HRTX vs. SGMO
HRTX (Heron Therapeutics, Inc.) and SGMO (Sangamo Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, HRTX returned -31.44%/yr vs -30.04%/yr for SGMO. At a 0.23 correlation, their price movements are largely independent.
Performance
HRTX vs. SGMO - Performance Comparison
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Returns By Period
In the year-to-date period, HRTX achieves a -62.81% return, which is significantly lower than SGMO's -49.85% return. Both investments have delivered pretty close results over the past 10 years, with HRTX having a -31.44% annualized return and SGMO not far ahead at -30.04%.
HRTX
- 1D
- 8.21%
- 1M
- -60.69%
- YTD
- -62.81%
- 6M
- -63.09%
- 1Y
- -76.30%
- 3Y*
- -24.42%
- 5Y*
- -48.66%
- 10Y*
- -31.44%
SGMO
- 1D
- -2.57%
- 1M
- 89.08%
- YTD
- -49.85%
- 6M
- -60.26%
- 1Y
- -57.19%
- 3Y*
- -43.37%
- 5Y*
- -54.57%
- 10Y*
- -30.04%
HRTX vs. SGMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRTX Heron Therapeutics, Inc. | -62.81% | -15.03% | -10.00% | -32.00% | -72.62% | -56.86% | -9.94% | -9.41% | 43.31% | 38.17% |
SGMO Sangamo Therapeutics, Inc. | -49.85% | -58.82% | 87.74% | -82.70% | -58.13% | -51.94% | 86.44% | -27.09% | -30.00% | 437.70% |
Correlation
The correlation between HRTX and SGMO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2000 | 0.23 |
The correlation between HRTX and SGMO shifts across timeframes, from 0.19 (1 year) to 0.40 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
HRTX:
$91.69M
SGMO:
$82.07M
HRTX:
-$0.18
SGMO:
-$0.38
HRTX:
0.55
SGMO:
1.96
HRTX:
$150.71M
SGMO:
$34.56M
HRTX:
$107.18M
SGMO:
$25.51M
HRTX:
-$20.56M
SGMO:
-$106.29M
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Return for Risk
HRTX vs. SGMO — Risk / Return Rank
HRTX
SGMO
HRTX vs. SGMO - Risk-Adjusted Trends 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.
| HRTX | SGMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.00 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.66 | -0.29 |
| Martin ratioReturn relative to average drawdown | -1.72 | -1.35 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HRTX | SGMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.46 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | -0.49 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.41 | -0.31 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | -0.17 | -0.04 |
Drawdowns
HRTX vs. SGMO - Drawdown Comparison
The maximum HRTX drawdown since its inception was -99.96%, roughly equal to the maximum SGMO drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for HRTX and SGMO.
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Drawdown Indicators
| HRTX | SGMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -99.80% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -79.96% | -86.32% | +6.36% |
Max Drawdown (3Y)Largest decline over 3 years | -88.42% | -96.48% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -97.31% | -99.17% | +1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -98.94% | -99.62% | +0.68% |
Current DrawdownCurrent decline from peak | -99.96% | -99.58% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -81.66% | -84.04% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.45% | 42.24% | +2.21% |
Volatility
HRTX vs. SGMO - Volatility Comparison
Heron Therapeutics, Inc. (HRTX) has a higher volatility of 65.89% compared to Sangamo Therapeutics, Inc. (SGMO) at 44.87%. This indicates that HRTX's price experiences larger fluctuations and is considered to be riskier than SGMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRTX | SGMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 65.89% | 44.87% | +21.02% |
Volatility (6M)Calculated over the trailing 6-month period | 79.90% | 116.25% | -36.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.65% | 125.65% | -45.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.05% | 112.76% | -21.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.19% | 98.47% | -22.28% |
Dividends
HRTX vs. SGMO - Dividend Comparison
Neither HRTX nor SGMO has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HRTX and SGMO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRTX has higher volatility (65.89%) compared to SGMO (44.87%). In terms of maximum drawdown, HRTX dropped -99.96% vs SGMO's -99.80%.
SGMO currently has the higher Sharpe Ratio (-0.46 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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