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

Correlation

The correlation between ATAI and SGMO is 0.37, 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.


-0.50.00.51.00.4

Performance

ATAI vs. SGMO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
0.64%
105.26%
ATAI
SGMO

Key characteristics

Sharpe Ratio

ATAI:

-0.13

SGMO:

1.01

Sortino Ratio

ATAI:

0.43

SGMO:

2.41

Omega Ratio

ATAI:

1.05

SGMO:

1.32

Calmar Ratio

ATAI:

-0.11

SGMO:

1.67

Martin Ratio

ATAI:

-0.26

SGMO:

3.66

Ulcer Index

ATAI:

40.35%

SGMO:

45.42%

Daily Std Dev

ATAI:

82.90%

SGMO:

165.17%

Max Drawdown

ATAI:

-94.77%

SGMO:

-99.40%

Current Drawdown

ATAI:

-92.36%

SGMO:

-97.68%

Fundamentals

Market Cap

ATAI:

$255.06M

SGMO:

$563.24M

EPS

ATAI:

-$0.80

SGMO:

-$1.24

Total Revenue (TTM)

ATAI:

$313.00K

SGMO:

$50.25M

Gross Profit (TTM)

ATAI:

$148.00K

SGMO:

$45.15M

EBITDA (TTM)

ATAI:

-$107.18M

SGMO:

-$67.72M

Returns By Period

In the year-to-date period, ATAI achieves a 14.29% return, which is significantly higher than SGMO's 12.75% return.


ATAI

YTD

14.29%

1M

26.67%

6M

0.66%

1Y

-16.94%

5Y*

N/A

10Y*

N/A

SGMO

YTD

12.75%

1M

-51.88%

6M

105.36%

1Y

153.19%

5Y*

-31.38%

10Y*

-21.82%

*Annualized

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Risk-Adjusted Performance

ATAI vs. SGMO — Risk-Adjusted Performance Rank

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

ATAI
The Risk-Adjusted Performance Rank of ATAI is 4040
Overall Rank
The Sharpe Ratio Rank of ATAI is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 4040
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 8282
Overall Rank
The Sharpe Ratio Rank of SGMO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 7676
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.

ATAI vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atai Life Sciences N.V. (ATAI) 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 ATAI, currently valued at -0.13, compared to the broader market-2.000.002.004.00-0.131.01
The chart of Sortino ratio for ATAI, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.006.000.432.41
The chart of Omega ratio for ATAI, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.32
The chart of Calmar ratio for ATAI, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.111.71
The chart of Martin ratio for ATAI, currently valued at -0.26, compared to the broader market0.0010.0020.0030.00-0.263.66
ATAI
SGMO

The current ATAI Sharpe Ratio is -0.13, which is lower than the SGMO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ATAI 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.13
1.01
ATAI
SGMO

Dividends

ATAI vs. SGMO - Dividend Comparison

Neither ATAI nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATAI vs. SGMO - Drawdown Comparison

The maximum ATAI drawdown since its inception was -94.77%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for ATAI and SGMO. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-92.36%
-90.53%
ATAI
SGMO

Volatility

ATAI vs. SGMO - Volatility Comparison

The current volatility for Atai Life Sciences N.V. (ATAI) is 28.31%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 88.59%. This indicates that ATAI 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.


20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
28.31%
88.59%
ATAI
SGMO

Financials

ATAI vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Atai Life Sciences N.V. 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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