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

Correlation

The correlation between CGEN and SGMO is 0.23, 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.


-0.50.00.51.00.2

Performance

CGEN vs. SGMO - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
2.94%
24.72%
CGEN
SGMO

Key characteristics

Sharpe Ratio

CGEN:

-0.17

SGMO:

-0.06

Sortino Ratio

CGEN:

0.27

SGMO:

1.11

Omega Ratio

CGEN:

1.03

SGMO:

1.15

Calmar Ratio

CGEN:

-0.13

SGMO:

-0.09

Martin Ratio

CGEN:

-0.36

SGMO:

-0.21

Ulcer Index

CGEN:

35.11%

SGMO:

44.96%

Daily Std Dev

CGEN:

73.03%

SGMO:

149.13%

Max Drawdown

CGEN:

-97.90%

SGMO:

-99.40%

Current Drawdown

CGEN:

-89.20%

SGMO:

-97.84%

Fundamentals

Market Cap

CGEN:

$196.49M

SGMO:

$563.24M

EPS

CGEN:

$0.03

SGMO:

-$1.24

PEG Ratio

CGEN:

0.00

SGMO:

0.00

Total Revenue (TTM)

CGEN:

$26.39M

SGMO:

$50.25M

Gross Profit (TTM)

CGEN:

$19.14M

SGMO:

$45.15M

EBITDA (TTM)

CGEN:

-$7.41M

SGMO:

-$67.72M

Returns By Period

In the year-to-date period, CGEN achieves a 37.25% return, which is significantly higher than SGMO's 4.90% return. Over the past 10 years, CGEN has outperformed SGMO with an annualized return of -13.42%, while SGMO has yielded a comparatively lower -23.97% annualized return.


CGEN

YTD

37.25%

1M

-14.98%

6M

2.94%

1Y

-10.26%

5Y*

-25.52%

10Y*

-13.42%

SGMO

YTD

4.90%

1M

-6.96%

6M

24.77%

1Y

-2.73%

5Y*

-32.21%

10Y*

-23.97%

*Annualized

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Risk-Adjusted Performance

CGEN vs. SGMO — Risk-Adjusted Performance Rank

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

CGEN
The Risk-Adjusted Performance Rank of CGEN is 3939
Overall Rank
The Sharpe Ratio Rank of CGEN is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CGEN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CGEN is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CGEN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CGEN is 4040
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 5050
Overall Rank
The Sharpe Ratio Rank of SGMO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 4242
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.

CGEN vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Compugen Ltd. (CGEN) 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 CGEN, currently valued at -0.17, compared to the broader market-2.000.002.00-0.17-0.06
The chart of Sortino ratio for CGEN, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.006.000.271.11
The chart of Omega ratio for CGEN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.15
The chart of Calmar ratio for CGEN, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.09
The chart of Martin ratio for CGEN, currently valued at -0.36, compared to the broader market-10.000.0010.0020.0030.00-0.36-0.21
CGEN
SGMO

The current CGEN Sharpe Ratio is -0.17, which is lower than the SGMO Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CGEN 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.17
-0.06
CGEN
SGMO

Dividends

CGEN vs. SGMO - Dividend Comparison

Neither CGEN nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CGEN vs. SGMO - Drawdown Comparison

The maximum CGEN drawdown since its inception was -97.90%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for CGEN and SGMO. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%SeptemberOctoberNovemberDecember2025February
-89.20%
-97.84%
CGEN
SGMO

Volatility

CGEN vs. SGMO - Volatility Comparison

Compugen Ltd. (CGEN) has a higher volatility of 19.56% compared to Sangamo Therapeutics, Inc. (SGMO) at 18.29%. This indicates that CGEN's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
19.56%
18.29%
CGEN
SGMO

Financials

CGEN vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Compugen Ltd. 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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