SAGE vs. HALO

Last updated Jun 4, 2026

SAGE (Sage Therapeutics, Inc.) and HALO (Halozyme Therapeutics, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. At a 0.39 correlation, their price movements are largely independent.

Performance

SAGE vs. HALO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sage Therapeutics, Inc. (SAGE) and Halozyme Therapeutics, Inc. (HALO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SAGE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HALO

• 1D: 5.34%
• 1M: 8.13%
• YTD: 3.74%
• 6M: 7.98%
• 1Y: 30.97%
• 3Y*: 27.65%
• 5Y*: 12.08%
• 10Y*: 21.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAGE vs. HALO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAGE Sage Therapeutics, Inc.	0.00%	59.85%	-74.94%	-43.18%	-10.34%	-50.83%	19.84%	-24.64%	-41.84%	222.58%
HALO Halozyme Therapeutics, Inc.	3.74%	40.77%	29.36%	-35.04%	41.51%	-5.85%	140.89%	21.19%	-27.79%	105.06%

Correlation

The correlation between SAGE and HALO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jul 21, 2014	0.39

The correlation between SAGE and HALO shifts across timeframes, from -0.12 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SAGE : $543.46M HALO : $8.58B
EPS SAGE : -$4.81 HALO : $2.87
PS Ratio SAGE : 7.72 HALO : 5.64
PB Ratio SAGE : 1.47 HALO : 39.06
Total Revenue (TTM) SAGE : $70.41M HALO : $1.51B
Gross Profit (TTM) SAGE : $63.04M HALO : $1.23B
EBITDA (TTM) SAGE : -$302.71M HALO : $980.05M

Return for Risk

SAGE vs. HALO — Risk / Return Rank

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

HALO

HALO Risk / Return Rank: 66
HALO Sharpe Ratio Rank: 72
HALO Sortino Ratio Rank: 66
HALO Omega Ratio Rank: 64
HALO Calmar Ratio Rank: 65
HALO Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAGE vs. HALO - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SAGE	HALO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.23	—

Drawdowns

Drawdown Indicators

	SAGE	HALO	Difference
Max Drawdown Largest peak-to-trough decline	—	-74.26%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-24.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-33.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-49.06%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-49.06%	—
Current Drawdown Current decline from peak	—	-14.05%	—
Average Drawdown Average peak-to-trough decline	—	-31.91%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.55%	—

Volatility

Volatility by Period

	SAGE	HALO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.55%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.29%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	30.34%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	39.53%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	42.91%	—

Dividends

SAGE vs. HALO - Dividend Comparison

Neither SAGE nor HALO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SAGE and HALO in my portfolio?

SAGE and HALO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.