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SGMT vs. YMAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGMT and YMAB is 0.28, 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.


-0.50.00.51.00.3

Performance

SGMT vs. YMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sagimet Biosciences Inc. (SGMT) and Y-mAbs Therapeutics, Inc. (YMAB). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.85%
-31.57%
SGMT
YMAB

Key characteristics

Sharpe Ratio

SGMT:

-0.04

YMAB:

0.48

Sortino Ratio

SGMT:

1.67

YMAB:

1.22

Omega Ratio

SGMT:

1.19

YMAB:

1.15

Calmar Ratio

SGMT:

-0.09

YMAB:

0.40

Martin Ratio

SGMT:

-0.11

YMAB:

1.28

Ulcer Index

SGMT:

71.56%

YMAB:

27.93%

Daily Std Dev

SGMT:

208.83%

YMAB:

73.76%

Max Drawdown

SGMT:

-86.59%

YMAB:

-94.78%

Current Drawdown

SGMT:

-73.13%

YMAB:

-84.74%

Fundamentals

Market Cap

SGMT:

$191.24M

YMAB:

$426.84M

EPS

SGMT:

-$0.92

YMAB:

-$0.54

Total Revenue (TTM)

SGMT:

$0.00

YMAB:

$84.55M

EBITDA (TTM)

SGMT:

-$43.04M

YMAB:

-$27.87M

Returns By Period

In the year-to-date period, SGMT achieves a -8.67% return, which is significantly lower than YMAB's 21.41% return.


SGMT

YTD

-8.67%

1M

10.00%

6M

25.95%

1Y

-10.33%

5Y*

N/A

10Y*

N/A

YMAB

YTD

21.41%

1M

-18.02%

6M

-31.00%

1Y

21.94%

5Y*

-23.94%

10Y*

N/A

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Risk-Adjusted Performance

SGMT vs. YMAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sagimet Biosciences Inc. (SGMT) and Y-mAbs Therapeutics, Inc. (YMAB). 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 SGMT, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.040.48
The chart of Sortino ratio for SGMT, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.671.22
The chart of Omega ratio for SGMT, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.15
The chart of Calmar ratio for SGMT, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.090.64
The chart of Martin ratio for SGMT, currently valued at -0.11, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.111.28
SGMT
YMAB

The current SGMT Sharpe Ratio is -0.04, which is lower than the YMAB Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of SGMT and YMAB, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
-0.04
0.48
SGMT
YMAB

Dividends

SGMT vs. YMAB - Dividend Comparison

Neither SGMT nor YMAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SGMT vs. YMAB - Drawdown Comparison

The maximum SGMT drawdown since its inception was -86.59%, smaller than the maximum YMAB drawdown of -94.78%. Use the drawdown chart below to compare losses from any high point for SGMT and YMAB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-73.13%
-55.70%
SGMT
YMAB

Volatility

SGMT vs. YMAB - Volatility Comparison

Sagimet Biosciences Inc. (SGMT) has a higher volatility of 37.26% compared to Y-mAbs Therapeutics, Inc. (YMAB) at 20.26%. This indicates that SGMT's price experiences larger fluctuations and is considered to be riskier than YMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.26%
20.26%
SGMT
YMAB

Financials

SGMT vs. YMAB - Financials Comparison

This section allows you to compare key financial metrics between Sagimet Biosciences Inc. and Y-mAbs 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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