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

Correlation

The correlation between SAGE and HALO is 0.41, 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

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.

-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.72%
-6.81%
SAGE
HALO

Key characteristics

Sharpe Ratio

SAGE:

-0.93

HALO:

1.47

Sortino Ratio

SAGE:

-1.66

HALO:

2.03

Omega Ratio

SAGE:

0.79

HALO:

1.32

Calmar Ratio

SAGE:

-0.71

HALO:

1.50

Martin Ratio

SAGE:

-1.19

HALO:

4.69

Ulcer Index

SAGE:

58.45%

HALO:

12.62%

Daily Std Dev

SAGE:

74.83%

HALO:

40.16%

Max Drawdown

SAGE:

-97.51%

HALO:

-74.26%

Current Drawdown

SAGE:

-96.28%

HALO:

-10.84%

Fundamentals

Market Cap

SAGE:

$432.83M

HALO:

$7.11B

EPS

SAGE:

-$6.59

HALO:

$3.43

PEG Ratio

SAGE:

0.74

HALO:

-2.50

Total Revenue (TTM)

SAGE:

$41.24M

HALO:

$1.02B

Gross Profit (TTM)

SAGE:

$31.80M

HALO:

$820.38M

EBITDA (TTM)

SAGE:

-$409.74M

HALO:

$646.55M

Returns By Period

In the year-to-date period, SAGE achieves a 31.68% return, which is significantly higher than HALO's 20.14% return. Over the past 10 years, SAGE has underperformed HALO with an annualized return of -16.44%, while HALO has yielded a comparatively higher 14.02% annualized return.


SAGE

YTD

31.68%

1M

3.03%

6M

-12.70%

1Y

-67.79%

5Y*

-36.64%

10Y*

-16.44%

HALO

YTD

20.14%

1M

2.68%

6M

-6.81%

1Y

49.74%

5Y*

21.42%

10Y*

14.02%

*Annualized

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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 77
Overall Rank
The Sharpe Ratio Rank of SAGE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SAGE is 44
Sortino Ratio Rank
The Omega Ratio Rank of SAGE is 55
Omega Ratio Rank
The Calmar Ratio Rank of SAGE is 88
Calmar Ratio Rank
The Martin Ratio Rank of SAGE is 1616
Martin Ratio Rank

HALO
The Risk-Adjusted Performance Rank of HALO is 8383
Overall Rank
The Sharpe Ratio Rank of HALO is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HALO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of HALO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of HALO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of HALO is 7979
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.


Sharpe ratio
The chart of Sharpe ratio for SAGE, currently valued at -0.93, compared to the broader market-2.000.002.00-0.931.47
The chart of Sortino ratio for SAGE, currently valued at -1.66, compared to the broader market-4.00-2.000.002.004.006.00-1.662.03
The chart of Omega ratio for SAGE, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.32
The chart of Calmar ratio for SAGE, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.711.50
The chart of Martin ratio for SAGE, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.194.69
SAGE
HALO

The current SAGE Sharpe Ratio is -0.93, which is lower than the HALO Sharpe Ratio of 1.47. 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.93
1.47
SAGE
HALO

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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-96.28%
-10.84%
SAGE
HALO

Volatility

SAGE vs. HALO - Volatility Comparison

Sage Therapeutics, Inc. (SAGE) has a higher volatility of 6.13% compared to Halozyme Therapeutics, Inc. (HALO) at 3.65%. This indicates that SAGE's price experiences larger fluctuations and is considered to be riskier than HALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
6.13%
3.65%
SAGE
HALO

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


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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