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CRON vs. SGMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRON vs. SGMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRON achieves a 3.04% return, which is significantly higher than SGMO's -48.52% return.


CRON

1D
-0.73%
1M
2.26%
YTD
3.04%
6M
7.97%
1Y
40.41%
3Y*
15.69%
5Y*
-20.64%
10Y*

SGMO

1D
1.03%
1M
21.73%
YTD
-48.52%
6M
-56.70%
1Y
-56.78%
3Y*
-42.71%
5Y*
-54.34%
10Y*
-29.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRON vs. SGMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRON
Cronos Group Inc.
3.04%30.20%-3.35%-17.72%-35.20%-43.52%-9.52%-26.18%34.43%600.87%
SGMO
Sangamo Therapeutics, Inc.
-48.52%-58.82%87.74%-82.70%-58.13%-51.94%86.44%-27.09%-30.00%437.70%

Correlation

The correlation between CRON and SGMO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.24

The correlation between CRON and SGMO shifts across timeframes, from 0.14 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CRON:

-$0.01

SGMO:

-$0.38

PS Ratio

CRON:

3.56

SGMO:

2.02

Total Revenue (TTM)

CRON:

$220.07M

SGMO:

$34.56M

Gross Profit (TTM)

CRON:

$68.18M

SGMO:

$25.51M

EBITDA (TTM)

CRON:

$2.28M

SGMO:

-$106.29M

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Return for Risk

CRON vs. SGMO — Risk / Return Rank

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

CRON
CRON Risk / Return Rank: 6767
Overall Rank
CRON Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CRON Sortino Ratio Rank: 6868
Sortino Ratio Rank
CRON Omega Ratio Rank: 6565
Omega Ratio Rank
CRON Calmar Ratio Rank: 6868
Calmar Ratio Rank
CRON Martin Ratio Rank: 6464
Martin Ratio Rank

SGMO
SGMO Risk / Return Rank: 2121
Overall Rank
SGMO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SGMO Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGMO Omega Ratio Rank: 2929
Omega Ratio Rank
SGMO Calmar Ratio Rank: 1717
Calmar Ratio Rank
SGMO Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRON vs. SGMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cronos Group Inc. (CRON) 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.


CRONSGMODifference

Sharpe ratio

Return per unit of total volatility

0.88

-0.45

+1.33

Sortino ratio

Return per unit of downside risk

1.66

-0.03

+1.69

Omega ratio

Gain probability vs. loss probability

1.19

1.00

+0.20

Calmar ratio

Return relative to maximum drawdown

1.51

-0.66

+2.17

Martin ratio

Return relative to average drawdown

2.68

-1.35

+4.04

CRON vs. SGMO - Sharpe Ratio Comparison

The current CRON Sharpe Ratio is 0.88, which is higher than the SGMO Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of CRON and SGMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRONSGMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.45

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.48

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.17

+0.61

Drawdowns

CRON vs. SGMO - Drawdown Comparison

The maximum CRON drawdown since its inception was -93.16%, smaller than the maximum SGMO drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for CRON and SGMO.


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Drawdown Indicators


CRONSGMODifference

Max Drawdown

Largest peak-to-trough decline

-93.16%

-99.80%

+6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-26.91%

-86.32%

+59.41%

Max Drawdown (3Y)

Largest decline over 3 years

-46.36%

-96.48%

+50.12%

Max Drawdown (5Y)

Largest decline over 5 years

-82.12%

-99.17%

+17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-99.62%

Current Drawdown

Current decline from peak

-88.57%

-99.56%

+10.99%

Average Drawdown

Average peak-to-trough decline

-63.56%

-84.03%

+20.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.11%

42.00%

-26.89%

Volatility

CRON vs. SGMO - Volatility Comparison

The current volatility for Cronos Group Inc. (CRON) is 11.65%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 66.89%. This indicates that CRON 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.


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Volatility by Period


CRONSGMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.65%

66.89%

-55.24%

Volatility (6M)

Calculated over the trailing 6-month period

31.17%

116.30%

-85.13%

Volatility (1Y)

Calculated over the trailing 1-year period

46.33%

125.75%

-79.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.91%

112.76%

-58.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.73%

98.49%

-23.76%

Dividends

CRON vs. SGMO - Dividend Comparison

Neither CRON nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CRON vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Cronos Group 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


0.0050.00M100.00M150.00M20222023202420252026
58.97M
1.44M
(CRON) Total Revenue
(SGMO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CRON and SGMO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGMO has higher volatility (66.89%) compared to CRON (11.65%). In terms of maximum drawdown, CRON dropped -93.16% vs SGMO's -99.80%.

CRON currently has the higher Sharpe Ratio (0.88 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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