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

Correlation

The correlation between SGMO and ATAI is 0.34, 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. 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.

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Key characteristics

Sharpe Ratio

SGMO:

-0.15

ATAI:

-0.29

Sortino Ratio

SGMO:

0.99

ATAI:

0.17

Omega Ratio

SGMO:

1.14

ATAI:

1.02

Calmar Ratio

SGMO:

-0.22

ATAI:

-0.26

Martin Ratio

SGMO:

-0.49

ATAI:

-0.69

Ulcer Index

SGMO:

45.10%

ATAI:

35.29%

Daily Std Dev

SGMO:

154.87%

ATAI:

88.14%

Max Drawdown

SGMO:

-99.40%

ATAI:

-94.77%

Current Drawdown

SGMO:

-99.12%

ATAI:

-92.81%

Fundamentals

Market Cap

SGMO:

$105.43M

ATAI:

$281.71M

EPS

SGMO:

-$0.49

ATAI:

-$0.93

PS Ratio

SGMO:

1.82

ATAI:

914.65

PB Ratio

SGMO:

7.52

ATAI:

2.42

Total Revenue (TTM)

SGMO:

$63.76M

ATAI:

$308.00K

Gross Profit (TTM)

SGMO:

$52.61M

ATAI:

$226.00K

EBITDA (TTM)

SGMO:

-$76.33M

ATAI:

-$120.28M

Returns By Period

In the year-to-date period, SGMO achieves a -57.06% return, which is significantly lower than ATAI's 7.52% return.


SGMO

YTD

-57.06%

1M

-41.64%

6M

-82.05%

1Y

-22.87%

5Y*

-46.68%

10Y*

-27.94%

ATAI

YTD

7.52%

1M

3.62%

6M

5.93%

1Y

-25.13%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SGMO vs. ATAI — Risk-Adjusted Performance Rank

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

SGMO
The Risk-Adjusted Performance Rank of SGMO is 5050
Overall Rank
The Sharpe Ratio Rank of SGMO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 4040
Martin Ratio Rank

ATAI
The Risk-Adjusted Performance Rank of ATAI is 3737
Overall Rank
The Sharpe Ratio Rank of ATAI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SGMO Sharpe Ratio is -0.15, which is higher than the ATAI Sharpe Ratio of -0.29. 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.


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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.


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Volatility

SGMO vs. ATAI - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 56.05% compared to Atai Life Sciences N.V. (ATAI) at 14.38%. 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.


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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


0.0050.00M100.00M150.00M20212022202320242025
6.44M
-5.00K
(SGMO) Total Revenue
(ATAI) Total Revenue
Values in USD except per share items