CRON vs. SGMO
CRON (Cronos Group Inc.) and SGMO (Sangamo Therapeutics, Inc.) are both stocks. Both are in the Healthcare sector — CRON in Drug Manufacturers - Specialty & Generic, SGMO in Biotechnology. Over the past 5 years, CRON returned -20.64%/yr vs -54.34%/yr for SGMO. At a 0.24 correlation, their price movements are largely independent.
Performance
CRON vs. SGMO - Performance Comparison
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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%
CRON vs. SGMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CRON:
-$0.01
SGMO:
-$0.38
CRON:
3.56
SGMO:
2.02
CRON:
$220.07M
SGMO:
$34.56M
CRON:
$68.18M
SGMO:
$25.51M
CRON:
$2.28M
SGMO:
-$106.29M
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Return for Risk
CRON vs. SGMO — Risk / Return Rank
CRON
SGMO
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.
| CRON | SGMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | -0.45 | +1.33 |
Sortino ratioReturn per unit of downside risk | 1.66 | -0.03 | +1.69 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.00 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.66 | +2.17 |
Martin ratioReturn relative to average drawdown | 2.68 | -1.35 | +4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRON | SGMO | Difference | |
|---|---|---|---|
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
| CRON | SGMO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -88.57% | -99.56% | +10.99% |
Average DrawdownAverage peak-to-trough decline | -63.56% | -84.03% | +20.47% |
Ulcer IndexDepth 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
| CRON | SGMO | Difference | |
|---|---|---|---|
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.
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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