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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.


-0.50.00.51.00.3

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.

-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-95.16%
-79.89%
ABCL
SGMO

Key characteristics

Sharpe Ratio

ABCL:

-0.85

SGMO:

3.72

Sortino Ratio

ABCL:

-1.27

SGMO:

3.80

Omega Ratio

ABCL:

0.87

SGMO:

1.44

Calmar Ratio

ABCL:

-0.50

SGMO:

5.85

Martin Ratio

ABCL:

-1.12

SGMO:

13.33

Ulcer Index

ABCL:

42.52%

SGMO:

43.63%

Daily Std Dev

ABCL:

55.67%

SGMO:

156.21%

Max Drawdown

ABCL:

-95.94%

SGMO:

-99.40%

Current Drawdown

ABCL:

-95.16%

SGMO:

-95.02%

Fundamentals

Market Cap

ABCL:

$824.07M

SGMO:

$563.24M

EPS

ABCL:

-$0.61

SGMO:

-$1.24

Total Revenue (TTM)

ABCL:

$32.96M

SGMO:

$52.29M

Gross Profit (TTM)

ABCL:

-$59.24M

SGMO:

$44.21M

EBITDA (TTM)

ABCL:

-$215.45M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, ABCL achieves a -50.09% return, which is significantly lower than SGMO's 354.63% return.


ABCL

YTD

-50.09%

1M

6.74%

6M

-1.72%

1Y

-49.91%

5Y*

N/A

10Y*

N/A

SGMO

YTD

354.63%

1M

26.02%

6M

455.31%

1Y

487.54%

5Y*

-22.75%

10Y*

-16.08%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ABCL, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.853.72
The chart of Sortino ratio for ABCL, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.00-1.273.80
The chart of Omega ratio for ABCL, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.44
The chart of Calmar ratio for ABCL, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.505.92
The chart of Martin ratio for ABCL, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1213.33
ABCL
SGMO

The current ABCL Sharpe Ratio is -0.85, which is lower than the SGMO Sharpe Ratio of 3.72. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
3.72
ABCL
SGMO

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 -95.94%, 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. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-95.16%
-86.41%
ABCL
SGMO

Volatility

ABCL vs. SGMO - Volatility Comparison

The current volatility for AbCellera Biologics Inc. (ABCL) is 15.93%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 39.68%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
15.93%
39.68%
ABCL
SGMO

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


Values in USD 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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