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SGMO vs. ACRS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SGMOACRS
YTD Return277.32%95.24%
1Y Return484.55%131.59%
3Y Return (Ann)-40.72%-47.61%
5Y Return (Ann)-26.31%2.30%
Sharpe Ratio3.011.98
Sortino Ratio3.552.74
Omega Ratio1.401.36
Calmar Ratio4.641.60
Martin Ratio10.7410.59
Ulcer Index42.96%14.70%
Daily Std Dev153.36%78.46%
Max Drawdown-99.40%-98.05%
Current Drawdown-95.87%-93.79%

Fundamentals


SGMOACRS
Market Cap$564.28M$182.86M
EPS-$1.38-$0.52
PEG Ratio0.00-0.13
Total Revenue (TTM)$2.88M$27.08M
Gross Profit (TTM)-$5.20M$16.25M
EBITDA (TTM)-$133.70M-$79.37M

Correlation

-0.50.00.51.00.3

The correlation between SGMO and ACRS is 0.29, 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

SGMO vs. ACRS - Performance Comparison

In the year-to-date period, SGMO achieves a 277.32% return, which is significantly higher than ACRS's 95.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%JuneJulyAugustSeptemberOctoberNovember
215.44%
72.24%
SGMO
ACRS

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Risk-Adjusted Performance

SGMO vs. ACRS - Risk-Adjusted Performance 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.


SGMO
Sharpe ratio
The chart of Sharpe ratio for SGMO, currently valued at 3.01, compared to the broader market-4.00-2.000.002.003.01
Sortino ratio
The chart of Sortino ratio for SGMO, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.003.55
Omega ratio
The chart of Omega ratio for SGMO, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for SGMO, currently valued at 4.67, compared to the broader market0.002.004.006.004.67
Martin ratio
The chart of Martin ratio for SGMO, currently valued at 10.74, compared to the broader market0.0010.0020.0030.0010.74
ACRS
Sharpe ratio
The chart of Sharpe ratio for ACRS, currently valued at 1.98, compared to the broader market-4.00-2.000.002.001.98
Sortino ratio
The chart of Sortino ratio for ACRS, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ACRS, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ACRS, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Martin ratio
The chart of Martin ratio for ACRS, currently valued at 10.59, compared to the broader market0.0010.0020.0030.0010.59

SGMO vs. ACRS - Sharpe Ratio Comparison

The current SGMO Sharpe Ratio is 3.01, which is higher than the ACRS Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SGMO and ACRS, 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-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.01
1.98
SGMO
ACRS

Dividends

SGMO vs. ACRS - Dividend Comparison

Neither SGMO nor ACRS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. ACRS - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, 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. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%JuneJulyAugustSeptemberOctoberNovember
-92.22%
-93.79%
SGMO
ACRS

Volatility

SGMO vs. ACRS - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 61.52% compared to Aclaris Therapeutics, Inc. (ACRS) at 36.18%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
61.52%
36.18%
SGMO
ACRS

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



Values in USD except per share items