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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 -22.65% return, which is significantly lower than DTIL's 67.07% return.


MREO

1D
-0.83%
1M
15.81%
YTD
-22.65%
6M
-85.93%
1Y
-88.24%
3Y*
-37.18%
5Y*
-37.01%
10Y*

DTIL

1D
-1.84%
1M
-3.87%
YTD
67.07%
6M
60.88%
1Y
53.42%
3Y*
-26.16%
5Y*
-54.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MREO vs. DTIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MREO
Mereo BioPharma Group plc
-22.65%-88.09%51.52%208.00%-53.12%-55.31%9.15%-31.95%
DTIL
Precision BioSciences, Inc.
67.07%9.19%-65.21%-69.33%-83.92%-11.27%-39.96%2.28%

Correlation

The correlation between MREO and DTIL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

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

0.21

Fundamentals

Market Cap

MREO:

$51.68M

DTIL:

$171.21M

EPS

MREO:

-$0.22

DTIL:

-$2.95

PS Ratio

MREO:

103.08

DTIL:

2.33

PB Ratio

MREO:

1.52

DTIL:

2.25

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

MREO
MREO Risk / Return Rank: 1414
Overall Rank
MREO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MREO Sortino Ratio Rank: 2323
Sortino Ratio Rank
MREO Omega Ratio Rank: 1919
Omega Ratio Rank
MREO Calmar Ratio Rank: 33
Calmar Ratio Rank
MREO Martin Ratio Rank: 1010
Martin Ratio Rank

DTIL
DTIL Risk / Return Rank: 6464
Overall Rank
DTIL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DTIL Sortino Ratio Rank: 6666
Sortino Ratio Rank
DTIL Omega Ratio Rank: 6363
Omega Ratio Rank
DTIL Calmar Ratio Rank: 6262
Calmar Ratio Rank
DTIL Martin Ratio Rank: 6060
Martin Ratio Rank
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.

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

-1.44

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

0.93

1.17

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.96

0.92

-1.88

Martin ratioReturn relative to average drawdown

-1.34

1.76

-3.10

MREO vs. DTIL - Sharpe Ratio Comparison

The current MREO Sharpe Ratio is -0.66, which is lower than the DTIL Sharpe Ratio of 0.78. 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

-91.93%

-58.54%

-33.39%

Max Drawdown (3Y)

Largest decline over 3 years

-95.13%

-82.84%

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-95.13%

-99.16%

+4.03%

Current Drawdown

Current decline from peak

-95.04%

-98.82%

+3.78%

Average Drawdown

Average peak-to-trough decline

-66.07%

-77.77%

+11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.86%

30.47%

+35.39%

Volatility

MREO vs. DTIL - Volatility Comparison

Mereo BioPharma Group plc (MREO) has a higher volatility of 26.80% compared to Precision BioSciences, Inc. (DTIL) at 20.75%. This indicates that MREO's price experiences larger fluctuations and is considered to be riskier than DTIL based on this measure. 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

26.80%

20.75%

+6.05%

Volatility (6M)

Calculated over the trailing 6-month period

223.88%

50.13%

+173.75%

Volatility (1Y)

Calculated over the trailing 1-year period

133.80%

68.75%

+65.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.55%

79.52%

+21.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.03%

84.69%

+29.34%

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


0.0010.00M20.00M30.00M40.00M50.00M60.00M70.00M202220232024202520260
10.84M
(MREO) Total Revenue
(DTIL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MREO and DTIL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MREO has higher volatility (26.80%) compared to DTIL (20.75%). In terms of maximum drawdown, MREO dropped -96.35% vs DTIL's -99.39%.

DTIL currently has the higher Sharpe Ratio (0.78 vs -0.66), 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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