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EDIT vs. CRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EDITCRSP
YTD Return-66.83%-21.85%
1Y Return-47.74%22.98%
3Y Return (Ann)-56.02%-21.32%
5Y Return (Ann)-29.85%5.24%
Sharpe Ratio-0.680.37
Sortino Ratio-0.891.00
Omega Ratio0.911.11
Calmar Ratio-0.510.26
Martin Ratio-1.090.67
Ulcer Index44.93%31.13%
Daily Std Dev72.71%57.31%
Max Drawdown-96.73%-81.61%
Current Drawdown-96.29%-76.71%

Fundamentals


EDITCRSP
Market Cap$273.00M$4.11B
EPS-$2.33-$3.20
PEG Ratio0.00-0.21
Total Revenue (TTM)$61.70M$201.02M
Gross Profit (TTM)$57.40M$72.25M
EBITDA (TTM)-$158.56M-$207.69M

Correlation

-0.50.00.51.00.7

The correlation between EDIT and CRSP is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

EDIT vs. CRSP - Performance Comparison

In the year-to-date period, EDIT achieves a -66.83% return, which is significantly lower than CRSP's -21.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%MayJuneJulyAugustSeptemberOctober
-75.84%
247.20%
EDIT
CRSP

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Risk-Adjusted Performance

EDIT vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) and CRISPR Therapeutics AG (CRSP). 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.


EDIT
Sharpe ratio
The chart of Sharpe ratio for EDIT, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.68
Sortino ratio
The chart of Sortino ratio for EDIT, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.006.00-0.89
Omega ratio
The chart of Omega ratio for EDIT, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for EDIT, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51
Martin ratio
The chart of Martin ratio for EDIT, currently valued at -1.09, compared to the broader market-10.000.0010.0020.0030.00-1.09
CRSP
Sharpe ratio
The chart of Sharpe ratio for CRSP, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37
Sortino ratio
The chart of Sortino ratio for CRSP, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.006.001.00
Omega ratio
The chart of Omega ratio for CRSP, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for CRSP, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for CRSP, currently valued at 0.67, compared to the broader market-10.000.0010.0020.0030.000.67

EDIT vs. CRSP - Sharpe Ratio Comparison

The current EDIT Sharpe Ratio is -0.68, which is lower than the CRSP Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EDIT and CRSP, 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-0.80-0.60-0.40-0.200.000.200.40MayJuneJulyAugustSeptemberOctober
-0.68
0.37
EDIT
CRSP

Dividends

EDIT vs. CRSP - Dividend Comparison

Neither EDIT nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EDIT vs. CRSP - Drawdown Comparison

The maximum EDIT drawdown since its inception was -96.73%, which is greater than CRSP's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for EDIT and CRSP. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%MayJuneJulyAugustSeptemberOctober
-96.29%
-76.71%
EDIT
CRSP

Volatility

EDIT vs. CRSP - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 16.52% compared to CRISPR Therapeutics AG (CRSP) at 8.03%. This indicates that EDIT's price experiences larger fluctuations and is considered to be riskier than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
16.52%
8.03%
EDIT
CRSP

Financials

EDIT vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between Editas Medicine, Inc. and CRISPR Therapeutics AG. 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