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SGMO vs. ACRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SGMO vs. ACRS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SGMO achieves a -82.38% return, which is significantly lower than ACRS's 63.46% return. Over the past 10 years, SGMO has underperformed ACRS with an annualized return of -35.02%, while ACRS has yielded a comparatively higher -12.21% annualized return.


SGMO

1D
-57.53%
1M
-57.55%
YTD
-82.38%
6M
-82.79%
1Y
-82.87%
3Y*
-60.38%
5Y*
-63.74%
10Y*
-35.02%

ACRS

1D
1.65%
1M
8.85%
YTD
63.46%
6M
69.66%
1Y
253.96%
3Y*
-21.70%
5Y*
-22.04%
10Y*
-12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGMO vs. ACRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGMO
Sangamo Therapeutics, Inc.
-82.38%-58.82%87.74%-82.70%-58.13%-51.94%86.44%-27.09%-30.00%437.70%
ACRS
Aclaris Therapeutics, Inc.
63.46%21.37%136.19%-93.33%8.32%124.73%242.33%-74.42%-70.03%-9.14%

Correlation

The correlation between SGMO and ACRS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2015

0.28

The correlation between SGMO and ACRS shifts across timeframes, from 0.22 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SGMO:

$28.83M

ACRS:

$633.75M

EPS

SGMO:

-$0.38

ACRS:

-$0.56

PS Ratio

SGMO:

0.69

ACRS:

73.01

Total Revenue (TTM)

SGMO:

$34.56M

ACRS:

$8.37M

Gross Profit (TTM)

SGMO:

$25.51M

ACRS:

$6.39M

EBITDA (TTM)

SGMO:

-$106.29M

ACRS:

-$73.08M

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Return for Risk

SGMO vs. ACRS — Risk / Return Rank

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

SGMO
SGMO Risk / Return Rank: 1212
Overall Rank
SGMO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SGMO Sortino Ratio Rank: 1818
Sortino Ratio Rank
SGMO Omega Ratio Rank: 1717
Omega Ratio Rank
SGMO Calmar Ratio Rank: 66
Calmar Ratio Rank
SGMO Martin Ratio Rank: 22
Martin Ratio Rank

ACRS
ACRS Risk / Return Rank: 9494
Overall Rank
ACRS Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ACRS Sortino Ratio Rank: 9595
Sortino Ratio Rank
ACRS Omega Ratio Rank: 9292
Omega Ratio Rank
ACRS Calmar Ratio Rank: 9595
Calmar Ratio Rank
ACRS Martin Ratio Rank: 9595
Martin Ratio Rank
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. ACRS - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGMOACRSDifference
Sharpe ratioReturn per unit of total volatility

-3.23

Sortino ratioReturn per unit of downside risk

-4.41

Omega ratioGain probability vs. loss probability

0.91

1.46

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.92

6.98

-7.90

Martin ratioReturn relative to average drawdown

-1.82

18.86

-20.68

SGMO vs. ACRS - Sharpe Ratio Comparison

The current SGMO Sharpe Ratio is -0.59, which is lower than the ACRS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SGMO and ACRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SGMO vs. ACRS - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.85%, roughly equal to the maximum ACRS drawdown of -98.05%. Use the drawdown chart below to compare losses from any high point for SGMO and ACRS.


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Drawdown Indicators


SGMOACRSDifference

Max Drawdown

Largest peak-to-trough decline

-99.85%

-98.05%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-89.99%

-36.64%

-53.35%

Max Drawdown (3Y)

Largest decline over 3 years

-97.42%

-94.11%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-99.39%

-96.57%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-99.72%

-98.05%

-1.67%

Current Drawdown

Current decline from peak

-99.85%

-85.09%

-14.76%

Average Drawdown

Average peak-to-trough decline

-84.05%

-63.71%

-20.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.54%

13.53%

+32.01%

Volatility

SGMO vs. ACRS - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 92.63% compared to Aclaris Therapeutics, Inc. (ACRS) at 18.20%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than ACRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGMOACRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

92.63%

18.20%

+74.43%

Volatility (6M)

Calculated over the trailing 6-month period

145.73%

71.25%

+74.48%

Volatility (1Y)

Calculated over the trailing 1-year period

140.19%

97.24%

+42.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.28%

92.38%

+23.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.45%

110.37%

-9.92%

Dividends

SGMO vs. ACRS - Dividend Comparison

Neither SGMO nor ACRS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SGMO vs. ACRS - Financials Comparison

This section allows you to compare key financial metrics between Sangamo Therapeutics, Inc. and Aclaris 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


0.0050.00M100.00M150.00M20222023202420252026
1.44M
2.00M
(SGMO) Total Revenue
(ACRS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SGMO and ACRS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGMO has higher volatility (92.63%) compared to ACRS (18.20%). In terms of maximum drawdown, SGMO dropped -99.85% vs ACRS's -98.05%.

ACRS currently has the higher Sharpe Ratio (2.63 vs -0.59), 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.

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