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

Key characteristics


SANACABA
YTD Return-7.84%-82.38%
1Y Return6.52%-75.00%
3Y Return (Ann)-45.29%-32.54%
Sharpe Ratio0.23-0.82
Sortino Ratio1.08-1.31
Omega Ratio1.130.83
Calmar Ratio0.24-0.86
Martin Ratio0.58-1.36
Ulcer Index38.33%54.68%
Daily Std Dev95.00%91.03%
Max Drawdown-93.56%-96.63%
Current Drawdown-91.36%-84.24%

Fundamentals


SANACABA
Market Cap$814.23M$195.39M
EPS-$1.14-$2.05
Total Revenue (TTM)$0.00$4.01M
Gross Profit (TTM)-$15.18M$2.86M
EBITDA (TTM)-$219.77M-$80.30M

Correlation

-0.50.00.51.00.3

The correlation between SANA and CABA is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SANA vs. CABA - Performance Comparison

In the year-to-date period, SANA achieves a -7.84% return, which is significantly higher than CABA's -82.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.41%
-68.89%
SANA
CABA

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Risk-Adjusted Performance

SANA vs. CABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sana Biotechnology, Inc. (SANA) and Cabaletta Bio, Inc. (CABA). 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.


SANA
Sharpe ratio
The chart of Sharpe ratio for SANA, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23
Sortino ratio
The chart of Sortino ratio for SANA, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08
Omega ratio
The chart of Omega ratio for SANA, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for SANA, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for SANA, currently valued at 0.58, compared to the broader market-10.000.0010.0020.0030.000.58
CABA
Sharpe ratio
The chart of Sharpe ratio for CABA, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.82
Sortino ratio
The chart of Sortino ratio for CABA, currently valued at -1.31, compared to the broader market-4.00-2.000.002.004.00-1.31
Omega ratio
The chart of Omega ratio for CABA, currently valued at 0.83, compared to the broader market0.501.001.502.000.83
Calmar ratio
The chart of Calmar ratio for CABA, currently valued at -0.86, compared to the broader market0.002.004.006.00-0.86
Martin ratio
The chart of Martin ratio for CABA, currently valued at -1.36, compared to the broader market-10.000.0010.0020.0030.00-1.36

SANA vs. CABA - Sharpe Ratio Comparison

The current SANA Sharpe Ratio is 0.23, which is higher than the CABA Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of SANA and CABA, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.23
-0.82
SANA
CABA

Dividends

SANA vs. CABA - Dividend Comparison

Neither SANA nor CABA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SANA vs. CABA - Drawdown Comparison

The maximum SANA drawdown since its inception was -93.56%, roughly equal to the maximum CABA drawdown of -96.63%. Use the drawdown chart below to compare losses from any high point for SANA and CABA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-91.36%
-84.24%
SANA
CABA

Volatility

SANA vs. CABA - Volatility Comparison

The current volatility for Sana Biotechnology, Inc. (SANA) is 16.00%, while Cabaletta Bio, Inc. (CABA) has a volatility of 26.43%. This indicates that SANA experiences smaller price fluctuations and is considered to be less risky than CABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
16.00%
26.43%
SANA
CABA

Financials

SANA vs. CABA - Financials Comparison

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