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SGEN vs. MRNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SGEN vs. MRNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seagen Inc. (SGEN) and Moderna, Inc. (MRNA). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
-71.98%
SGEN
MRNA

Returns By Period


SGEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

MRNA

YTD

-60.27%

1M

-26.97%

6M

-71.98%

1Y

-48.31%

5Y (annualized)

14.43%

10Y (annualized)

N/A

Fundamentals


SGENMRNA
Market Cap$43.15B$16.73B
EPS-$4.00-$5.81
PEG Ratio18.530.00

Key characteristics


SGENMRNA

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Correlation

-0.50.00.51.00.2

The correlation between SGEN and MRNA is 0.23, 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.

Risk-Adjusted Performance

SGEN vs. MRNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seagen Inc. (SGEN) and Moderna, Inc. (MRNA). 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 SGEN, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.78-0.82
The chart of Sortino ratio for SGEN, currently valued at 9.11, compared to the broader market-4.00-2.000.002.004.009.11-1.12
The chart of Omega ratio for SGEN, currently valued at 4.81, compared to the broader market0.501.001.502.004.810.86
The chart of Calmar ratio for SGEN, currently valued at 2.89, compared to the broader market0.002.004.006.002.89-0.52
The chart of Martin ratio for SGEN, currently valued at 68.28, compared to the broader market-10.000.0010.0020.0030.0068.28-1.35
SGEN
MRNA

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.78
-0.82
SGEN
MRNA

Dividends

SGEN vs. MRNA - Dividend Comparison

Neither SGEN nor MRNA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGEN vs. MRNA - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
-91.84%
SGEN
MRNA

Volatility

SGEN vs. MRNA - Volatility Comparison

The current volatility for Seagen Inc. (SGEN) is 0.00%, while Moderna, Inc. (MRNA) has a volatility of 16.99%. This indicates that SGEN experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember0
16.99%
SGEN
MRNA

Financials

SGEN vs. MRNA - Financials Comparison

This section allows you to compare key financial metrics between Seagen Inc. and Moderna, 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