NGNE vs. WSM

In the year-to-date period, NGNE achieves a -25.59% return, which is significantly lower than WSM's -11.97% return. Over the past 10 years, NGNE has underperformed WSM with an annualized return of -20.12%, while WSM has yielded a comparatively higher 17.97% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) and Williams-Sonoma, Inc. (WSM). 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 current NGNE Sharpe Ratio is -0.38, which is lower than the WSM Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NGNE and WSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NGNE has not paid dividends to shareholders, while WSM's dividend yield for the trailing twelve months is around 1.47%.

The maximum NGNE drawdown since its inception was -98.34%, which is greater than WSM's maximum drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for NGNE and WSM.

Neurogene Inc (NGNE) has a higher volatility of 45.75% compared to Williams-Sonoma, Inc. (WSM) at 13.07%. This indicates that NGNE's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Neurogene Inc and Williams-Sonoma, 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.