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

Correlation

The correlation between SGMO and ATAI is 0.37, 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.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%AugustSeptemberOctoberNovemberDecember2025
171.47%
-4.46%
SGMO
ATAI

Key characteristics

Sharpe Ratio

SGMO:

0.88

ATAI:

-0.18

Sortino Ratio

SGMO:

2.33

ATAI:

0.33

Omega Ratio

SGMO:

1.31

ATAI:

1.03

Calmar Ratio

SGMO:

1.46

ATAI:

-0.16

Martin Ratio

SGMO:

3.22

ATAI:

-0.38

Ulcer Index

SGMO:

45.10%

ATAI:

40.27%

Daily Std Dev

SGMO:

165.06%

ATAI:

83.19%

Max Drawdown

SGMO:

-99.40%

ATAI:

-94.77%

Current Drawdown

SGMO:

-97.80%

ATAI:

-92.46%

Fundamentals

Market Cap

SGMO:

$563.24M

ATAI:

$244.99M

EPS

SGMO:

-$1.24

ATAI:

-$0.80

Total Revenue (TTM)

SGMO:

$50.25M

ATAI:

$313.00K

Gross Profit (TTM)

SGMO:

$45.15M

ATAI:

$148.00K

EBITDA (TTM)

SGMO:

-$67.72M

ATAI:

-$104.19M

Returns By Period

In the year-to-date period, SGMO achieves a 6.86% return, which is significantly lower than ATAI's 12.78% return.


SGMO

YTD

6.86%

1M

-55.87%

6M

175.88%

1Y

152.26%

5Y*

-33.30%

10Y*

-22.26%

ATAI

YTD

12.78%

1M

26.05%

6M

-4.46%

1Y

-17.58%

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 8181
Overall Rank
The Sharpe Ratio Rank of SGMO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 7474
Martin Ratio Rank

ATAI
The Risk-Adjusted Performance Rank of ATAI is 3838
Overall Rank
The Sharpe Ratio Rank of ATAI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 3838
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.


Sharpe ratio
The chart of Sharpe ratio for SGMO, currently valued at 0.98, compared to the broader market-2.000.002.004.000.98-0.18
The chart of Sortino ratio for SGMO, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.006.002.400.33
The chart of Omega ratio for SGMO, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.03
The chart of Calmar ratio for SGMO, currently valued at 1.67, compared to the broader market0.002.004.006.001.67-0.16
The chart of Martin ratio for SGMO, currently valued at 3.58, compared to the broader market-10.000.0010.0020.0030.003.58-0.38
SGMO
ATAI

The current SGMO Sharpe Ratio is 0.88, which is higher than the ATAI Sharpe Ratio of -0.18. 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-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
0.98
-0.18
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%AugustSeptemberOctoberNovemberDecember2025
-91.03%
-92.46%
SGMO
ATAI

Volatility

SGMO vs. ATAI - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 89.36% compared to Atai Life Sciences N.V. (ATAI) at 30.91%. 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.


20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
89.36%
30.91%
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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