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PACB vs. CRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PACB vs. CRSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Biosciences of California, Inc. (PACB) and CRISPR Therapeutics AG (CRSP). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-5.37%
-16.20%
PACB
CRSP

Returns By Period

In the year-to-date period, PACB achieves a -81.96% return, which is significantly lower than CRSP's -26.05% return.


PACB

YTD

-81.96%

1M

-1.67%

6M

-8.76%

1Y

-78.83%

5Y (annualized)

-19.34%

10Y (annualized)

-12.83%

CRSP

YTD

-26.05%

1M

-3.64%

6M

-16.94%

1Y

-34.33%

5Y (annualized)

-5.75%

10Y (annualized)

N/A

Fundamentals


PACBCRSP
Market Cap$471.05M$4.01B
EPS-$1.46-$2.79
PEG Ratio-0.17-0.21
Total Revenue (TTM)$173.15M$201.62M
Gross Profit (TTM)$31.38M$61.70M
EBITDA (TTM)-$338.64M-$317.82M

Key characteristics


PACBCRSP
Sharpe Ratio-0.67-0.62
Sortino Ratio-0.94-0.72
Omega Ratio0.880.92
Calmar Ratio-0.81-0.40
Martin Ratio-1.12-0.93
Ulcer Index70.28%34.02%
Daily Std Dev116.73%50.83%
Max Drawdown-97.65%-81.61%
Current Drawdown-96.54%-77.96%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.4

The correlation between PACB and CRSP is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

PACB vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Biosciences of California, Inc. (PACB) and CRISPR Therapeutics AG (CRSP). 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 PACB, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.67-0.62
The chart of Sortino ratio for PACB, currently valued at -0.94, compared to the broader market-4.00-2.000.002.004.00-0.94-0.72
The chart of Omega ratio for PACB, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.92
The chart of Calmar ratio for PACB, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.81-0.40
The chart of Martin ratio for PACB, currently valued at -1.12, compared to the broader market0.0010.0020.0030.00-1.12-0.93
PACB
CRSP

The current PACB Sharpe Ratio is -0.67, which is comparable to the CRSP Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of PACB and CRSP, 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.67
-0.62
PACB
CRSP

Dividends

PACB vs. CRSP - Dividend Comparison

Neither PACB nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PACB vs. CRSP - Drawdown Comparison

The maximum PACB drawdown since its inception was -97.65%, which is greater than CRSP's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for PACB and CRSP. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JuneJulyAugustSeptemberOctoberNovember
-96.54%
-77.96%
PACB
CRSP

Volatility

PACB vs. CRSP - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 33.77% compared to CRISPR Therapeutics AG (CRSP) at 17.50%. This indicates that PACB's price experiences larger fluctuations and is considered to be riskier than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
33.77%
17.50%
PACB
CRSP

Financials

PACB vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between Pacific Biosciences of California, Inc. and CRISPR Therapeutics AG. 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