Correlation
The correlation between SAGE and HALO 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.
SAGE vs. HALO
Compare and contrast key facts about Sage Therapeutics, Inc. (SAGE) and Halozyme Therapeutics, Inc. (HALO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAGE or HALO.
Performance
SAGE vs. HALO - Performance Comparison
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Key characteristics
SAGE:
-0.62
HALO:
0.58
SAGE:
-0.74
HALO:
1.07
SAGE:
0.91
HALO:
1.19
SAGE:
-0.47
HALO:
0.89
SAGE:
-1.07
HALO:
2.15
SAGE:
42.73%
HALO:
14.00%
SAGE:
70.91%
HALO:
51.35%
SAGE:
-97.51%
HALO:
-74.26%
SAGE:
-96.64%
HALO:
-20.06%
Fundamentals
SAGE:
$404.53M
HALO:
$6.91B
SAGE:
-$5.80
HALO:
$3.76
SAGE:
0.74
HALO:
-2.50
SAGE:
8.53
HALO:
6.37
SAGE:
0.99
HALO:
14.31
SAGE:
$47.40M
HALO:
$1.08B
SAGE:
$38.58M
HALO:
$887.05M
SAGE:
-$359.86M
HALO:
$699.60M
Returns By Period
In the year-to-date period, SAGE achieves a 18.97% return, which is significantly higher than HALO's 17.28% return. Over the past 10 years, SAGE has underperformed HALO with an annualized return of -21.62%, while HALO has yielded a comparatively higher 12.04% annualized return.
SAGE
18.97%
-11.51%
18.10%
-41.85%
-40.88%
-28.97%
-21.62%
HALO
17.28%
-8.37%
16.33%
26.60%
6.84%
18.23%
12.04%
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Risk-Adjusted Performance
SAGE vs. HALO — Risk-Adjusted Performance Rank
SAGE
HALO
SAGE vs. HALO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sage Therapeutics, Inc. (SAGE) and Halozyme Therapeutics, Inc. (HALO). 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.
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Dividends
SAGE vs. HALO - Dividend Comparison
Neither SAGE nor HALO has paid dividends to shareholders.
Drawdowns
SAGE vs. HALO - Drawdown Comparison
The maximum SAGE drawdown since its inception was -97.51%, which is greater than HALO's maximum drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for SAGE and HALO.
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Volatility
SAGE vs. HALO - Volatility Comparison
The current volatility for Sage Therapeutics, Inc. (SAGE) is 11.78%, while Halozyme Therapeutics, Inc. (HALO) has a volatility of 35.23%. This indicates that SAGE experiences smaller price fluctuations and is considered to be less risky than HALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
SAGE vs. HALO - Financials Comparison
This section allows you to compare key financial metrics between Sage Therapeutics, Inc. and Halozyme 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.
Total Revenue: Total amount of money received from sales and other business activities