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

Correlation

The correlation between SGMO and HRTX 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. HRTX - Performance Comparison

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

-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-83.60%
-99.62%
SGMO
HRTX

Key characteristics

Sharpe Ratio

SGMO:

3.72

HRTX:

-0.03

Sortino Ratio

SGMO:

3.80

HRTX:

0.69

Omega Ratio

SGMO:

1.44

HRTX:

1.09

Calmar Ratio

SGMO:

5.85

HRTX:

-0.02

Martin Ratio

SGMO:

13.33

HRTX:

-0.07

Ulcer Index

SGMO:

43.63%

HRTX:

35.48%

Daily Std Dev

SGMO:

156.21%

HRTX:

96.35%

Max Drawdown

SGMO:

-99.40%

HRTX:

-99.96%

Current Drawdown

SGMO:

-95.02%

HRTX:

-99.88%

Fundamentals

Market Cap

SGMO:

$563.24M

HRTX:

$250.96M

EPS

SGMO:

-$1.24

HRTX:

-$0.16

PEG Ratio

SGMO:

0.00

HRTX:

-0.18

Total Revenue (TTM)

SGMO:

$52.29M

HRTX:

$147.20M

Gross Profit (TTM)

SGMO:

$44.21M

HRTX:

$99.43M

EBITDA (TTM)

SGMO:

-$125.31M

HRTX:

-$22.21M

Returns By Period

In the year-to-date period, SGMO achieves a 354.63% return, which is significantly higher than HRTX's -7.06% return. Both investments have delivered pretty close results over the past 10 years, with SGMO having a -16.08% annualized return and HRTX not far behind at -16.65%.


SGMO

YTD

354.63%

1M

26.02%

6M

455.31%

1Y

487.54%

5Y*

-22.75%

10Y*

-16.08%

HRTX

YTD

-7.06%

1M

41.07%

6M

-51.08%

1Y

-9.20%

5Y*

-42.26%

10Y*

-16.65%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SGMO vs. HRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and Heron Therapeutics, Inc. (HRTX). 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-4.00-2.000.002.003.72-0.03
The chart of Sortino ratio for SGMO, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.800.69
The chart of Omega ratio for SGMO, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.09
The chart of Calmar ratio for SGMO, currently valued at 5.85, compared to the broader market0.002.004.006.005.85-0.02
The chart of Martin ratio for SGMO, currently valued at 13.33, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.33-0.07
SGMO
HRTX

The current SGMO Sharpe Ratio is 3.72, which is higher than the HRTX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SGMO and HRTX, 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
-0.03
SGMO
HRTX

Dividends

SGMO vs. HRTX - Dividend Comparison

Neither SGMO nor HRTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. HRTX - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, roughly equal to the maximum HRTX drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for SGMO and HRTX. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%JulyAugustSeptemberOctoberNovemberDecember
-95.02%
-99.62%
SGMO
HRTX

Volatility

SGMO vs. HRTX - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) and Heron Therapeutics, Inc. (HRTX) have volatilities of 39.68% and 38.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
38.30%
SGMO
HRTX

Financials

SGMO vs. HRTX - Financials Comparison

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