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ISIN
IL0010852080
CUSIP
M25722105
IPO Date
Aug 11, 2000

Highlights

Market Cap
$195.73M
Enterprise Value
$186.79M
EPS (TTM)
$0.37
PE Ratio
5.59
Total Revenue (TTM)
$72.66M
Gross Profit (TTM)
$63.98M
EBITDA (TTM)
$32.73M
Year Range
$1.30 - $3.24
Target Price
$4.00
ROA (TTM)
23.90%
ROE (TTM)
36.55%

Share Price Chart


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Compugen Ltd.

Performance

CGEN Performance Chart

Compugen Ltd. (CGEN) is up 35.3% since the beginning of the year. At $2 per share, CGEN is trading 36.0% below its 52-week high of $3. Investors who bought $1,000 worth of CGEN shares 5 years ago would now be looking at an investment worth $266.


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S&P 500 Index

Returns By Period

Compugen Ltd. (CGEN) has returned 35.29% so far this year and 26.22% over the past 12 months. Over the last ten years, CGEN has returned -11.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Compugen Ltd.

1D
2.99%
1M
-26.07%
YTD
35.29%
6M
35.29%
1Y
26.22%
3Y*
27.02%
5Y*
-23.26%
10Y*
-11.06%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGEN Monthly Returns History

Based on dividend-adjusted daily data since Aug 11, 2000, CGEN's average daily return is +0.09%, while the average monthly return is +1.87%. At this rate, an investment would double in approximately 3.1 years.

Historically, 45% of months were positive and 55% were negative. The best month was Dec 2023 with a return of +198.8%, while the worst month was Nov 2008 at -58.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.

On a daily basis, CGEN closed higher 45% of trading days. The best single day was Dec 19, 2023 with a return of +174.0%, while the worst single day was Nov 5, 2008 at -30.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202620.26%-1.63%17.68%24.88%-1.13%-21.29%35.29%
202552.29%-17.60%-23.96%9.59%-8.13%21.09%-18.54%-2.76%4.26%20.41%-11.86%-1.92%-0.00%
202421.72%7.05%-0.00%-25.19%12.44%-22.58%5.36%18.64%-13.81%-11.60%-0.62%-3.77%-22.73%
202321.39%-9.05%-11.16%-15.95%72.88%11.76%1.75%-1.72%-18.42%-18.28%-12.80%198.78%176.65%
2022-17.44%-12.96%4.21%-26.09%-22.27%0.00%-12.97%-27.33%-43.85%44.87%26.08%-40.36%-83.36%
20210.41%-23.27%-7.93%0.47%-11.01%7.81%-18.00%3.39%-14.96%8.71%-31.90%-2.71%-64.49%

Benchmark Metrics

Compugen Ltd. has an annualized alpha of 15.10%, beta of 0.96, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since August 11, 2000.

  • This stock participated in 178.58% of S&P 500 Index downside but only 161.16% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.05 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
15.10%
Beta
0.96
0.05
Upside Capture
161.16%
Downside Capture
178.58%

Return for Risk

Risk / Return Rank

CGEN ranks 57 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CGEN Risk / Return Rank: 5757
Overall Rank
CGEN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CGEN Sortino Ratio Rank: 5959
Sortino Ratio Rank
CGEN Omega Ratio Rank: 5555
Omega Ratio Rank
CGEN Calmar Ratio Rank: 5858
Calmar Ratio Rank
CGEN Martin Ratio Rank: 5656
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Compugen Ltd. (CGEN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGENBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.72

2.78

-2.07

Martin ratioReturn relative to average drawdown

1.29

12.44

-11.14

Dividends

Dividend History


Compugen Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Compugen Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Compugen Ltd. was 97.90%, occurring on Nov 24, 2008. Recovery took 2953 trading sessions.

The current Compugen Ltd. drawdown is 89.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-97.90%Nov 2008
8y 2mo11y 9mo
19y 11moSep 2000 - Aug 2020
2023 bear market2023
-97.28%Nov 2023
3y 2mo
5y 10moAug 2020 - now
Dot-com crash2000–2002
-15.01%Aug 2000
1d6d
7dAug 2000 - Aug 2000
2020 pullback2020
-2.06%Aug 2020
0s5d
5dAug 2020 - Aug 2020
Dot-com crash2000–2002
-0.96%Aug 2000
0s1d
1dAug 2000 - Aug 2000

Drawdown Indicators


CGENBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.90%

-56.78%

-41.12%

Max Drawdown (1Y)

Largest decline over 1 year

-36.77%

-9.10%

-27.67%

Max Drawdown (3Y)

Largest decline over 3 years

-60.00%

-18.90%

-41.10%

Max Drawdown (5Y)

Largest decline over 5 years

-94.00%

-25.43%

-68.57%

Max Drawdown (10Y)

Largest decline over 10 years

-97.28%

-33.92%

-63.36%

Current Drawdown

Current decline from peak

-89.36%

-1.80%

-87.56%

Average Drawdown

Average peak-to-trough decline

-75.80%

-10.71%

-65.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.31%

2.03%

+18.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Compugen Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Compugen Ltd. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for CGEN, comparing it with other companies in the Biotechnology industry. Currently, CGEN has a P/E ratio of 5.6. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for CGEN relative to other companies in the Biotechnology industry. Currently, CGEN has a P/S ratio of 2.7. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for CGEN in comparison with other companies in the Biotechnology industry. Currently, CGEN has a P/B value of 2.1. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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