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MRNA vs. DNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRNA and DNA is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MRNA vs. DNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moderna, Inc. (MRNA) and Ginkgo Bioworks Holdings, Inc. (DNA). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-83.19%
-98.06%
MRNA
DNA

Key characteristics

Sharpe Ratio

MRNA:

-1.08

DNA:

-0.68

Sortino Ratio

MRNA:

-2.13

DNA:

-1.08

Omega Ratio

MRNA:

0.75

DNA:

0.89

Calmar Ratio

MRNA:

-0.79

DNA:

-0.78

Martin Ratio

MRNA:

-1.20

DNA:

-1.09

Ulcer Index

MRNA:

62.13%

DNA:

71.34%

Daily Std Dev

MRNA:

69.27%

DNA:

113.40%

Max Drawdown

MRNA:

-94.94%

DNA:

-99.10%

Current Drawdown

MRNA:

-94.38%

DNA:

-98.69%

Fundamentals

Market Cap

MRNA:

$10.59B

DNA:

$456.72M

EPS

MRNA:

-$9.28

DNA:

-$10.54

PS Ratio

MRNA:

3.27

DNA:

2.01

PB Ratio

MRNA:

0.94

DNA:

0.64

Total Revenue (TTM)

MRNA:

$3.06B

DNA:

$189.10M

Gross Profit (TTM)

MRNA:

$1.65B

DNA:

$138.44M

EBITDA (TTM)

MRNA:

-$2.27B

DNA:

-$316.36M

Returns By Period

In the year-to-date period, MRNA achieves a -34.54% return, which is significantly lower than DNA's -20.16% return.


MRNA

YTD

-34.54%

1M

-13.53%

6M

-48.73%

1Y

-74.36%

5Y*

-11.65%

10Y*

N/A

DNA

YTD

-20.16%

1M

17.89%

6M

-3.92%

1Y

-74.80%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MRNA vs. DNA — Risk-Adjusted Performance Rank

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

MRNA
The Risk-Adjusted Performance Rank of MRNA is 77
Overall Rank
The Sharpe Ratio Rank of MRNA is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNA is 22
Sortino Ratio Rank
The Omega Ratio Rank of MRNA is 33
Omega Ratio Rank
The Calmar Ratio Rank of MRNA is 66
Calmar Ratio Rank
The Martin Ratio Rank of MRNA is 1919
Martin Ratio Rank

DNA
The Risk-Adjusted Performance Rank of DNA is 1515
Overall Rank
The Sharpe Ratio Rank of DNA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DNA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DNA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DNA is 66
Calmar Ratio Rank
The Martin Ratio Rank of DNA is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRNA vs. DNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Moderna, Inc. (MRNA) and Ginkgo Bioworks Holdings, Inc. (DNA). 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.


The chart of Sharpe ratio for MRNA, currently valued at -1.08, compared to the broader market-2.00-1.000.001.002.003.00
MRNA: -1.08
DNA: -0.68
The chart of Sortino ratio for MRNA, currently valued at -2.13, compared to the broader market-6.00-4.00-2.000.002.004.00
MRNA: -2.13
DNA: -1.08
The chart of Omega ratio for MRNA, currently valued at 0.75, compared to the broader market0.501.001.502.00
MRNA: 0.75
DNA: 0.89
The chart of Calmar ratio for MRNA, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.00
MRNA: -0.79
DNA: -0.78
The chart of Martin ratio for MRNA, currently valued at -1.20, compared to the broader market-5.000.005.0010.0015.0020.00
MRNA: -1.20
DNA: -1.09

The current MRNA Sharpe Ratio is -1.08, which is lower than the DNA Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of MRNA and DNA, 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-1.20-1.00-0.80-0.60-0.40NovemberDecember2025FebruaryMarchApril
-1.08
-0.68
MRNA
DNA

Dividends

MRNA vs. DNA - Dividend Comparison

Neither MRNA nor DNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRNA vs. DNA - Drawdown Comparison

The maximum MRNA drawdown since its inception was -94.94%, roughly equal to the maximum DNA drawdown of -99.10%. Use the drawdown chart below to compare losses from any high point for MRNA and DNA. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%NovemberDecember2025FebruaryMarchApril
-94.38%
-98.69%
MRNA
DNA

Volatility

MRNA vs. DNA - Volatility Comparison

The current volatility for Moderna, Inc. (MRNA) is 21.32%, while Ginkgo Bioworks Holdings, Inc. (DNA) has a volatility of 32.07%. This indicates that MRNA experiences smaller price fluctuations and is considered to be less risky than DNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
21.32%
32.07%
MRNA
DNA

Financials

MRNA vs. DNA - Financials Comparison

This section allows you to compare key financial metrics between Moderna, Inc. and Ginkgo Bioworks Holdings, 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