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

Correlation

The correlation between DERM and SGMO is 0.12, 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

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.

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Key characteristics

Sharpe Ratio

DERM:

0.91

SGMO:

-0.15

Sortino Ratio

DERM:

1.76

SGMO:

0.99

Omega Ratio

DERM:

1.21

SGMO:

1.14

Calmar Ratio

DERM:

1.06

SGMO:

-0.22

Martin Ratio

DERM:

3.80

SGMO:

-0.49

Ulcer Index

DERM:

18.46%

SGMO:

45.10%

Daily Std Dev

DERM:

72.51%

SGMO:

154.87%

Max Drawdown

DERM:

-89.55%

SGMO:

-99.40%

Current Drawdown

DERM:

-39.70%

SGMO:

-99.12%

Fundamentals

Market Cap

DERM:

$157.92M

SGMO:

$105.43M

EPS

DERM:

-$0.67

SGMO:

-$0.49

PS Ratio

DERM:

2.81

SGMO:

1.82

PB Ratio

DERM:

7.28

SGMO:

7.52

Total Revenue (TTM)

DERM:

$43.10M

SGMO:

$63.76M

Gross Profit (TTM)

DERM:

$29.04M

SGMO:

$52.61M

EBITDA (TTM)

DERM:

$662.00K

SGMO:

-$76.33M

Returns By Period

In the year-to-date period, DERM achieves a 52.69% return, which is significantly higher than SGMO's -57.06% return.


DERM

YTD

52.69%

1M

-3.86%

6M

16.60%

1Y

65.37%

5Y*

N/A

10Y*

N/A

SGMO

YTD

-57.06%

1M

-41.64%

6M

-82.05%

1Y

-22.87%

5Y*

-46.68%

10Y*

-27.94%

*Annualized

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Risk-Adjusted Performance

DERM vs. SGMO — Risk-Adjusted Performance Rank

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

DERM
The Risk-Adjusted Performance Rank of DERM is 8282
Overall Rank
The Sharpe Ratio Rank of DERM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DERM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DERM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DERM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DERM is 8383
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 5050
Overall Rank
The Sharpe Ratio Rank of SGMO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DERM Sharpe Ratio is 0.91, which is higher than the SGMO Sharpe Ratio of -0.15. 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.


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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 -89.55%, 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.


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Volatility

DERM vs. SGMO - Volatility Comparison

The current volatility for Journey Medical Corporation (DERM) is 22.62%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 56.05%. 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.


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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


0.0050.00M100.00M150.00M20212022202320242025
13.62M
6.44M
(DERM) Total Revenue
(SGMO) Total Revenue
Values in USD except per share items