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STRA vs. GMAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STRA vs. GMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Education, Inc. (STRA) and Genmab A/S (GMAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRA achieves a -3.24% return, which is significantly higher than GMAB's -16.85% return. Over the past 10 years, STRA has outperformed GMAB with an annualized return of 7.54%, while GMAB has yielded a comparatively lower 4.44% annualized return.


STRA

1D
1.49%
1M
-2.61%
YTD
-3.24%
6M
-3.34%
1Y
-8.62%
3Y*
5.83%
5Y*
2.76%
10Y*
7.54%

GMAB

1D
1.35%
1M
-4.69%
YTD
-16.85%
6M
-22.53%
1Y
21.03%
3Y*
-12.62%
5Y*
-9.34%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRA vs. GMAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRA
Strategic Education, Inc.
-3.24%-11.62%3.53%21.43%40.39%-37.26%-38.80%42.05%28.16%12.41%
GMAB
Genmab A/S
-16.85%47.58%-34.45%-24.87%7.13%-2.71%82.09%35.54%-0.61%-0.04%

Correlation

The correlation between STRA and GMAB is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2009

0.11

The correlation between STRA and GMAB shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

STRA:

$1.69B

GMAB:

$16.35B

EPS

STRA:

$5.64

GMAB:

$4.10

PE Ratio

STRA:

13.56

GMAB:

6.25

PEG Ratio

STRA:

0.47

GMAB:

0.41

PS Ratio

STRA:

1.38

GMAB:

1.85

PB Ratio

STRA:

1.04

GMAB:

2.88

Total Revenue (TTM)

STRA:

$1.27B

GMAB:

$8.84B

Gross Profit (TTM)

STRA:

$475.81M

GMAB:

$8.27B

EBITDA (TTM)

STRA:

$216.79M

GMAB:

$3.81B

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Return for Risk

STRA vs. GMAB — Risk / Return Rank

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

STRA
STRA Risk / Return Rank: 2525
Overall Rank
STRA Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
STRA Sortino Ratio Rank: 2828
Sortino Ratio Rank
STRA Omega Ratio Rank: 2727
Omega Ratio Rank
STRA Calmar Ratio Rank: 2222
Calmar Ratio Rank
STRA Martin Ratio Rank: 1717
Martin Ratio Rank

GMAB
GMAB Risk / Return Rank: 5858
Overall Rank
GMAB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GMAB Sortino Ratio Rank: 5757
Sortino Ratio Rank
GMAB Omega Ratio Rank: 5555
Omega Ratio Rank
GMAB Calmar Ratio Rank: 5757
Calmar Ratio Rank
GMAB Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STRA vs. GMAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Education, Inc. (STRA) and Genmab A/S (GMAB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


STRAGMABDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

0.98

1.13

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.55

0.65

-1.20

Martin ratioReturn relative to average drawdown

-1.14

1.39

-2.53

STRA vs. GMAB - Sharpe Ratio Comparison

The current STRA Sharpe Ratio is -0.27, which is lower than the GMAB Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of STRA and GMAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STRA vs. GMAB - Drawdown Comparison

The maximum STRA drawdown since its inception was -85.50%, roughly equal to the maximum GMAB drawdown of -84.20%. Use the drawdown chart below to compare losses from any high point for STRA and GMAB.


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Drawdown Indicators


STRAGMABDifference

Max Drawdown

Largest peak-to-trough decline

-85.50%

-84.20%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-32.51%

+16.76%

Max Drawdown (3Y)

Largest decline over 3 years

-38.05%

-57.44%

+19.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-63.10%

+25.05%

Max Drawdown (10Y)

Largest decline over 10 years

-71.86%

-63.10%

-8.76%

Current Drawdown

Current decline from peak

-58.79%

-47.43%

-11.36%

Average Drawdown

Average peak-to-trough decline

-39.05%

-31.11%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.56%

15.20%

-7.64%

Volatility

STRA vs. GMAB - Volatility Comparison

The current volatility for Strategic Education, Inc. (STRA) is 8.02%, while Genmab A/S (GMAB) has a volatility of 10.70%. This indicates that STRA experiences smaller price fluctuations and is considered to be less risky than GMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRAGMABDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

10.70%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

26.74%

25.38%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

32.30%

34.31%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.82%

33.50%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.04%

35.10%

+1.94%

Dividends

STRA vs. GMAB - Dividend Comparison

STRA's dividend yield for the trailing twelve months is around 3.14%, while GMAB has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GMAB
Genmab A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STRA
Strategic Education, Inc.
3.14%2.99%2.57%2.60%3.06%4.15%2.52%1.32%1.32%1.12%

Financials

STRA vs. GMAB - Financials Comparison

This section allows you to compare key financial metrics between Strategic Education, Inc. and Genmab A/S. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
305.93M
899.32M
(STRA) Total Revenue
(GMAB) Total Revenue
Values in USD except per share items

STRA vs. GMAB - Profitability Comparison

The chart below illustrates the profitability comparison between Strategic Education, Inc. and Genmab A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
92.8%
Portfolio components
STRA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Strategic Education, Inc. reported a gross profit of 0.00 and revenue of 305.93M. Therefore, the gross margin over that period was 0.0%.

GMAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported a gross profit of 834.08M and revenue of 899.32M. Therefore, the gross margin over that period was 92.8%.

STRA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Strategic Education, Inc. reported an operating income of 41.09M and revenue of 305.93M, resulting in an operating margin of 13.4%.

GMAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported an operating income of 225.83M and revenue of 899.32M, resulting in an operating margin of 25.1%.

STRA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Strategic Education, Inc. reported a net income of 32.81M and revenue of 305.93M, resulting in a net margin of 10.7%.

GMAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported a net income of 53.20M and revenue of 899.32M, resulting in a net margin of 5.9%.


Frequently Asked Questions


STRA and GMAB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GMAB has higher volatility (10.70%) compared to STRA (8.02%). In terms of maximum drawdown, STRA dropped -85.50% vs GMAB's -84.20%.

GMAB currently has the higher Sharpe Ratio (0.62 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for STRA and GMAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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