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

Correlation

The correlation between DERM and SGMO is 0.07, 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.


-0.50.00.51.00.1

Performance

DERM vs. SGMO - Performance Comparison

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

-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-50.74%
-75.67%
DERM
SGMO

Key characteristics

Sharpe Ratio

DERM:

-0.44

SGMO:

3.72

Sortino Ratio

DERM:

-0.19

SGMO:

3.80

Omega Ratio

DERM:

0.98

SGMO:

1.44

Calmar Ratio

DERM:

-0.55

SGMO:

5.85

Martin Ratio

DERM:

-0.93

SGMO:

13.33

Ulcer Index

DERM:

40.78%

SGMO:

43.63%

Daily Std Dev

DERM:

86.91%

SGMO:

156.21%

Max Drawdown

DERM:

-89.11%

SGMO:

-99.40%

Current Drawdown

DERM:

-50.74%

SGMO:

-95.02%

Fundamentals

Market Cap

DERM:

$100.90M

SGMO:

$563.24M

EPS

DERM:

-$0.92

SGMO:

-$1.24

Total Revenue (TTM)

DERM:

$57.77M

SGMO:

$52.29M

Gross Profit (TTM)

DERM:

$33.11M

SGMO:

$44.21M

EBITDA (TTM)

DERM:

-$12.97M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, DERM achieves a -18.75% return, which is significantly lower than SGMO's 354.63% return.


DERM

YTD

-18.75%

1M

-10.52%

6M

-9.65%

1Y

-40.68%

5Y*

N/A

10Y*

N/A

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

DERM vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Journey Medical Corporation (DERM) 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 DERM, currently valued at -0.44, compared to the broader market-4.00-2.000.002.00-0.443.72
The chart of Sortino ratio for DERM, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.193.80
The chart of Omega ratio for DERM, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.44
The chart of Calmar ratio for DERM, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.556.00
The chart of Martin ratio for DERM, currently valued at -0.93, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9313.33
DERM
SGMO

The current DERM Sharpe Ratio is -0.44, which is lower than the SGMO Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of DERM 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
-0.44
3.72
DERM
SGMO

Dividends

DERM vs. SGMO - Dividend Comparison

Neither DERM nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DERM vs. SGMO - Drawdown Comparison

The maximum DERM drawdown since its inception was -89.11%, smaller than the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for DERM and SGMO. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-50.74%
-75.67%
DERM
SGMO

Volatility

DERM vs. SGMO - Volatility Comparison

The current volatility for Journey Medical Corporation (DERM) is 14.45%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 39.68%. This indicates that DERM 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
14.45%
39.68%
DERM
SGMO

Financials

DERM vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Journey Medical Corporation 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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