PortfoliosLab logoPortfoliosLab logo
EDIT vs. BLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EDIT vs. BLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Editas Medicine, Inc. (EDIT) and bluebird bio, Inc. (BLUE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


EDIT

1D
-1.42%
1M
-7.33%
YTD
35.61%
6M
17.55%
1Y
52.75%
3Y*
-34.00%
5Y*
-39.28%
10Y*
-22.08%

BLUE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIT vs. BLUE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIT
Editas Medicine, Inc.
35.61%61.42%-87.46%14.21%-66.59%-62.13%136.78%30.15%-25.97%89.34%
BLUE
bluebird bio, Inc.
0.00%-40.41%-69.78%-80.06%-30.73%-64.35%-50.69%-11.54%-44.30%188.65%

Correlation

The correlation between EDIT and BLUE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2016

0.45

The correlation between EDIT and BLUE shifts across timeframes, from 0.36 (3 years) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

EDIT:

$35.86M

BLUE:

$103.95M

Gross Profit (TTM)

EDIT:

$35.86M

BLUE:

$28.19M

EBITDA (TTM)

EDIT:

-$76.66M

BLUE:

-$115.82M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EDIT vs. BLUE — Risk / Return Rank

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

EDIT
EDIT Risk / Return Rank: 6161
Overall Rank
EDIT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EDIT Sortino Ratio Rank: 6565
Sortino Ratio Rank
EDIT Omega Ratio Rank: 6262
Omega Ratio Rank
EDIT Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIT Martin Ratio Rank: 5757
Martin Ratio Rank

BLUE
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.

EDIT vs. BLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) and bluebird bio, Inc. (BLUE). 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.


EDITBLUEDifference

Sharpe ratio

Return per unit of total volatility

0.56

Sortino ratio

Return per unit of downside risk

1.50

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

0.89

Martin ratio

Return relative to average drawdown

1.58

EDIT vs. BLUE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


EDITBLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

Drawdowns

EDIT vs. BLUE - Drawdown Comparison


Loading charts...

Drawdown Indicators


EDITBLUEDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

Max Drawdown (1Y)

Largest decline over 1 year

-59.88%

Max Drawdown (3Y)

Largest decline over 3 years

-91.46%

Max Drawdown (5Y)

Largest decline over 5 years

-98.66%

Max Drawdown (10Y)

Largest decline over 10 years

-98.92%

Current Drawdown

Current decline from peak

-96.93%

Average Drawdown

Average peak-to-trough decline

-62.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

Volatility

EDIT vs. BLUE - Volatility Comparison


Loading charts...

Volatility by Period


EDITBLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.18%

Volatility (6M)

Calculated over the trailing 6-month period

61.46%

Volatility (1Y)

Calculated over the trailing 1-year period

94.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.75%

Dividends

EDIT vs. BLUE - Dividend Comparison

Neither EDIT nor BLUE has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

EDIT vs. BLUE - Financials Comparison

This section allows you to compare key financial metrics between Editas Medicine, Inc. and bluebird bio, 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


0.0010.00M20.00M30.00M40.00M50.00M60.00M202220232024202520260
38.71M
(EDIT) Total Revenue
(BLUE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EDIT and BLUE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EDIT and BLUE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer