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T2 Biosystems, Inc. (TTOO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US89853L1044

CUSIP

89853L104

Sector

Healthcare

IPO Date

Aug 7, 2014

Highlights

Market Cap

$10.48M

EPS (TTM)

-$0.03

Total Revenue (TTM)

$7.68M

Gross Profit (TTM)

-$5.89M

EBITDA (TTM)

-$30.40M

Year Range

$0.31 - $8.38

Target Price

$5.00

Short %

5.01%

Short Ratio

1.26

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
TTOO vs. VGR TTOO vs. VTSAX TTOO vs. TQQQ TTOO vs. TCEHY TTOO vs. SCHD TTOO vs. AMGN TTOO vs. PFE
Popular comparisons:
TTOO vs. VGR TTOO vs. VTSAX TTOO vs. TQQQ TTOO vs. TCEHY TTOO vs. SCHD TTOO vs. AMGN TTOO vs. PFE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T2 Biosystems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
210.59%
TTOO (T2 Biosystems, Inc.)
Benchmark (^GSPC)

Returns By Period

T2 Biosystems, Inc. had a return of -94.42% year-to-date (YTD) and -93.30% in the last 12 months. Over the past 10 years, T2 Biosystems, Inc. had an annualized return of -71.44%, while the S&P 500 had an annualized return of 11.06%, indicating that T2 Biosystems, Inc. did not perform as well as the benchmark.


TTOO

YTD

-94.42%

1M

-17.80%

6M

-94.10%

1Y

-93.30%

5Y*

-85.53%

10Y*

-71.44%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of TTOO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-28.29%12.00%-40.48%11.83%53.20%3.89%-8.61%-34.63%-38.24%-55.54%-34.66%-94.42%
202310.56%-60.83%-25.20%-28.26%-72.73%-21.56%108.92%112.20%-29.42%-73.25%-40.10%77.26%-95.58%
2022-18.64%3.60%20.46%-29.40%-45.30%-20.21%-25.33%1.58%-7.76%-67.26%-10.27%-14.46%-94.50%
202160.48%15.08%-29.26%-14.81%0.72%-14.39%-13.45%-9.27%-2.07%-15.37%-19.97%-16.72%-58.37%
2020-23.92%-22.55%-5.79%-16.04%53.92%51.32%30.71%-6.02%-12.82%-1.47%-17.16%11.71%5.98%
201916.28%24.00%-39.40%-2.28%-24.12%-13.85%-64.88%125.42%87.97%-2.00%-44.49%-13.97%-61.13%
201820.15%6.06%23.62%-1.08%15.42%4.45%-22.61%9.02%14.09%-29.53%-15.43%-32.21%-26.94%
20172.66%4.63%-6.90%-8.56%-31.19%-3.02%-18.07%59.32%0.24%-11.19%12.06%-1.44%-21.67%
2016-18.92%-9.92%23.40%-7.00%-6.00%-8.47%-28.26%17.31%9.04%-12.71%-7.75%-9.78%-51.92%
201512.42%-23.35%-6.39%-0.32%8.53%-3.34%-11.21%-17.56%-26.26%26.94%6.03%-7.21%-43.14%
201462.08%-22.06%-10.72%10.96%7.37%34.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TTOO is 4, meaning it’s performing worse than 96% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TTOO is 44
Overall Rank
The Sharpe Ratio Rank of TTOO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of TTOO is 11
Sortino Ratio Rank
The Omega Ratio Rank of TTOO is 33
Omega Ratio Rank
The Calmar Ratio Rank of TTOO is 22
Calmar Ratio Rank
The Martin Ratio Rank of TTOO is 55
Martin 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 T2 Biosystems, Inc. (TTOO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TTOO, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.762.10
The chart of Sortino ratio for TTOO, currently valued at -2.47, compared to the broader market-4.00-2.000.002.004.00-2.472.80
The chart of Omega ratio for TTOO, currently valued at 0.74, compared to the broader market0.501.001.502.000.741.39
The chart of Calmar ratio for TTOO, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.933.09
The chart of Martin ratio for TTOO, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6113.49
TTOO
^GSPC

The current T2 Biosystems, Inc. Sharpe ratio is -0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T2 Biosystems, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
2.10
TTOO (T2 Biosystems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


T2 Biosystems, Inc. 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-2.62%
TTOO (T2 Biosystems, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T2 Biosystems, 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 T2 Biosystems, Inc. was 100.00%, occurring on Dec 19, 2024. The portfolio has not yet recovered.

The current T2 Biosystems, Inc. drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Jan 15, 20152500Dec 19, 2024
-40.24%Sep 2, 201437Oct 22, 201457Jan 14, 201594
-11.06%Aug 21, 20141Aug 21, 20146Aug 29, 20147
-6.42%Aug 8, 20141Aug 8, 20142Aug 12, 20143
-1.68%Aug 15, 20141Aug 15, 20141Aug 18, 20142

Volatility

Volatility Chart

The current T2 Biosystems, Inc. volatility is 37.43%, 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%JulyAugustSeptemberOctoberNovemberDecember
37.43%
3.79%
TTOO (T2 Biosystems, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of T2 Biosystems, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for T2 Biosystems, Inc..


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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
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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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