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T2 Biosystems, Inc. (TTOO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US89853L1044
CUSIP
89853L104
IPO Date
Aug 7, 2014

Highlights

Total Revenue (TTM)
$7.68M
Gross Profit (TTM)
-$5.97M
EBITDA (TTM)
-$39.51M
Year Range
$0.00 - $0.18
Target Price
$5.00

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

T2 Biosystems, Inc. (TTOO) has returned -94.00% so far this year and -99.76% over the past 12 months. Over the last ten years, TTOO has returned -84.90% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


T2 Biosystems, Inc.

1D
50.00%
1M
-86.36%
YTD
-94.00%
6M
-97.58%
1Y
-99.76%
3Y*
-98.13%
5Y*
-96.72%
10Y*
-84.90%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2014, TTOO's average daily return is +3.24%, while the average monthly return is -5.02%.

Historically, 34% of months were positive and 66% were negative. The best month was Sep 2025 with a return of +210.0%, while the worst month was Jul 2025 at -87.1%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 10 months.

On a daily basis, TTOO closed higher 42% of trading days. The best single day was Dec 24, 2025 with a return of +3,733.3%, while the worst single day was Dec 23, 2025 at -97.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-56.00%0.00%-86.36%-94.00%
2025-48.81%-41.86%-1.60%-6.50%40.00%-13.60%-87.06%-77.78%210.00%-11.29%10.00%-58.68%-98.81%
2024-28.29%12.00%-40.48%11.83%53.20%3.89%-8.61%-34.63%-38.24%-55.54%-34.70%-26.57%-93.31%
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%

Benchmark Metrics

T2 Biosystems, Inc. has an annualized alpha of 300488.00%, beta of 0.21, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 08, 2014.

  • This stock participated in 249.20% of S&P 500 Index downside but only -156.25% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.21 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • 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
300,488.00%
Beta
0.21
0.00
Upside Capture
-156.25%
Downside Capture
249.20%

Return for Risk

Risk / Return Rank

TTOO ranks 51 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.


TTOO Risk / Return Rank: 5151
Overall Rank
TTOO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TTOO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TTOO Omega Ratio Rank: 100100
Omega Ratio Rank
TTOO Calmar Ratio Rank: 11
Calmar Ratio Rank
TTOO Martin Ratio Rank: 1616
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 T2 Biosystems, Inc. (TTOO) and compare them to a chosen benchmark (S&P 500 Index).


TTOOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.90

-0.92

Sortino ratio

Return per unit of downside risk

24.55

1.39

+23.16

Omega ratio

Gain probability vs. loss probability

4.87

1.21

+3.66

Calmar ratio

Return relative to maximum drawdown

-1.00

1.40

-2.40

Martin ratio

Return relative to average drawdown

-1.25

6.61

-7.86

Explore TTOO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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.


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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 Mar 18, 2026. 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, 20152809Mar 18, 2026
-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 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 T2 Biosystems, Inc. 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 T2 Biosystems, Inc. is priced in the market compared to other companies in the Diagnostics & Research 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