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MREO vs. DTIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MREO vs. DTIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mereo BioPharma Group plc (MREO) and Precision BioSciences, Inc. (DTIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MREO achieves a -17.76% return, which is significantly lower than DTIL's 68.03% return.


MREO

1D
8.79%
1M
2.39%
6M
-22.11%
YTD
-17.76%
1Y
-79.36%
3Y*
-36.68%
5Y*
-33.17%
10Y*
ALL TIME*
-30.49%

DTIL

1D
-0.14%
1M
-14.55%
6M
76.52%
YTD
68.03%
1Y
51.30%
3Y*
-26.20%
5Y*
-52.72%
10Y*
ALL TIME*
-44.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.87M$3.83M$3.25M
$344.71K$338.89K$1.02M

MREO vs. DTIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MREO
Mereo BioPharma Group plc
-17.76%-88.09%51.52%208.00%-53.12%-55.31%9.15%-31.95%
DTIL
Precision BioSciences, Inc.
68.03%9.19%-65.21%-69.33%-83.92%-11.27%-39.96%2.28%

Correlation

The correlation between MREO and DTIL is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2019

0.22

Fundamentals

Market Cap

MREO:

$54.70M

DTIL:

$89.67M

EPS

MREO:

-$0.22

DTIL:

-$2.71

PS Ratio

MREO:

109.61

DTIL:

2.55

PB Ratio

MREO:

1.61

DTIL:

2.26

Total Revenue (TTM)

MREO:

$500.00K

DTIL:

$45.07M

Gross Profit (TTM)

MREO:

$366.00K

DTIL:

$32.19M

EBITDA (TTM)

MREO:

-$39.61M

DTIL:

-$30.02M

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Return for Risk

MREO vs. DTIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MREO
MREO Risk / Return Rank: 2121
Overall Rank
MREO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MREO Sortino Ratio Rank: 3434
Sortino Ratio Rank
MREO Omega Ratio Rank: 3434
Omega Ratio Rank
MREO Calmar Ratio Rank: 88
Calmar Ratio Rank
MREO Martin Ratio Rank: 1414
Martin Ratio Rank

DTIL
DTIL Risk / Return Rank: 6565
Overall Rank
DTIL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DTIL Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTIL Omega Ratio Rank: 6565
Omega Ratio Rank
DTIL Calmar Ratio Rank: 6363
Calmar Ratio Rank
DTIL Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MREO vs. DTIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mereo BioPharma Group plc (MREO) and Precision BioSciences, Inc. (DTIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MREODTILDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.00

1.16

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.89

0.81

-1.70

Martin ratioReturn relative to average drawdown

-1.22

1.54

-2.76

MREO vs. DTIL - Sharpe Ratio Comparison

The current MREO Sharpe Ratio is -0.63, which is lower than the DTIL Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of MREO and DTIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MREO vs. DTIL - Drawdown Comparison

The maximum MREO drawdown since its inception was -96.35%, roughly equal to the maximum DTIL drawdown of -99.39%. Use the drawdown chart below to compare losses from any high point for MREO and DTIL.


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Drawdown Indicators


MREODTILDifference

Max Drawdown

Largest peak-to-trough decline

-96.35%

-99.39%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-89.73%

-58.54%

-31.19%

Max Drawdown (3Y)

Largest decline over 3 years

-95.13%

-80.77%

-14.36%

Max Drawdown (5Y)

Largest decline over 5 years

-95.13%

-99.16%

+4.03%

Current Drawdown

Current decline from peak

-94.73%

-98.81%

+4.08%

Average Drawdown

Average peak-to-trough decline

-66.50%

-78.08%

+11.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.21%

30.79%

+34.42%

Volatility

MREO vs. DTIL - Volatility Comparison

Mereo BioPharma Group plc (MREO) and Precision BioSciences, Inc. (DTIL) have volatilities of 17.96% and 18.64%, 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.


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Volatility by Period


MREODTILDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.96%

18.64%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

55.25%

51.63%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

127.74%

69.90%

+57.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.61%

79.86%

+20.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.50%

84.47%

+29.03%

Dividends

MREO vs. DTIL - Dividend Comparison

Neither MREO nor DTIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MREO vs. DTIL - Financials Comparison

This section allows you to compare key financial metrics between Mereo BioPharma Group plc and Precision BioSciences, 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

Frequently Asked Questions


MREO and DTIL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTIL has higher volatility (18.64%) compared to MREO (17.96%). In terms of maximum drawdown, MREO dropped -96.35% vs DTIL's -99.39%.

DTIL currently has the higher Sharpe Ratio (0.68 vs -0.63), 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.

Portfolio Optimizer

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