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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.

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-86.25%
-92.19%
CGEN
SGMO

Key characteristics

Sharpe Ratio

CGEN:

-0.24

SGMO:

3.72

Sortino Ratio

CGEN:

0.14

SGMO:

3.80

Omega Ratio

CGEN:

1.02

SGMO:

1.44

Calmar Ratio

CGEN:

-0.19

SGMO:

5.85

Martin Ratio

CGEN:

-0.53

SGMO:

13.33

Ulcer Index

CGEN:

32.90%

SGMO:

43.63%

Daily Std Dev

CGEN:

72.47%

SGMO:

156.21%

Max Drawdown

CGEN:

-97.90%

SGMO:

-99.40%

Current Drawdown

CGEN:

-92.13%

SGMO:

-95.02%

Fundamentals

Market Cap

CGEN:

$142.36M

SGMO:

$563.24M

EPS

CGEN:

$0.03

SGMO:

-$1.24

PEG Ratio

CGEN:

0.00

SGMO:

0.00

Total Revenue (TTM)

CGEN:

$59.85M

SGMO:

$52.29M

Gross Profit (TTM)

CGEN:

$50.59M

SGMO:

$44.21M

EBITDA (TTM)

CGEN:

$10.58M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, CGEN achieves a -22.73% return, which is significantly lower than SGMO's 354.63% return. Both investments have delivered pretty close results over the past 10 years, with CGEN having a -16.03% annualized return and SGMO not far behind at -16.08%.


CGEN

YTD

-22.73%

1M

6.99%

6M

-22.34%

1Y

-12.07%

5Y*

-22.94%

10Y*

-16.03%

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

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 -0.24, compared to the broader market-4.00-2.000.002.00-0.243.72
The chart of Sortino ratio for CGEN, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.143.80
The chart of Omega ratio for CGEN, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.44
The chart of Calmar ratio for CGEN, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.195.85
The chart of Martin ratio for CGEN, currently valued at -0.53, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.5313.33
CGEN
SGMO

The current CGEN Sharpe Ratio is -0.24, which is lower than the SGMO Sharpe Ratio of 3.72. 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
3.72
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.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-92.13%
-95.02%
CGEN
SGMO

Volatility

CGEN vs. SGMO - Volatility Comparison

The current volatility for Compugen Ltd. (CGEN) is 14.61%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 39.68%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
14.61%
39.68%
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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