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

Performance

PACB vs. EDIT - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-5.36%
-57.90%
PACB
EDIT

Returns By Period

In the year-to-date period, PACB achieves a -81.96% return, which is significantly lower than EDIT's -76.60% return.


PACB

YTD

-81.96%

1M

-1.67%

6M

-8.76%

1Y

-78.83%

5Y (annualized)

-19.34%

10Y (annualized)

-12.83%

EDIT

YTD

-76.60%

1M

-27.96%

6M

-59.35%

1Y

-77.41%

5Y (annualized)

-37.32%

10Y (annualized)

N/A

Fundamentals


PACBEDIT
Market Cap$471.05M$204.72M
EPS-$1.46-$2.54
PEG Ratio-0.170.00
Total Revenue (TTM)$173.15M$61.76M
Gross Profit (TTM)$31.38M$55.86M
EBITDA (TTM)-$338.64M-$219.10M

Key characteristics


PACBEDIT
Sharpe Ratio-0.67-1.10
Sortino Ratio-0.94-2.46
Omega Ratio0.880.75
Calmar Ratio-0.81-0.79
Martin Ratio-1.12-1.52
Ulcer Index70.28%50.25%
Daily Std Dev116.73%69.84%
Max Drawdown-97.65%-97.38%
Current Drawdown-96.54%-97.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between PACB and EDIT is 0.43, 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. EDIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Biosciences of California, Inc. (PACB) and Editas Medicine, Inc. (EDIT). 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-4.00-2.000.002.004.00-0.67-1.10
The chart of Sortino ratio for PACB, currently valued at -0.94, compared to the broader market-4.00-2.000.002.004.00-0.94-2.46
The chart of Omega ratio for PACB, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.75
The chart of Calmar ratio for PACB, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.81-0.79
The chart of Martin ratio for PACB, currently valued at -1.12, compared to the broader market0.0010.0020.0030.00-1.12-1.52
PACB
EDIT

The current PACB Sharpe Ratio is -0.67, which is higher than the EDIT Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of PACB and EDIT, 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-1.20-1.00-0.80-0.60-0.40JuneJulyAugustSeptemberOctoberNovember
-0.67
-1.10
PACB
EDIT

Dividends

PACB vs. EDIT - Dividend Comparison

Neither PACB nor EDIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PACB vs. EDIT - Drawdown Comparison

The maximum PACB drawdown since its inception was -97.65%, roughly equal to the maximum EDIT drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for PACB and EDIT. For additional features, visit the drawdowns tool.


-98.00%-97.00%-96.00%-95.00%-94.00%-93.00%JuneJulyAugustSeptemberOctoberNovember
-96.54%
-97.38%
PACB
EDIT

Volatility

PACB vs. EDIT - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 33.77% compared to Editas Medicine, Inc. (EDIT) at 18.19%. This indicates that PACB's price experiences larger fluctuations and is considered to be riskier than EDIT 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%
18.19%
PACB
EDIT

Financials

PACB vs. EDIT - Financials Comparison

This section allows you to compare key financial metrics between Pacific Biosciences of California, Inc. and Editas Medicine, 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