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

Performance

SANA vs. RARE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sana Biotechnology, Inc. (SANA) and Ultragenyx Pharmaceutical Inc. (RARE). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-70.68%
14.06%
SANA
RARE

Returns By Period

In the year-to-date period, SANA achieves a -42.40% return, which is significantly lower than RARE's -3.76% return.


SANA

YTD

-42.40%

1M

-39.74%

6M

-70.55%

1Y

-44.71%

5Y (annualized)

N/A

10Y (annualized)

N/A

RARE

YTD

-3.76%

1M

-16.01%

6M

15.34%

1Y

20.44%

5Y (annualized)

3.54%

10Y (annualized)

0.24%

Fundamentals


SANARARE
Market Cap$564.87M$4.28B
EPS-$1.40-$6.35
Total Revenue (TTM)$0.00$522.75M
Gross Profit (TTM)-$15.18M$433.15M
EBITDA (TTM)-$288.41M-$461.55M

Key characteristics


SANARARE
Sharpe Ratio-0.450.44
Sortino Ratio-0.200.93
Omega Ratio0.981.11
Calmar Ratio-0.440.23
Martin Ratio-0.991.31
Ulcer Index41.96%14.10%
Daily Std Dev92.96%42.31%
Max Drawdown-94.62%-82.11%
Current Drawdown-94.60%-74.06%

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Correlation

-0.50.00.51.00.4

The correlation between SANA and RARE 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.

Risk-Adjusted Performance

SANA vs. RARE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sana Biotechnology, Inc. (SANA) and Ultragenyx Pharmaceutical Inc. (RARE). 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 SANA, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.450.44
The chart of Sortino ratio for SANA, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.200.93
The chart of Omega ratio for SANA, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.11
The chart of Calmar ratio for SANA, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.440.24
The chart of Martin ratio for SANA, currently valued at -0.99, compared to the broader market0.0010.0020.0030.00-0.991.31
SANA
RARE

The current SANA Sharpe Ratio is -0.45, which is lower than the RARE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SANA and RARE, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.45
0.44
SANA
RARE

Dividends

SANA vs. RARE - Dividend Comparison

Neither SANA nor RARE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SANA vs. RARE - Drawdown Comparison

The maximum SANA drawdown since its inception was -94.62%, which is greater than RARE's maximum drawdown of -82.11%. Use the drawdown chart below to compare losses from any high point for SANA and RARE. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-94.60%
-72.56%
SANA
RARE

Volatility

SANA vs. RARE - Volatility Comparison

Sana Biotechnology, Inc. (SANA) has a higher volatility of 20.97% compared to Ultragenyx Pharmaceutical Inc. (RARE) at 11.11%. This indicates that SANA's price experiences larger fluctuations and is considered to be riskier than RARE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.97%
11.11%
SANA
RARE

Financials

SANA vs. RARE - Financials Comparison

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