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

Correlation

The correlation between OM and SGMO is 0.34, 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.


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.

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Key characteristics

Sharpe Ratio

OM:

-0.47

SGMO:

0.22

Sortino Ratio

OM:

-0.17

SGMO:

1.65

Omega Ratio

OM:

0.98

SGMO:

1.22

Calmar Ratio

OM:

-0.74

SGMO:

0.49

Martin Ratio

OM:

-1.00

SGMO:

1.09

Ulcer Index

OM:

73.43%

SGMO:

44.47%

Daily Std Dev

OM:

138.36%

SGMO:

150.08%

Max Drawdown

OM:

-99.30%

SGMO:

-99.40%

Current Drawdown

OM:

-98.30%

SGMO:

-98.50%

Fundamentals

Market Cap

OM:

$271.15M

SGMO:

$160.48M

EPS

OM:

-$36.90

SGMO:

-$0.49

PS Ratio

OM:

2.39

SGMO:

2.78

PB Ratio

OM:

7.76

SGMO:

7.05

Total Revenue (TTM)

OM:

$85.52M

SGMO:

$57.32M

Gross Profit (TTM)

OM:

$30.35M

SGMO:

$52.61M

EBITDA (TTM)

OM:

-$66.92M

SGMO:

-$46.71M

Returns By Period

In the year-to-date period, OM achieves a -2.16% return, which is significantly higher than SGMO's -26.78% return.


OM

YTD

-2.16%

1M

60.33%

6M

27.29%

1Y

-64.63%

5Y*

N/A

10Y*

N/A

SGMO

YTD

-26.78%

1M

3.94%

6M

-72.34%

1Y

33.02%

5Y*

-40.12%

10Y*

-24.00%

*Annualized

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Risk-Adjusted Performance

OM vs. SGMO — Risk-Adjusted Performance Rank

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

OM
The Risk-Adjusted Performance Rank of OM is 2323
Overall Rank
The Sharpe Ratio Rank of OM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of OM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of OM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of OM is 55
Calmar Ratio Rank
The Martin Ratio Rank of OM is 2424
Martin Ratio Rank

SGMO
The Risk-Adjusted Performance Rank of SGMO is 7171
Overall Rank
The Sharpe Ratio Rank of SGMO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 6464
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.

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.


The current OM Sharpe Ratio is -0.47, which is lower than the SGMO Sharpe Ratio of 0.22. 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.


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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.


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Volatility

OM vs. SGMO - Volatility Comparison

Outset Medical, Inc. (OM) has a higher volatility of 37.96% compared to Sangamo Therapeutics, Inc. (SGMO) at 28.57%. This indicates that OM's price experiences larger fluctuations and is considered to be riskier than SGMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0050.00M100.00M150.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
29.47M
7.55M
(OM) Total Revenue
(SGMO) Total Revenue
Values in USD except per share items