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RARE vs. SANA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RARE and SANA 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.


-0.50.00.51.00.4

Performance

RARE vs. SANA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ultragenyx Pharmaceutical Inc. (RARE) and Sana Biotechnology, Inc. (SANA). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
7.95%
-66.64%
RARE
SANA

Key characteristics

Sharpe Ratio

RARE:

-0.19

SANA:

-0.62

Sortino Ratio

RARE:

0.00

SANA:

-0.72

Omega Ratio

RARE:

1.00

SANA:

0.92

Calmar Ratio

RARE:

-0.10

SANA:

-0.62

Martin Ratio

RARE:

-0.51

SANA:

-1.25

Ulcer Index

RARE:

15.49%

SANA:

48.10%

Daily Std Dev

RARE:

41.00%

SANA:

96.54%

Max Drawdown

RARE:

-82.11%

SANA:

-96.32%

Current Drawdown

RARE:

-75.34%

SANA:

-95.98%

Fundamentals

Market Cap

RARE:

$4.15B

SANA:

$426.44M

EPS

RARE:

-$6.35

SANA:

-$1.40

Total Revenue (TTM)

RARE:

$522.75M

SANA:

$0.00

Gross Profit (TTM)

RARE:

$433.15M

SANA:

-$15.18M

EBITDA (TTM)

RARE:

-$461.55M

SANA:

-$288.41M

Returns By Period

In the year-to-date period, RARE achieves a -8.51% return, which is significantly higher than SANA's -57.11% return.


RARE

YTD

-8.51%

1M

-7.39%

6M

9.79%

1Y

-7.89%

5Y*

-0.67%

10Y*

-0.07%

SANA

YTD

-57.11%

1M

-32.95%

6M

-67.71%

1Y

-59.95%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

RARE vs. SANA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ultragenyx Pharmaceutical Inc. (RARE) and Sana Biotechnology, Inc. (SANA). 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 RARE, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.19-0.62
The chart of Sortino ratio for RARE, currently valued at 0.00, compared to the broader market-4.00-2.000.002.004.000.00-0.72
The chart of Omega ratio for RARE, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.92
The chart of Calmar ratio for RARE, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.62
The chart of Martin ratio for RARE, currently valued at -0.51, compared to the broader market0.0010.0020.00-0.51-1.25
RARE
SANA

The current RARE Sharpe Ratio is -0.19, which is higher than the SANA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of RARE and SANA, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.19
-0.62
RARE
SANA

Dividends

RARE vs. SANA - Dividend Comparison

Neither RARE nor SANA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RARE vs. SANA - Drawdown Comparison

The maximum RARE drawdown since its inception was -82.11%, smaller than the maximum SANA drawdown of -96.32%. Use the drawdown chart below to compare losses from any high point for RARE and SANA. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-73.92%
-95.98%
RARE
SANA

Volatility

RARE vs. SANA - Volatility Comparison

The current volatility for Ultragenyx Pharmaceutical Inc. (RARE) is 8.87%, while Sana Biotechnology, Inc. (SANA) has a volatility of 34.19%. This indicates that RARE experiences smaller price fluctuations and is considered to be less risky than SANA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
34.19%
RARE
SANA

Financials

RARE vs. SANA - Financials Comparison

This section allows you to compare key financial metrics between Ultragenyx Pharmaceutical Inc. and Sana Biotechnology, 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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