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

Correlation

The correlation between SGMO and CGEN is 0.23, 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.


-0.50.00.51.00.2

Performance

SGMO vs. CGEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sangamo Therapeutics, Inc. (SGMO) and Compugen Ltd. (CGEN). 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
171.65%
22.67%
SGMO
CGEN

Key characteristics

Sharpe Ratio

SGMO:

0.88

CGEN:

0.24

Sortino Ratio

SGMO:

2.33

CGEN:

0.93

Omega Ratio

SGMO:

1.31

CGEN:

1.11

Calmar Ratio

SGMO:

1.46

CGEN:

0.19

Martin Ratio

SGMO:

3.22

CGEN:

0.51

Ulcer Index

SGMO:

45.10%

CGEN:

34.65%

Daily Std Dev

SGMO:

165.06%

CGEN:

74.68%

Max Drawdown

SGMO:

-99.40%

CGEN:

-97.90%

Current Drawdown

SGMO:

-97.80%

CGEN:

-88.33%

Fundamentals

Market Cap

SGMO:

$563.24M

CGEN:

$201.46M

EPS

SGMO:

-$1.24

CGEN:

$0.03

PEG Ratio

SGMO:

0.00

CGEN:

0.00

Total Revenue (TTM)

SGMO:

$50.25M

CGEN:

$26.39M

Gross Profit (TTM)

SGMO:

$45.15M

CGEN:

$19.14M

EBITDA (TTM)

SGMO:

-$67.72M

CGEN:

-$7.41M

Returns By Period

In the year-to-date period, SGMO achieves a 6.86% return, which is significantly lower than CGEN's 48.37% return. Over the past 10 years, SGMO has underperformed CGEN with an annualized return of -22.26%, while CGEN has yielded a comparatively higher -12.03% annualized return.


SGMO

YTD

6.86%

1M

-55.87%

6M

175.88%

1Y

152.26%

5Y*

-33.30%

10Y*

-22.26%

CGEN

YTD

48.37%

1M

48.37%

6M

22.70%

1Y

22.04%

5Y*

-19.07%

10Y*

-12.03%

*Annualized

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Risk-Adjusted Performance

SGMO vs. CGEN — 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

CGEN
The Risk-Adjusted Performance Rank of CGEN is 5454
Overall Rank
The Sharpe Ratio Rank of CGEN is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of CGEN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CGEN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CGEN is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CGEN is 5151
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. CGEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and Compugen Ltd. (CGEN). 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-2.000.002.004.000.980.24
The chart of Sortino ratio for SGMO, currently valued at 2.40, compared to the broader market-4.00-2.000.002.004.006.002.400.93
The chart of Omega ratio for SGMO, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.11
The chart of Calmar ratio for SGMO, currently valued at 1.63, compared to the broader market0.002.004.006.001.630.19
The chart of Martin ratio for SGMO, currently valued at 3.58, compared to the broader market-10.000.0010.0020.0030.003.580.51
SGMO
CGEN

The current SGMO Sharpe Ratio is 0.88, which is higher than the CGEN Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SGMO and CGEN, 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
0.24
SGMO
CGEN

Dividends

SGMO vs. CGEN - Dividend Comparison

Neither SGMO nor CGEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. CGEN - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, roughly equal to the maximum CGEN drawdown of -97.90%. Use the drawdown chart below to compare losses from any high point for SGMO and CGEN. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%AugustSeptemberOctoberNovemberDecember2025
-97.80%
-88.33%
SGMO
CGEN

Volatility

SGMO vs. CGEN - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 89.36% compared to Compugen Ltd. (CGEN) at 24.07%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than CGEN 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%
24.07%
SGMO
CGEN

Financials

SGMO vs. CGEN - Financials Comparison

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