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

Correlation

The correlation between SGMO and OM is 0.25, 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. OM - Performance Comparison

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

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-76.85%
-98.01%
SGMO
OM

Key characteristics

Sharpe Ratio

SGMO:

3.72

OM:

-0.61

Sortino Ratio

SGMO:

3.80

OM:

-0.52

Omega Ratio

SGMO:

1.44

OM:

0.93

Calmar Ratio

SGMO:

5.85

OM:

-0.80

Martin Ratio

SGMO:

13.33

OM:

-1.25

Ulcer Index

SGMO:

43.63%

OM:

63.06%

Daily Std Dev

SGMO:

156.21%

OM:

129.82%

Max Drawdown

SGMO:

-99.40%

OM:

-99.30%

Current Drawdown

SGMO:

-95.02%

OM:

-98.11%

Fundamentals

Market Cap

SGMO:

$563.24M

OM:

$53.07M

EPS

SGMO:

-$1.24

OM:

-$2.74

Total Revenue (TTM)

SGMO:

$52.29M

OM:

$114.73M

Gross Profit (TTM)

SGMO:

$44.21M

OM:

$35.53M

EBITDA (TTM)

SGMO:

-$125.31M

OM:

-$114.49M

Returns By Period

In the year-to-date period, SGMO achieves a 354.63% return, which is significantly higher than OM's -77.63% return.


SGMO

YTD

354.63%

1M

26.02%

6M

455.31%

1Y

487.54%

5Y*

-22.75%

10Y*

-16.08%

OM

YTD

-77.63%

1M

66.74%

6M

-72.06%

1Y

-78.85%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SGMO vs. OM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sangamo Therapeutics, Inc. (SGMO) and Outset Medical, Inc. (OM). 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-4.00-2.000.002.003.72-0.61
The chart of Sortino ratio for SGMO, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.80-0.52
The chart of Omega ratio for SGMO, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.93
The chart of Calmar ratio for SGMO, currently valued at 5.92, compared to the broader market0.002.004.006.005.92-0.80
The chart of Martin ratio for SGMO, currently valued at 13.33, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.33-1.25
SGMO
OM

The current SGMO Sharpe Ratio is 3.72, which is higher than the OM Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of SGMO and OM, 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
-0.61
SGMO
OM

Dividends

SGMO vs. OM - Dividend Comparison

Neither SGMO nor OM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMO vs. OM - Drawdown Comparison

The maximum SGMO drawdown since its inception was -99.40%, roughly equal to the maximum OM drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for SGMO and OM. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%JulyAugustSeptemberOctoberNovemberDecember
-86.41%
-98.11%
SGMO
OM

Volatility

SGMO vs. OM - Volatility Comparison

Sangamo Therapeutics, Inc. (SGMO) has a higher volatility of 39.68% compared to Outset Medical, Inc. (OM) at 35.15%. This indicates that SGMO's price experiences larger fluctuations and is considered to be riskier than OM 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%120.00%JulyAugustSeptemberOctoberNovemberDecember
39.68%
35.15%
SGMO
OM

Financials

SGMO vs. OM - Financials Comparison

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