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

Performance

EDIT vs. CRSP - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-56.66%
-13.32%
EDIT
CRSP

Returns By Period

In the year-to-date period, EDIT achieves a -75.91% return, which is significantly lower than CRSP's -23.51% return.


EDIT

YTD

-75.91%

1M

-23.99%

6M

-56.66%

1Y

-76.74%

5Y (annualized)

-36.93%

10Y (annualized)

N/A

CRSP

YTD

-23.51%

1M

4.09%

6M

-13.32%

1Y

-32.08%

5Y (annualized)

-5.11%

10Y (annualized)

N/A

Fundamentals


EDITCRSP
Market Cap$204.72M$4.01B
EPS-$2.54-$2.79
PEG Ratio0.00-0.21
Total Revenue (TTM)$61.76M$201.62M
Gross Profit (TTM)$55.86M$61.70M
EBITDA (TTM)-$219.10M-$317.82M

Key characteristics


EDITCRSP
Sharpe Ratio-1.10-0.63
Sortino Ratio-2.47-0.75
Omega Ratio0.750.92
Calmar Ratio-0.79-0.41
Martin Ratio-1.52-0.94
Ulcer Index50.49%34.15%
Daily Std Dev69.80%50.76%
Max Drawdown-97.38%-81.61%
Current Drawdown-97.31%-77.20%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for EDIT, currently valued at -1.10, compared to the broader market-4.00-2.000.002.004.00-1.10-0.63
The chart of Sortino ratio for EDIT, currently valued at -2.47, compared to the broader market-4.00-2.000.002.004.00-2.47-0.75
The chart of Omega ratio for EDIT, currently valued at 0.75, compared to the broader market0.501.001.502.000.750.92
The chart of Calmar ratio for EDIT, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.79-0.41
The chart of Martin ratio for EDIT, currently valued at -1.52, compared to the broader market0.0010.0020.0030.00-1.52-0.94
EDIT
CRSP

The current EDIT Sharpe Ratio is -1.10, which is lower than the CRSP Sharpe Ratio of -0.63. 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-1.10
-0.63
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 -97.38%, 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%JuneJulyAugustSeptemberOctoberNovember
-97.31%
-77.20%
EDIT
CRSP

Volatility

EDIT vs. CRSP - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 18.70% compared to CRISPR Therapeutics AG (CRSP) at 17.32%. 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%JuneJulyAugustSeptemberOctoberNovember
18.70%
17.32%
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