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

Correlation

The correlation between OM and SGMO is 0.25, 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.


-0.50.00.51.00.2

Performance

OM vs. SGMO - Performance Comparison

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

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-98.32%
-77.98%
OM
SGMO

Key characteristics

Sharpe Ratio

OM:

-0.64

SGMO:

3.29

Sortino Ratio

OM:

-0.74

SGMO:

3.66

Omega Ratio

OM:

0.90

SGMO:

1.42

Calmar Ratio

OM:

-0.84

SGMO:

5.18

Martin Ratio

OM:

-1.29

SGMO:

11.81

Ulcer Index

OM:

64.56%

SGMO:

43.60%

Daily Std Dev

OM:

129.32%

SGMO:

156.41%

Max Drawdown

OM:

-99.30%

SGMO:

-99.40%

Current Drawdown

OM:

-98.41%

SGMO:

-95.26%

Fundamentals

Market Cap

OM:

$53.07M

SGMO:

$563.24M

EPS

OM:

-$2.74

SGMO:

-$1.24

Total Revenue (TTM)

OM:

$114.73M

SGMO:

$52.29M

Gross Profit (TTM)

OM:

$35.53M

SGMO:

$44.21M

EBITDA (TTM)

OM:

-$114.49M

SGMO:

-$125.31M

Returns By Period

In the year-to-date period, OM achieves a -81.15% return, which is significantly lower than SGMO's 332.54% return.


OM

YTD

-81.15%

1M

46.07%

6M

-71.98%

1Y

-83.36%

5Y*

N/A

10Y*

N/A

SGMO

YTD

332.54%

1M

23.68%

6M

457.93%

1Y

492.84%

5Y*

-22.58%

10Y*

-17.15%

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Risk-Adjusted Performance

OM vs. SGMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Outset Medical, Inc. (OM) 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 OM, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.643.29
The chart of Sortino ratio for OM, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.743.66
The chart of Omega ratio for OM, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.42
The chart of Calmar ratio for OM, currently valued at -0.84, compared to the broader market0.002.004.006.00-0.845.24
The chart of Martin ratio for OM, currently valued at -1.29, compared to the broader market0.0010.0020.00-1.2911.81
OM
SGMO

The current OM Sharpe Ratio is -0.64, which is lower than the SGMO Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of OM 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.64
3.29
OM
SGMO

Dividends

OM vs. SGMO - Dividend Comparison

Neither OM nor SGMO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OM vs. SGMO - Drawdown Comparison

The maximum OM drawdown since its inception was -99.30%, roughly equal to the maximum SGMO drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for OM and SGMO. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-98.41%
-87.07%
OM
SGMO

Volatility

OM vs. SGMO - Volatility Comparison

The current volatility for Outset Medical, Inc. (OM) is 34.76%, while Sangamo Therapeutics, Inc. (SGMO) has a volatility of 39.25%. This indicates that OM 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%120.00%JulyAugustSeptemberOctoberNovemberDecember
34.76%
39.25%
OM
SGMO

Financials

OM vs. SGMO - Financials Comparison

This section allows you to compare key financial metrics between Outset Medical, 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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