SGMO vs. ABCL

Last updated Jun 4, 2026

SGMO (Sangamo Therapeutics, Inc.) and ABCL (AbCellera Biologics Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, SGMO returned -54.34%/yr vs -26.11%/yr for ABCL. At a 0.35 correlation, their price movements are largely independent.

Performance

SGMO vs. ABCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sangamo Therapeutics, Inc. (SGMO) and AbCellera Biologics Inc. (ABCL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGMO achieves a -48.52% return, which is significantly lower than ABCL's 67.25% return.

SGMO

• 1D: 1.03%
• 1M: 21.73%
• YTD: -48.52%
• 6M: -56.70%
• 1Y: -56.78%
• 3Y*: -42.71%
• 5Y*: -54.34%
• 10Y*: -29.44%

ABCL

• 1D: -6.69%
• 1M: 24.62%
• YTD: 67.25%
• 6M: 63.90%
• 1Y: 147.62%
• 3Y*: -5.56%
• 5Y*: -26.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGMO vs. ABCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SGMO Sangamo Therapeutics, Inc.	-48.52%	-58.82%	87.74%	-82.70%	-58.13%	-51.94%	27.08%
ABCL AbCellera Biologics Inc.	67.25%	16.72%	-48.69%	-43.63%	-29.16%	-64.46%	-31.68%

Correlation

The correlation between SGMO and ABCL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020	0.35

Fundamentals

Market Cap SGMO : $84.23M ABCL : $1.73B
EPS SGMO : -$0.38 ABCL : -$0.48
PS Ratio SGMO : 2.02 ABCL : 21.65
Total Revenue (TTM) SGMO : $34.56M ABCL : $79.21M
Gross Profit (TTM) SGMO : $25.51M ABCL : $70.89M
EBITDA (TTM) SGMO : -$106.29M ABCL : -$166.07M

Return for Risk

SGMO vs. ABCL — Risk / Return Rank

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

SGMO

SGMO Risk / Return Rank: 21
SGMO Sharpe Ratio Rank: 22
SGMO Sortino Ratio Rank: 29
SGMO Omega Ratio Rank: 29
SGMO Calmar Ratio Rank: 17
SGMO Martin Ratio Rank: 9

ABCL

ABCL Risk / Return Rank: 81
ABCL Sharpe Ratio Rank: 87
ABCL Sortino Ratio Rank: 84
ABCL Omega Ratio Rank: 79
ABCL Calmar Ratio Rank: 80
ABCL Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGMO vs. ABCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and AbCellera Biologics Inc. (ABCL). 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.

	SGMO	ABCL	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	1.88	-2.33
Sortino ratio: Return per unit of downside risk	-0.03	2.61	-2.64
Omega ratio: Gain probability vs. loss probability	1.00	1.30	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.66	2.70	-3.36
Martin ratio: Return relative to average drawdown	-1.35	4.94	-6.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGMO vs. ABCL - Sharpe Ratio Comparison

The current SGMO Sharpe Ratio is -0.45, which is lower than the ABCL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SGMO and ABCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGMO	ABCL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	1.88	-2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.48	-0.39	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.50	+0.33

Drawdowns

SGMO vs. ABCL - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.80%, roughly equal to the maximum ABCL drawdown of -96.72%. Use the drawdown chart below to compare losses from any high point for SGMO and ABCL.

Drawdown Indicators

	SGMO	ABCL	Difference
Max Drawdown Largest peak-to-trough decline	-99.80%	-96.72%	-3.08%
Max Drawdown (1Y) Largest decline over 1 year	-86.32%	-54.94%	-31.38%
Max Drawdown (3Y) Largest decline over 3 years	-96.48%	-75.72%	-20.76%
Max Drawdown (5Y) Largest decline over 5 years	-99.17%	-92.64%	-6.53%
Max Drawdown (10Y) Largest decline over 10 years	-99.62%	—	—
Current Drawdown Current decline from peak	-99.56%	-90.29%	-9.27%
Average Drawdown Average peak-to-trough decline	-84.03%	-83.59%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.00%	30.01%	+11.99%

Volatility

SGMO vs. ABCL - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 66.89% compared to AbCellera Biologics Inc. (ABCL) at 28.65%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than ABCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGMO	ABCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	66.89%	28.65%	+38.24%
Volatility (6M) Calculated over the trailing 6-month period	116.30%	52.34%	+63.96%
Volatility (1Y) Calculated over the trailing 1-year period	125.75%	79.56%	+46.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	112.76%	66.48%	+46.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.49%	70.07%	+28.42%

Dividends

SGMO vs. ABCL - Dividend Comparison

Neither SGMO nor ABCL has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SGMO and ABCL in my portfolio?

SGMO and ABCL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGMO or ABCL?

SGMO has higher volatility (66.89%) compared to ABCL (28.65%). In terms of maximum drawdown, SGMO dropped -99.80% vs ABCL's -96.72%.

Which has better risk-adjusted returns?

ABCL currently has the higher Sharpe Ratio (1.88 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.