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ABCL vs. SGMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABCL and SGMO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ABCL vs. SGMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbCellera Biologics Inc. (ABCL) and Sangamo Therapeutics, Inc. (SGMO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABCL:

-0.77

SGMO:

-0.10

Sortino Ratio

ABCL:

-1.12

SGMO:

0.95

Omega Ratio

ABCL:

0.88

SGMO:

1.13

Calmar Ratio

ABCL:

-0.52

SGMO:

-0.25

Martin Ratio

ABCL:

-1.48

SGMO:

-0.52

Ulcer Index

ABCL:

34.02%

SGMO:

47.96%

Daily Std Dev

ABCL:

65.19%

SGMO:

154.36%

Max Drawdown

ABCL:

-96.72%

SGMO:

-99.40%

Current Drawdown

ABCL:

-96.57%

SGMO:

-99.06%

Fundamentals

Market Cap

ABCL:

$602.94M

SGMO:

$114.11M

EPS

ABCL:

-$0.56

SGMO:

-$0.37

PS Ratio

ABCL:

26.09

SGMO:

1.79

PB Ratio

ABCL:

0.59

SGMO:

22.89

Total Revenue (TTM)

ABCL:

$23.12M

SGMO:

$63.76M

Gross Profit (TTM)

ABCL:

-$109.61M

SGMO:

$52.61M

EBITDA (TTM)

ABCL:

-$203.72M

SGMO:

-$76.33M

Returns By Period

In the year-to-date period, ABCL achieves a -31.06% return, which is significantly higher than SGMO's -54.41% return.


ABCL

YTD

-31.06%

1M

-18.88%

6M

-32.89%

1Y

-48.47%

3Y*

-35.76%

5Y*

N/A

10Y*

N/A

SGMO

YTD

-54.41%

1M

-37.26%

6M

-79.42%

1Y

-17.61%

3Y*

-49.68%

5Y*

-47.07%

10Y*

-28.06%

*Annualized

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AbCellera Biologics Inc.

Sangamo Therapeutics, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ABCL vs. SGMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABCL
The Risk-Adjusted Performance Rank of ABCL is 1111
Overall Rank
The Sharpe Ratio Rank of ABCL is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ABCL is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ABCL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ABCL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ABCL is 66
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 4949
Overall Rank
The Sharpe Ratio Rank of SGMO is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 3939
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.

ABCL vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AbCellera Biologics Inc. (ABCL) and Sangamo Therapeutics, Inc. (SGMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current ABCL Sharpe Ratio is -0.77, which is lower than the SGMO Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of ABCL and SGMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ABCL vs. SGMO - Dividend Comparison

Neither ABCL nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABCL vs. SGMO - Drawdown Comparison

The maximum ABCL drawdown since its inception was -96.72%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for ABCL and SGMO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ABCL vs. SGMO - Volatility Comparison

The current volatility for AbCellera Biologics Inc. (ABCL) is 15.04%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 54.49%. This indicates that ABCL experiences smaller price fluctuations and is considered to be less risky than SGMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ABCL vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between AbCellera Biologics Inc. and Sangamo Therapeutics, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20212022202320242025
4.24M
6.44M
(ABCL) Total Revenue
(SGMO) Total Revenue
Values in USD except per share items