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MRSN vs. SGMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRSN and SGMO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-100.00%0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
-75.34%
105.33%
MRSN
SGMO

Key characteristics

Sharpe Ratio

MRSN:

-0.76

SGMO:

1.01

Sortino Ratio

MRSN:

-1.24

SGMO:

2.41

Omega Ratio

MRSN:

0.84

SGMO:

1.32

Calmar Ratio

MRSN:

-0.82

SGMO:

1.67

Martin Ratio

MRSN:

-1.37

SGMO:

3.66

Ulcer Index

MRSN:

58.65%

SGMO:

45.42%

Daily Std Dev

MRSN:

106.44%

SGMO:

165.17%

Max Drawdown

MRSN:

-98.09%

SGMO:

-99.40%

Current Drawdown

MRSN:

-98.09%

SGMO:

-97.68%

Fundamentals

Market Cap

MRSN:

$65.16M

SGMO:

$563.24M

EPS

MRSN:

-$0.60

SGMO:

-$1.24

PEG Ratio

MRSN:

0.00

SGMO:

0.00

Total Revenue (TTM)

MRSN:

$24.14M

SGMO:

$50.25M

Gross Profit (TTM)

MRSN:

$6.47M

SGMO:

$45.15M

EBITDA (TTM)

MRSN:

-$52.43M

SGMO:

-$67.72M

Returns By Period

In the year-to-date period, MRSN achieves a -63.11% return, which is significantly lower than SGMO's 12.75% return.


MRSN

YTD

-63.11%

1M

-65.52%

6M

-75.35%

1Y

-82.98%

5Y*

-41.19%

10Y*

N/A

SGMO

YTD

12.75%

1M

-51.88%

6M

105.36%

1Y

153.19%

5Y*

-31.38%

10Y*

-21.82%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MRSN vs. SGMO — Risk-Adjusted Performance Rank

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

MRSN
The Risk-Adjusted Performance Rank of MRSN is 77
Overall Rank
The Sharpe Ratio Rank of MRSN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of MRSN is 77
Sortino Ratio Rank
The Omega Ratio Rank of MRSN is 77
Omega Ratio Rank
The Calmar Ratio Rank of MRSN is 44
Calmar Ratio Rank
The Martin Ratio Rank of MRSN is 88
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 8282
Overall Rank
The Sharpe Ratio Rank of SGMO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 7676
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.

MRSN vs. SGMO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MRSN, currently valued at -0.76, compared to the broader market-2.000.002.004.00-0.761.01
The chart of Sortino ratio for MRSN, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.006.00-1.242.41
The chart of Omega ratio for MRSN, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.32
The chart of Calmar ratio for MRSN, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.821.68
The chart of Martin ratio for MRSN, currently valued at -1.37, compared to the broader market0.0010.0020.0030.00-1.373.66
MRSN
SGMO

The current MRSN Sharpe Ratio is -0.76, which is lower than the SGMO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MRSN and SGMO, 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-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.76
1.01
MRSN
SGMO

Dividends

MRSN vs. SGMO - Dividend Comparison

Neither MRSN nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRSN vs. SGMO - Drawdown Comparison

The maximum MRSN drawdown since its inception was -98.09%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for MRSN and SGMO. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%AugustSeptemberOctoberNovemberDecember2025
-98.09%
-95.64%
MRSN
SGMO

Volatility

MRSN vs. SGMO - Volatility Comparison

The current volatility for Mersana Therapeutics, Inc. (MRSN) is 61.86%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 88.59%. This indicates that MRSN experiences smaller price fluctuations and is considered to be less risky than SGMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
61.86%
88.59%
MRSN
SGMO

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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