PortfoliosLab logoPortfoliosLab logo
IPO Date
Jul 13, 2021

Highlights

Total Revenue (TTM)
$652.00K
EBITDA (TTM)
-$26.97M
Year Range
$0.00 - $0.38

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NKGen Biotech Inc. Common Stock

Performance

NKGN Performance Chart

NKGen Biotech Inc. Common Stock (NKGN) is up 20.0% since the beginning of the year. At $0 per share, NKGN is trading 84.2% below its 52-week high of $0.


Loading charts...

S&P 500 Index

Returns By Period

NKGen Biotech Inc. Common Stock (NKGN) has returned 20.00% so far this year and -76.00% over the past 12 months.


NKGen Biotech Inc. Common Stock

1D
0.00%
1M
0.00%
YTD
20.00%
6M
20.00%
1Y
-76.00%
3Y*
-82.01%
5Y*
10Y*

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)

NKGN Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2021, NKGN's average daily return is +1.16%, while the average monthly return is -1.74%.

Historically, 53% of months were positive and 47% were negative. The best month was Mar 2024 with a return of +137.1%, while the worst month was Oct 2025 at -81.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NKGN closed higher 30% of trading days. The best single day was Oct 13, 2025 with a return of +400.0%, while the worst single day was Oct 3, 2025 at -99.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202620.00%0.00%16.67%-14.29%0.00%0.00%20.00%
2025-25.44%9.21%-66.26%-8.61%71.43%17.02%-57.58%-5.36%-16.98%-81.82%80.00%38.89%-92.37%
2024-45.45%-46.87%137.14%-20.11%10.60%-23.95%-13.39%-29.88%-50.99%-27.06%45.09%63.80%-76.17%
20231.11%0.30%0.40%0.49%0.69%0.78%0.68%0.96%-20.95%-64.70%17.74%-20.29%-72.36%
20220.00%0.31%-0.21%0.72%-0.92%0.31%0.72%-0.61%0.31%0.62%1.22%0.20%2.68%
20210.52%-0.72%0.10%0.72%-0.61%-0.10%-0.10%

Benchmark Metrics

NKGen Biotech Inc. Common Stock has an annualized alpha of 1528.33%, beta of 0.99, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 13, 2021.

  • This stock participated in 171.88% of S&P 500 Index downside but only -110.98% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.00 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
1,528.33%
Beta
0.99
0.00
Upside Capture
-110.98%
Downside Capture
171.88%

Return for Risk

Risk / Return Rank

NKGN ranks 54 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.


NKGN Risk / Return Rank: 5454
Overall Rank
NKGN Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NKGN Sortino Ratio Rank: 9999
Sortino Ratio Rank
NKGN Omega Ratio Rank: 9999
Omega Ratio Rank
NKGN Calmar Ratio Rank: 1313
Calmar Ratio Rank
NKGN Martin Ratio Rank: 2121
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 NKGen Biotech Inc. Common Stock (NKGN) 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.


NKGNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

+4.78

Omega ratioGain probability vs. loss probability

2.80

1.37

+1.43

Calmar ratioReturn relative to maximum drawdown

-0.76

2.78

-3.55

Martin ratioReturn relative to average drawdown

-1.01

12.44

-13.45

Dividends

Dividend History


NKGen Biotech Inc. Common Stock 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the NKGen Biotech Inc. Common Stock. 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 NKGen Biotech Inc. Common Stock was 100.00%, occurring on Oct 3, 2025. The portfolio has not yet recovered.

The current NKGen Biotech Inc. Common Stock drawdown is 99.47%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 bear market2025
-100.00%Oct 2025
2y 1mo
2y 9moAug 2023 - now
Bear market2022
-3.50%Jan 2022
6mo 16d11mo 14d
1y 5moJul 2021 - Jan 2023
2023 pullback2023
-3.04%Aug 2023
1mo 15d1d
1mo 16dJul 2023 - Aug 2023
2023 pullback2023
-2.01%May 2023
3d1mo 22d
1mo 25dMay 2023 - Jul 2023
2023 pullback2023
-0.98%Mar 2023
2d1mo 10d
1mo 12dMar 2023 - May 2023

Drawdown Indicators


NKGNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-56.78%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-99.94%

-9.10%

-90.84%

Max Drawdown (3Y)

Largest decline over 3 years

-100.00%

-18.90%

-81.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.47%

-1.80%

-97.67%

Average Drawdown

Average peak-to-trough decline

-52.07%

-10.71%

-41.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

75.21%

2.03%

+73.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of NKGen Biotech Inc. Common Stock 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 NKGen Biotech Inc. Common Stock 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.


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

Build a portfolio with NKGN

Add NKGen Biotech Inc. Common Stock to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with NKGN