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

Correlation

The correlation between TTOO and AMGN is 0.13, 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.


-0.50.00.51.00.1

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.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
180.94%
TTOO
AMGN

Key characteristics

Sharpe Ratio

TTOO:

-0.76

AMGN:

-0.05

Sortino Ratio

TTOO:

-2.47

AMGN:

0.11

Omega Ratio

TTOO:

0.74

AMGN:

1.01

Calmar Ratio

TTOO:

-0.93

AMGN:

-0.06

Martin Ratio

TTOO:

-1.61

AMGN:

-0.15

Ulcer Index

TTOO:

58.19%

AMGN:

9.40%

Daily Std Dev

TTOO:

123.63%

AMGN:

25.85%

Max Drawdown

TTOO:

-100.00%

AMGN:

-78.04%

Current Drawdown

TTOO:

-100.00%

AMGN:

-21.31%

Fundamentals

Market Cap

TTOO:

$10.48M

AMGN:

$142.96B

EPS

TTOO:

-$0.03

AMGN:

$7.82

PEG Ratio

TTOO:

0.00

AMGN:

1.91

Total Revenue (TTM)

TTOO:

$7.68M

AMGN:

$32.43B

Gross Profit (TTM)

TTOO:

-$5.89M

AMGN:

$19.57B

EBITDA (TTM)

TTOO:

-$30.40M

AMGN:

$13.05B

Returns By Period

In the year-to-date period, TTOO achieves a -94.42% return, which is significantly lower than AMGN's -5.79% return. Over the past 10 years, TTOO has underperformed AMGN with an annualized return of -71.44%, while AMGN has yielded a comparatively higher 8.34% annualized return.


TTOO

YTD

-94.42%

1M

-17.80%

6M

-94.10%

1Y

-93.30%

5Y*

-85.53%

10Y*

-71.44%

AMGN

YTD

-5.79%

1M

-8.51%

6M

-13.25%

1Y

-2.86%

5Y*

4.78%

10Y*

8.34%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TTOO, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.76-0.05
The chart of Sortino ratio for TTOO, currently valued at -2.47, compared to the broader market-4.00-2.000.002.004.00-2.470.11
The chart of Omega ratio for TTOO, currently valued at 0.74, compared to the broader market0.501.001.502.000.741.01
The chart of Calmar ratio for TTOO, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.93-0.06
The chart of Martin ratio for TTOO, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.61-0.15
TTOO
AMGN

The current TTOO Sharpe Ratio is -0.76, which is lower than the AMGN Sharpe Ratio of -0.05. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
-0.05
TTOO
AMGN

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 3.42%.


TTM20232022202120202019201820172016201520142013
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.
3.42%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%

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 -78.04%. Use the drawdown chart below to compare losses from any high point for TTOO and AMGN. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-21.31%
TTOO
AMGN

Volatility

TTOO vs. AMGN - Volatility Comparison

T2 Biosystems, Inc. (TTOO) has a higher volatility of 37.43% compared to Amgen Inc. (AMGN) at 7.02%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.43%
7.02%
TTOO
AMGN

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


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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