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TTOO vs. AMGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTOO and AMGN is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TTOO vs. AMGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T2 Biosystems, Inc. (TTOO) and Amgen Inc. (AMGN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TTOO:

-0.50

AMGN:

-0.46

Sortino Ratio

TTOO:

-1.62

AMGN:

-0.38

Omega Ratio

TTOO:

0.81

AMGN:

0.95

Calmar Ratio

TTOO:

-0.97

AMGN:

-0.44

Martin Ratio

TTOO:

-1.25

AMGN:

-0.92

Ulcer Index

TTOO:

77.31%

AMGN:

10.94%

Daily Std Dev

TTOO:

199.46%

AMGN:

25.50%

Max Drawdown

TTOO:

-100.00%

AMGN:

-78.02%

Current Drawdown

TTOO:

-100.00%

AMGN:

-18.17%

Fundamentals

Market Cap

TTOO:

$4.35M

AMGN:

$145.42B

EPS

TTOO:

-$0.03

AMGN:

$10.65

PEG Ratio

TTOO:

0.00

AMGN:

0.90

PS Ratio

TTOO:

0.57

AMGN:

4.26

PB Ratio

TTOO:

14.50

AMGN:

23.43

Total Revenue (TTM)

TTOO:

$3.94M

AMGN:

$34.13B

Gross Profit (TTM)

TTOO:

-$2.86M

AMGN:

$21.50B

EBITDA (TTM)

TTOO:

-$18.11M

AMGN:

$12.38B

Returns By Period

In the year-to-date period, TTOO achieves a -64.26% return, which is significantly lower than AMGN's 5.08% return. Over the past 10 years, TTOO has underperformed AMGN with an annualized return of -73.56%, while AMGN has yielded a comparatively higher 8.25% annualized return.


TTOO

YTD

-64.26%

1M

36.45%

6M

-71.13%

1Y

-97.49%

5Y*

-86.10%

10Y*

-73.56%

AMGN

YTD

5.08%

1M

-8.00%

6M

-6.71%

1Y

-12.25%

5Y*

5.57%

10Y*

8.25%

*Annualized

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Risk-Adjusted Performance

TTOO vs. AMGN — Risk-Adjusted Performance Rank

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

TTOO
The Risk-Adjusted Performance Rank of TTOO is 1010
Overall Rank
The Sharpe Ratio Rank of TTOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TTOO is 44
Sortino Ratio Rank
The Omega Ratio Rank of TTOO is 66
Omega Ratio Rank
The Calmar Ratio Rank of TTOO is 11
Calmar Ratio Rank
The Martin Ratio Rank of TTOO is 1515
Martin Ratio Rank

AMGN
The Risk-Adjusted Performance Rank of AMGN is 2525
Overall Rank
The Sharpe Ratio Rank of AMGN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of AMGN is 2525
Sortino Ratio Rank
The Omega Ratio Rank of AMGN is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AMGN is 2121
Calmar Ratio Rank
The Martin Ratio Rank of AMGN is 2828
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.

TTOO vs. AMGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T2 Biosystems, Inc. (TTOO) and Amgen Inc. (AMGN). 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.


The current TTOO Sharpe Ratio is -0.50, which is comparable to the AMGN Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of TTOO and AMGN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TTOO vs. AMGN - Dividend Comparison

TTOO has not paid dividends to shareholders, while AMGN's dividend yield for the trailing twelve months is around 4.24%.


TTM20242023202220212020201920182017201620152014
TTOO
T2 Biosystems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMGN
Amgen Inc.
4.24%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%

Drawdowns

TTOO vs. AMGN - Drawdown Comparison

The maximum TTOO drawdown since its inception was -100.00%, which is greater than AMGN's maximum drawdown of -78.02%. Use the drawdown chart below to compare losses from any high point for TTOO and AMGN. For additional features, visit the drawdowns tool.


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Volatility

TTOO vs. AMGN - Volatility Comparison

T2 Biosystems, Inc. (TTOO) has a higher volatility of 49.21% compared to Amgen Inc. (AMGN) at 9.10%. This indicates that TTOO's price experiences larger fluctuations and is considered to be riskier than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TTOO vs. AMGN - Financials Comparison

This section allows you to compare key financial metrics between T2 Biosystems, Inc. and Amgen 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
1.99M
8.15B
(TTOO) Total Revenue
(AMGN) Total Revenue
Values in USD except per share items