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

Correlation

The correlation between SGMO and ATAI is 0.36, 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.


-0.50.00.51.00.4

Performance

SGMO vs. ATAI - Performance Comparison

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

-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-78.22%
-93.88%
SGMO
ATAI

Key characteristics

Sharpe Ratio

SGMO:

3.72

ATAI:

-0.11

Sortino Ratio

SGMO:

3.80

ATAI:

0.52

Omega Ratio

SGMO:

1.44

ATAI:

1.05

Calmar Ratio

SGMO:

5.85

ATAI:

-0.10

Martin Ratio

SGMO:

13.33

ATAI:

-0.25

Ulcer Index

SGMO:

43.63%

ATAI:

38.91%

Daily Std Dev

SGMO:

156.21%

ATAI:

88.50%

Max Drawdown

SGMO:

-99.40%

ATAI:

-94.77%

Current Drawdown

SGMO:

-95.02%

ATAI:

-94.02%

Fundamentals

Market Cap

SGMO:

$563.24M

ATAI:

$223.18M

EPS

SGMO:

-$1.24

ATAI:

-$0.80

Total Revenue (TTM)

SGMO:

$52.29M

ATAI:

$331.00K

Gross Profit (TTM)

SGMO:

$44.21M

ATAI:

$65.00K

EBITDA (TTM)

SGMO:

-$125.31M

ATAI:

-$124.71M

Returns By Period

In the year-to-date period, SGMO achieves a 354.63% return, which is significantly higher than ATAI's -15.60% return.


SGMO

YTD

354.63%

1M

26.02%

6M

455.31%

1Y

487.54%

5Y*

-22.75%

10Y*

-16.08%

ATAI

YTD

-15.60%

1M

-25.16%

6M

-11.19%

1Y

-8.46%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SGMO vs. ATAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and Atai Life Sciences N.V. (ATAI). 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 SGMO, currently valued at 3.72, compared to the broader market-4.00-2.000.002.003.72-0.11
The chart of Sortino ratio for SGMO, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.800.52
The chart of Omega ratio for SGMO, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.05
The chart of Calmar ratio for SGMO, currently valued at 5.97, compared to the broader market0.002.004.006.005.97-0.10
The chart of Martin ratio for SGMO, currently valued at 13.33, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.33-0.25
SGMO
ATAI

The current SGMO Sharpe Ratio is 3.72, which is higher than the ATAI Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SGMO and ATAI, 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.72
-0.11
SGMO
ATAI

Dividends

SGMO vs. ATAI - Dividend Comparison

Neither SGMO nor ATAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. ATAI - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, roughly equal to the maximum ATAI drawdown of -94.77%. Use the drawdown chart below to compare losses from any high point for SGMO and ATAI. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-79.67%
-94.02%
SGMO
ATAI

Volatility

SGMO vs. ATAI - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 39.68% compared to Atai Life Sciences N.V. (ATAI) at 19.61%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than ATAI 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%JulyAugustSeptemberOctoberNovemberDecember
39.68%
19.61%
SGMO
ATAI

Financials

SGMO vs. ATAI - Financials Comparison

This section allows you to compare key financial metrics between Sangamo Therapeutics, Inc. and Atai Life Sciences N.V.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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