HALO vs. SAGE

Last updated Apr 2, 2026

Compare and contrast key facts about Halozyme Therapeutics, Inc. (HALO) and Sage Therapeutics, Inc. (SAGE).

Performance

HALO vs. SAGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halozyme Therapeutics, Inc. (HALO) and Sage Therapeutics, Inc. (SAGE). The values are adjusted to include any dividend payments, if applicable.

HALO vs. SAGE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HALO Halozyme Therapeutics, Inc.	-2.82%	40.77%	29.36%	-35.04%	41.51%	-5.85%	140.89%	21.19%	-27.79%	105.06%
SAGE Sage Therapeutics, Inc.	0.00%	59.85%	-74.94%	-43.18%	-10.34%	-50.83%	19.84%	-24.64%	-41.84%	222.58%

Fundamentals

Market Cap HALO : $7.70B SAGE : $543.46M
EPS HALO : $2.61 SAGE : -$4.81
PS Ratio HALO : 5.68 SAGE : 7.72
PB Ratio HALO : 157.65 SAGE : 1.47
Total Revenue (TTM) HALO : $1.40B SAGE : $70.41M
Gross Profit (TTM) HALO : $1.17B SAGE : $63.04M
EBITDA (TTM) HALO : $590.37M SAGE : -$302.71M

Returns By Period

HALO

• 1D: 1.19%
• 1M: -6.37%
• YTD: -2.82%
• 6M: -12.73%
• 1Y: 5.71%
• 3Y*: 19.64%
• 5Y*: 9.04%
• 10Y*: 20.96%

SAGE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HALO vs. SAGE — Risk / Return Rank

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

HALO

HALO Risk / Return Rank: 43
HALO Sharpe Ratio Rank: 45
HALO Sortino Ratio Rank: 40
HALO Omega Ratio Rank: 43
HALO Calmar Ratio Rank: 42
HALO Martin Ratio Rank: 43

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.

HALO vs. SAGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) and Sage Therapeutics, Inc. (SAGE). 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.

	HALO	SAGE	Difference
Sharpe ratio Return per unit of total volatility	0.13	—	—
Sortino ratio Return per unit of downside risk	0.47	—	—
Omega ratio Gain probability vs. loss probability	1.08	—	—
Calmar ratio Return relative to maximum drawdown	0.08	—	—
Martin ratio Return relative to average drawdown	0.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HALO	SAGE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	—	—

Correlation

The correlation between HALO and SAGE is 0.39, 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.

Dividends

HALO vs. SAGE - Dividend Comparison

Neither HALO nor SAGE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	HALO	SAGE	Difference
Max Drawdown Largest peak-to-trough decline	-74.26%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-31.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-49.06%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.06%	—	—
Current Drawdown Current decline from peak	-19.49%	—	—
Average Drawdown Average peak-to-trough decline	-32.02%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	14.78%	—	—

Volatility

Volatility by Period

	HALO	SAGE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.11%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	43.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.51%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.38%	—	—

Financials