PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
2seventy bio, Inc. (TSVT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS9013841070
CUSIP901384107
SectorHealthcare
IndustryDrug Manufacturers—General

Highlights

Market Cap$218.33M
EPS-$4.42
PE Ratio28.40
PEG Ratio2.18
Revenue (TTM)$100.39M
Gross Profit (TTM)-$183.46M
EBITDA (TTM)-$206.42M
Year Range$1.54 - $12.69
Target Price$11.00
Short %12.78%
Short Ratio4.06

Share Price Chart


Loading data...

Compare to other instruments

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


2seventy bio, Inc.

Popular comparisons: TSVT vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2seventy bio, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%December2024FebruaryMarchAprilMay
-66.59%
7.68%
TSVT (2seventy bio, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

2seventy bio, Inc. had a return of 7.73% year-to-date (YTD) and -54.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.73%5.21%
1 month-20.55%-4.30%
6 months97.42%18.42%
1 year-54.81%21.82%
5 years (annualized)N/A11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202420.37%1.17%2.88%-14.77%
2023-37.76%-25.00%133.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TSVT is 22, indicating that it is in the bottom 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TSVT is 2222
2seventy bio, Inc.(TSVT)
The Sharpe Ratio Rank of TSVT is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of TSVT is 2323Sortino Ratio Rank
The Omega Ratio Rank of TSVT is 2323Omega Ratio Rank
The Calmar Ratio Rank of TSVT is 1616Calmar Ratio Rank
The Martin Ratio Rank of TSVT is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for 2seventy bio, Inc. (TSVT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TSVT
Sharpe ratio
The chart of Sharpe ratio for TSVT, currently valued at -0.59, compared to the broader market-2.00-1.000.001.002.003.004.00-0.59
Sortino ratio
The chart of Sortino ratio for TSVT, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.006.00-0.54
Omega ratio
The chart of Omega ratio for TSVT, currently valued at 0.93, compared to the broader market0.501.001.500.93
Calmar ratio
The chart of Calmar ratio for TSVT, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for TSVT, currently valued at -0.95, compared to the broader market-10.000.0010.0020.0030.00-0.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current 2seventy bio, Inc. Sharpe ratio is -0.59. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of 2seventy bio, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.59
1.74
TSVT (2seventy bio, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


2seventy bio, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-89.19%
-4.49%
TSVT (2seventy bio, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the 2seventy bio, Inc.. 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 2seventy bio, Inc. was 96.31%, occurring on Nov 21, 2023. The portfolio has not yet recovered.

The current 2seventy bio, Inc. drawdown is 89.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.31%Nov 10, 2021511Nov 21, 2023

Volatility

Volatility Chart

The current 2seventy bio, Inc. volatility is 23.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
23.81%
3.91%
TSVT (2seventy bio, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of 2seventy bio, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items