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

Correlation

The correlation between SGMO and DERM is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

SGMO vs. DERM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sangamo Therapeutics, Inc. (SGMO) and Journey Medical Corporation (DERM). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-93.05%
-36.87%
SGMO
DERM

Key characteristics

Sharpe Ratio

SGMO:

0.20

DERM:

0.91

Sortino Ratio

SGMO:

1.50

DERM:

1.68

Omega Ratio

SGMO:

1.20

DERM:

1.20

Calmar Ratio

SGMO:

0.30

DERM:

0.97

Martin Ratio

SGMO:

0.75

DERM:

3.48

Ulcer Index

SGMO:

40.32%

DERM:

18.50%

Daily Std Dev

SGMO:

148.51%

DERM:

70.85%

Max Drawdown

SGMO:

-99.40%

DERM:

-89.55%

Current Drawdown

SGMO:

-98.58%

DERM:

-36.87%

Fundamentals

Market Cap

SGMO:

$158.56M

DERM:

$144.40M

EPS

SGMO:

-$0.49

DERM:

-$0.72

PS Ratio

SGMO:

2.74

DERM:

2.57

PB Ratio

SGMO:

6.96

DERM:

7.20

Total Revenue (TTM)

SGMO:

$57.32M

DERM:

$43.10M

Gross Profit (TTM)

SGMO:

$54.75M

DERM:

$29.04M

EBITDA (TTM)

SGMO:

-$46.71M

DERM:

$662.00K

Returns By Period

In the year-to-date period, SGMO achieves a -30.82% return, which is significantly lower than DERM's 59.85% return.


SGMO

YTD

-30.82%

1M

-15.91%

6M

-23.36%

1Y

37.95%

5Y*

-38.63%

10Y*

-26.08%

DERM

YTD

59.85%

1M

12.21%

6M

2.12%

1Y

79.60%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SGMO vs. DERM — 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 7070
Overall Rank
The Sharpe Ratio Rank of SGMO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SGMO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SGMO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SGMO is 6363
Martin Ratio Rank

DERM
The Risk-Adjusted Performance Rank of DERM is 8282
Overall Rank
The Sharpe Ratio Rank of DERM is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DERM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DERM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DERM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DERM is 8282
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. DERM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and Journey Medical Corporation (DERM). 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 0.20, compared to the broader market-2.00-1.000.001.002.003.00
SGMO: 0.20
DERM: 0.91
The chart of Sortino ratio for SGMO, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.00
SGMO: 1.50
DERM: 1.68
The chart of Omega ratio for SGMO, currently valued at 1.20, compared to the broader market0.501.001.502.00
SGMO: 1.20
DERM: 1.20
The chart of Calmar ratio for SGMO, currently valued at 0.31, compared to the broader market0.001.002.003.004.00
SGMO: 0.31
DERM: 0.97
The chart of Martin ratio for SGMO, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.00
SGMO: 0.75
DERM: 3.48

The current SGMO Sharpe Ratio is 0.20, which is lower than the DERM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SGMO and DERM, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.20
0.91
SGMO
DERM

Dividends

SGMO vs. DERM - Dividend Comparison

Neither SGMO nor DERM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. DERM - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, which is greater than DERM's maximum drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for SGMO and DERM. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-93.05%
-36.87%
SGMO
DERM

Volatility

SGMO vs. DERM - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 38.05% compared to Journey Medical Corporation (DERM) at 26.70%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than DERM 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%NovemberDecember2025FebruaryMarchApril
38.05%
26.70%
SGMO
DERM

Financials

SGMO vs. DERM - Financials Comparison

This section allows you to compare key financial metrics between Sangamo Therapeutics, Inc. and Journey Medical Corporation. 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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