
2018-12-0110323.714839961202
2019-01-0111902.27934044617
2019-02-0111306.983511154218
2019-03-0110769.883608147427
2019-04-0110369.786614936953
2019-05-019970.902036857418
2019-06-0110384.335596508245
2019-07-019616.876818622695
2019-08-019100.387972841902
2019-09-018171.677982541222
2019-10-018876.091173617846
2019-11-019785.402521823471
2019-12-0110250.969932104752
2020-01-0110123.666343355964
2020-02-0110956.59553831232
2020-03-0110244.907856450047
2020-04-0111156.644034917555
2020-05-0112918.283220174586
2020-06-0114953.928225024249
2020-07-0114525.945683802132
2020-08-019460.475266731328
2020-09-019224.054316197866
2020-10-019024.005819592629
2020-11-019541.707080504364
2020-12-0110631.668283220175
2021-01-0110036.372453928225
2021-02-019387.73035887488
2021-03-019154.946653734238
2021-04-019447.13870029098
2021-05-019371.968962172648
2021-06-0110116.39185257032
2021-07-019302.86129970902
2021-08-0110209.747817652764
2021-09-019370.756547041708
2021-10-019605.965082444229
2021-11-0110461.930164888458
2021-12-0110711.687681862268
2022-01-0110745.63530552861
2022-02-019471.387002909796
2022-03-019347.72065955383
2022-04-019862.997090203684
2022-05-019108.874878758486
2022-06-0110047.284190106693
2022-07-0110432.832201745876
2022-08-0110814.74296799224
2022-09-0110277.643064985452
2022-10-0110503.152279340444
2022-11-0112242.967992240543
2022-12-0112547.284190106691
2023-01-0113985.20853540252
2023-02-0112074.442289039765
2023-03-0111789.52473326867
2023-04-0111644.034917555773
2023-05-0110540.73714839961
2023-06-0110509.21435499515
2023-07-0110660.766246362755
2023-08-0111079.04946653734
2023-09-0110727.4490785645
2023-10-019875.121241513094
2023-11-0111042.677012609116
2023-12-0111690.106692531523
2024-01-0110678.952473326866
2024-02-0110460.717749757518
2024-03-0110589.233753637245
2024-04-019791.464597478176
2024-05-019101.60038797284
2024-06-019981.813773035887
2024-07-0110224.296799224054
2024-08-0111058.438409311346
2024-09-018522.065955383123
2024-10-017988.603297769156
2024-11-018005.577109602327
2024-12-017969.2046556741025
2025-01-017681.862269641124
2025-02-018627.546071774976
2025-03-018570.562560620756
2025-04-017721.871968962172
2025-05-017040.494665373423
2025-06-016664.645974781764
2025-07-017013.821532492726
2025-08-017064.742967992241
2025-09-016566.4403491755575
2025-10-016494.907856450049
2025-11-016781.0378273520855
2025-12-017205.383123181377
2026-01-016854.995150339476
2026-02-017484.238603297768
2026-03-016848.933074684772
2026-04-016559.1658583899125
Annual Return Matrix
YearAnnual Return
20170.07641236117817485
2018-0.04508242682516539
2019-0.007046388725778119
20200.037137788290952045
20210.007526513855627748
20220.17136389360498017
2023-0.068315779302348
2024-0.3182949595519602
2025-0.09584664536741216
2026-0.08968534410230522
Total Factor Risk
0.4080054564533103
VTI.US Exposure
0.05798858576431682
VEA.US Exposure
0.021582107621322243
VWO.US Exposure
0.04776718122241961
QQQ.US Exposure
-0.013117073498623177
VTV.US Exposure
-0.020302085869118004
IJR.US Exposure
0.00414698134889633
QUAL.US Exposure
0.10325127612828261
SHV.US Exposure
0.34856639889656577
TLT.US Exposure
0.11420769771142578
LQD.US Exposure
0.06480380390518402
HYG.US Exposure
0.0397518007795383
GLD.US Exposure
-0.0017779869555472983
USO.US Exposure
0.004104230664498351
VNQ.US Exposure
-0.0011532709102790872
BTC-USD.CC Exposure
0.01267201991308242
CPER.US Exposure
-0.003818953206457859
VIX.INDX Exposure
-0.0004975439324012029
UUP.US Exposure
0.00128908213679441
TIP.US Exposure
0.0004835438661075347
Idiosyncratic Exposure
0.22005220441399248
Value Score
37.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →30.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$10.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-6.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
15.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biomarin Pharmaceutical Inc a high-risk investment?

Biomarin Pharmaceutical Inc (BMRN.US) has an annualized volatility of 40.8% and experienced a maximum drawdown of 56.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BMRN.US?

Over the past 10 years, BMRN.US has generated a Compound Annual Growth Rate (CAGR) of -5.0%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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