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MRSN vs. SGMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MRSN vs. SGMO - Performance Comparison

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

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Returns By Period


MRSN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRSN vs. SGMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRSN
Mersana Therapeutics, Inc.
0.52%-19.08%-38.36%-60.41%-5.79%-76.63%364.40%40.44%-75.17%17.36%
SGMO
Sangamo Therapeutics, Inc.
-49.85%-58.82%87.74%-82.70%-58.13%-51.94%86.44%-27.09%-30.00%81.22%

Correlation

The correlation between MRSN and SGMO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.25

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2017

0.35

Over the past year, the correlation between MRSN and SGMO has dropped to 0.11 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MRSN:

$145.02M

SGMO:

$82.07M

EPS

MRSN:

-$14.05

SGMO:

-$0.38

PS Ratio

MRSN:

4.37

SGMO:

1.96

Total Revenue (TTM)

MRSN:

$33.18M

SGMO:

$34.56M

Gross Profit (TTM)

MRSN:

$32.89M

SGMO:

$25.51M

EBITDA (TTM)

MRSN:

-$66.25M

SGMO:

-$106.29M

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Return for Risk

MRSN vs. SGMO — Risk / Return Rank

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

MRSN

SGMO
SGMO Risk / Return Rank: 2222
Overall Rank
SGMO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SGMO Sortino Ratio Rank: 3030
Sortino Ratio Rank
SGMO Omega Ratio Rank: 3030
Omega Ratio Rank
SGMO Calmar Ratio Rank: 1717
Calmar Ratio Rank
SGMO Martin Ratio Rank: 1010
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.

MRSN vs. SGMO - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MRSN vs. SGMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRSNSGMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

Drawdowns

MRSN vs. SGMO - Drawdown Comparison


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Drawdown Indicators


MRSNSGMODifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

Max Drawdown (1Y)

Largest decline over 1 year

-86.32%

Max Drawdown (3Y)

Largest decline over 3 years

-96.48%

Max Drawdown (5Y)

Largest decline over 5 years

-99.17%

Max Drawdown (10Y)

Largest decline over 10 years

-99.62%

Current Drawdown

Current decline from peak

-99.58%

Average Drawdown

Average peak-to-trough decline

-84.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.24%

Volatility

MRSN vs. SGMO - Volatility Comparison


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Volatility by Period


MRSNSGMODifference

Volatility (1M)

Calculated over the trailing 1-month period

44.87%

Volatility (6M)

Calculated over the trailing 6-month period

116.25%

Volatility (1Y)

Calculated over the trailing 1-year period

125.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.47%

Dividends

MRSN vs. SGMO - Dividend Comparison

Neither MRSN nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MRSN vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Mersana 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


0.0050.00M100.00M150.00M20222023202420252026
11.01M
1.44M
(MRSN) Total Revenue
(SGMO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MRSN and SGMO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MRSN and SGMO

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