CGEN vs. SGMO
Compare and contrast key facts about Compugen Ltd. (CGEN) and Sangamo Therapeutics, Inc. (SGMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGEN or SGMO.
Key characteristics
| CGEN | SGMO | |
|---|---|---|
| YTD Return | -28.79% | 277.32% |
| 1Y Return | 130.28% | 484.55% |
| 3Y Return (Ann) | -35.18% | -40.72% |
| 5Y Return (Ann) | -24.25% | -26.31% |
| 10Y Return (Ann) | -14.17% | -15.50% |
| Sharpe Ratio | 0.68 | 3.01 |
| Sortino Ratio | 3.80 | 3.55 |
| Omega Ratio | 1.43 | 1.40 |
| Calmar Ratio | 1.33 | 4.64 |
| Martin Ratio | 4.36 | 10.74 |
| Ulcer Index | 29.50% | 42.96% |
| Daily Std Dev | 188.93% | 153.36% |
| Max Drawdown | -97.90% | -99.40% |
| Current Drawdown | -92.75% | -95.87% |
Fundamentals
| CGEN | SGMO | |
|---|---|---|
| Market Cap | $157.82M | $564.28M |
| EPS | -$0.09 | -$1.38 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $42.72M | $2.88M |
| Gross Profit (TTM) | $37.06M | -$5.20M |
| EBITDA (TTM) | $6.08M | -$133.70M |
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.
Performance
CGEN vs. SGMO - Performance Comparison
In the year-to-date period, CGEN achieves a -28.79% return, which is significantly lower than SGMO's 277.32% return. Over the past 10 years, CGEN has outperformed SGMO with an annualized return of -14.17%, while SGMO has yielded a comparatively lower -15.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CGEN vs. SGMO - Dividend Comparison
Neither CGEN nor SGMO has paid dividends to shareholders.
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.
Volatility
CGEN vs. SGMO - Volatility Comparison
The current volatility for Compugen Ltd. (CGEN) is 16.59%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 61.52%. This indicates that CGEN 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.
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.
Total Revenue: Total amount of money received from sales and other business activities