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SAGE vs. HALO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


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.

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Key characteristics

Sharpe Ratio

SAGE:

-0.62

HALO:

0.58

Sortino Ratio

SAGE:

-0.74

HALO:

1.07

Omega Ratio

SAGE:

0.91

HALO:

1.19

Calmar Ratio

SAGE:

-0.47

HALO:

0.89

Martin Ratio

SAGE:

-1.07

HALO:

2.15

Ulcer Index

SAGE:

42.73%

HALO:

14.00%

Daily Std Dev

SAGE:

70.91%

HALO:

51.35%

Max Drawdown

SAGE:

-97.51%

HALO:

-74.26%

Current Drawdown

SAGE:

-96.64%

HALO:

-20.06%

Fundamentals

Market Cap

SAGE:

$404.53M

HALO:

$6.91B

EPS

SAGE:

-$5.80

HALO:

$3.76

PEG Ratio

SAGE:

0.74

HALO:

-2.50

PS Ratio

SAGE:

8.53

HALO:

6.37

PB Ratio

SAGE:

0.99

HALO:

14.31

Total Revenue (TTM)

SAGE:

$47.40M

HALO:

$1.08B

Gross Profit (TTM)

SAGE:

$38.58M

HALO:

$887.05M

EBITDA (TTM)

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

YTD

18.97%

1M

-11.51%

6M

18.10%

1Y

-41.85%

3Y*

-40.88%

5Y*

-28.97%

10Y*

-21.62%

HALO

YTD

17.28%

1M

-8.37%

6M

16.33%

1Y

26.60%

3Y*

6.84%

5Y*

18.23%

10Y*

12.04%

*Annualized

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Sage Therapeutics, Inc.

Halozyme Therapeutics, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SAGE vs. HALO — Risk-Adjusted Performance Rank

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

SAGE
The Risk-Adjusted Performance Rank of SAGE is 1919
Overall Rank
The Sharpe Ratio Rank of SAGE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SAGE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SAGE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SAGE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SAGE is 2323
Martin Ratio Rank

HALO
The Risk-Adjusted Performance Rank of HALO is 7474
Overall Rank
The Sharpe Ratio Rank of HALO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HALO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of HALO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of HALO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HALO is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SAGE Sharpe Ratio is -0.62, which is lower than the HALO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SAGE and HALO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SAGE vs. HALO - Dividend Comparison

Neither SAGE nor HALO has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
14.06M
264.86M
(SAGE) Total Revenue
(HALO) Total Revenue
Values in USD except per share items