PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HRTX vs. SGMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HRTX and SGMO is 0.23, 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.


-0.50.00.51.00.2

Performance

HRTX vs. SGMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Heron Therapeutics, Inc. (HRTX) and Sangamo Therapeutics, Inc. (SGMO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-99.62%
-83.60%
HRTX
SGMO

Key characteristics

Sharpe Ratio

HRTX:

-0.03

SGMO:

3.72

Sortino Ratio

HRTX:

0.69

SGMO:

3.80

Omega Ratio

HRTX:

1.09

SGMO:

1.44

Calmar Ratio

HRTX:

-0.02

SGMO:

5.85

Martin Ratio

HRTX:

-0.07

SGMO:

13.33

Ulcer Index

HRTX:

35.48%

SGMO:

43.63%

Daily Std Dev

HRTX:

96.35%

SGMO:

156.21%

Max Drawdown

HRTX:

-99.96%

SGMO:

-99.40%

Current Drawdown

HRTX:

-99.88%

SGMO:

-95.02%

Fundamentals

Market Cap

HRTX:

$250.96M

SGMO:

$563.24M

EPS

HRTX:

-$0.16

SGMO:

-$1.24

PEG Ratio

HRTX:

-0.18

SGMO:

0.00

Total Revenue (TTM)

HRTX:

$147.20M

SGMO:

$52.29M

Gross Profit (TTM)

HRTX:

$99.43M

SGMO:

$44.21M

EBITDA (TTM)

HRTX:

-$22.21M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, HRTX achieves a -7.06% return, which is significantly lower than SGMO's 354.63% return. Both investments have delivered pretty close results over the past 10 years, with HRTX having a -16.65% annualized return and SGMO not far ahead at -16.08%.


HRTX

YTD

-7.06%

1M

41.07%

6M

-51.08%

1Y

-9.20%

5Y*

-42.26%

10Y*

-16.65%

SGMO

YTD

354.63%

1M

26.02%

6M

455.31%

1Y

487.54%

5Y*

-22.75%

10Y*

-16.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HRTX vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Heron Therapeutics, Inc. (HRTX) 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.


Sharpe ratio
The chart of Sharpe ratio for HRTX, currently valued at -0.03, compared to the broader market-4.00-2.000.002.00-0.033.72
The chart of Sortino ratio for HRTX, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.693.80
The chart of Omega ratio for HRTX, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.44
The chart of Calmar ratio for HRTX, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.025.85
The chart of Martin ratio for HRTX, currently valued at -0.07, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.0713.33
HRTX
SGMO

The current HRTX Sharpe Ratio is -0.03, which is lower than the SGMO Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of HRTX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
3.72
HRTX
SGMO

Dividends

HRTX vs. SGMO - Dividend Comparison

Neither HRTX nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HRTX vs. SGMO - Drawdown Comparison

The maximum HRTX drawdown since its inception was -99.96%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for HRTX and SGMO. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%JulyAugustSeptemberOctoberNovemberDecember
-99.62%
-95.02%
HRTX
SGMO

Volatility

HRTX vs. SGMO - Volatility Comparison

Heron Therapeutics, Inc. (HRTX) and Sangamo Therapeutics, Inc. (SGMO) have volatilities of 38.30% and 39.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
38.30%
39.68%
HRTX
SGMO

Financials

HRTX vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Heron Therapeutics, Inc. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab