PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SGMT vs. YMAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGMT and YMAB is 0.27, 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.

-50.00%0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
95.03%
-43.54%
SGMT
YMAB

Key characteristics

Sharpe Ratio

SGMT:

-0.42

YMAB:

-0.87

Sortino Ratio

SGMT:

-0.00

YMAB:

-1.28

Omega Ratio

SGMT:

1.00

YMAB:

0.85

Calmar Ratio

SGMT:

-0.57

YMAB:

-0.62

Martin Ratio

SGMT:

-0.95

YMAB:

-1.58

Ulcer Index

SGMT:

51.69%

YMAB:

35.24%

Daily Std Dev

SGMT:

117.44%

YMAB:

64.09%

Max Drawdown

SGMT:

-86.59%

YMAB:

-94.78%

Current Drawdown

SGMT:

-72.15%

YMAB:

-88.56%

Fundamentals

Market Cap

SGMT:

$191.24M

YMAB:

$278.14M

EPS

SGMT:

-$0.92

YMAB:

-$0.54

Total Revenue (TTM)

SGMT:

$0.00

YMAB:

$61.19M

EBITDA (TTM)

SGMT:

-$36.26M

YMAB:

-$24.83M

Returns By Period

In the year-to-date period, SGMT achieves a 14.00% return, which is significantly higher than YMAB's -20.69% return.


SGMT

YTD

14.00%

1M

-24.34%

6M

95.06%

1Y

-19.21%

5Y*

N/A

10Y*

N/A

YMAB

YTD

-20.69%

1M

-20.49%

6M

-43.55%

1Y

-54.30%

5Y*

-28.43%

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

SGMT vs. YMAB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGMT
The Risk-Adjusted Performance Rank of SGMT is 2525
Overall Rank
The Sharpe Ratio Rank of SGMT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SGMT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SGMT is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SGMT is 2424
Martin Ratio Rank

YMAB
The Risk-Adjusted Performance Rank of YMAB is 77
Overall Rank
The Sharpe Ratio Rank of YMAB is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAB is 77
Sortino Ratio Rank
The Omega Ratio Rank of YMAB is 88
Omega Ratio Rank
The Calmar Ratio Rank of YMAB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of YMAB is 44
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.

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 -0.42, compared to the broader market-2.000.002.004.00-0.42-0.87
The chart of Sortino ratio for SGMT, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.006.00-0.00-1.28
The chart of Omega ratio for SGMT, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.85
The chart of Calmar ratio for SGMT, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.81
The chart of Martin ratio for SGMT, currently valued at -0.95, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.95-1.58
SGMT
YMAB

The current SGMT Sharpe Ratio is -0.42, which is higher than the YMAB Sharpe Ratio of -0.87. 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.42
-0.87
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%SeptemberOctoberNovemberDecember2025February
-72.15%
-66.77%
SGMT
YMAB

Volatility

SGMT vs. YMAB - Volatility Comparison

Sagimet Biosciences Inc. (SGMT) has a higher volatility of 46.32% compared to Y-mAbs Therapeutics, Inc. (YMAB) at 12.77%. 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%50.00%SeptemberOctoberNovemberDecember2025February
46.32%
12.77%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab