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

Correlation

The correlation between ACRS and SGMO is 0.29, 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

ACRS vs. SGMO - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-75.38%
-56.67%
ACRS
SGMO

Key characteristics

Sharpe Ratio

ACRS:

1.79

SGMO:

3.72

Sortino Ratio

ACRS:

3.14

SGMO:

3.80

Omega Ratio

ACRS:

1.41

SGMO:

1.44

Calmar Ratio

ACRS:

1.96

SGMO:

5.85

Martin Ratio

ACRS:

11.87

SGMO:

13.33

Ulcer Index

ACRS:

16.08%

SGMO:

43.63%

Daily Std Dev

ACRS:

106.57%

SGMO:

156.21%

Max Drawdown

ACRS:

-98.05%

SGMO:

-99.40%

Current Drawdown

ACRS:

-91.76%

SGMO:

-95.02%

Fundamentals

Market Cap

ACRS:

$215.72M

SGMO:

$563.24M

EPS

ACRS:

-$0.52

SGMO:

-$1.24

PEG Ratio

ACRS:

-0.13

SGMO:

0.00

Total Revenue (TTM)

ACRS:

$27.08M

SGMO:

$52.29M

Gross Profit (TTM)

ACRS:

$14.50M

SGMO:

$44.21M

EBITDA (TTM)

ACRS:

-$61.68M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, ACRS achieves a 159.05% return, which is significantly lower than SGMO's 354.63% return.


ACRS

YTD

159.05%

1M

-31.31%

6M

136.52%

1Y

169.31%

5Y*

6.68%

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

ACRS vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aclaris Therapeutics, Inc. (ACRS) 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 ACRS, currently valued at 1.79, compared to the broader market-4.00-2.000.002.001.793.72
The chart of Sortino ratio for ACRS, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.003.143.80
The chart of Omega ratio for ACRS, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.44
The chart of Calmar ratio for ACRS, currently valued at 1.96, compared to the broader market0.002.004.006.001.965.89
The chart of Martin ratio for ACRS, currently valued at 11.87, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.8713.33
ACRS
SGMO

The current ACRS Sharpe Ratio is 1.79, which is lower than the SGMO Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of ACRS 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
1.79
3.72
ACRS
SGMO

Dividends

ACRS vs. SGMO - Dividend Comparison

Neither ACRS nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACRS vs. SGMO - Drawdown Comparison

The maximum ACRS drawdown since its inception was -98.05%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for ACRS and SGMO. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%JulyAugustSeptemberOctoberNovemberDecember
-91.76%
-90.63%
ACRS
SGMO

Volatility

ACRS vs. SGMO - Volatility Comparison

The current volatility for Aclaris Therapeutics, Inc. (ACRS) is 28.28%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 39.68%. This indicates that ACRS 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
28.28%
39.68%
ACRS
SGMO

Financials

ACRS vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Aclaris Therapeutics, 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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