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

Key characteristics


TTOOPFE
YTD Return-90.76%-1.52%
1Y Return-89.06%-4.47%
3Y Return (Ann)-94.72%-13.54%
5Y Return (Ann)-86.62%-1.17%
10Y Return (Ann)-69.32%3.28%
Sharpe Ratio-0.73-0.28
Sortino Ratio-1.99-0.24
Omega Ratio0.790.97
Calmar Ratio-0.90-0.12
Martin Ratio-1.81-0.87
Ulcer Index49.52%7.79%
Daily Std Dev123.17%24.18%
Max Drawdown-100.00%-54.82%
Current Drawdown-100.00%-50.04%

Fundamentals


TTOOPFE
Market Cap$10.14M$151.42B
EPS$29.70$0.75
PE Ratio0.0235.63
PEG Ratio0.000.71
Total Revenue (TTM)$5.69M$60.11B
Gross Profit (TTM)-$3.78M$36.84B
EBITDA (TTM)-$22.18M$15.48B

Correlation

-0.50.00.51.00.1

The correlation between TTOO and PFE is 0.11, 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.

Performance

TTOO vs. PFE - Performance Comparison

In the year-to-date period, TTOO achieves a -90.76% return, which is significantly lower than PFE's -1.52% return. Over the past 10 years, TTOO has underperformed PFE with an annualized return of -69.32%, while PFE has yielded a comparatively higher 3.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-1.76%
TTOO
PFE

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Risk-Adjusted Performance

TTOO vs. PFE - Risk-Adjusted Performance Comparison

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


TTOO
Sharpe ratio
The chart of Sharpe ratio for TTOO, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.73
Sortino ratio
The chart of Sortino ratio for TTOO, currently valued at -1.99, compared to the broader market-4.00-2.000.002.004.006.00-1.99
Omega ratio
The chart of Omega ratio for TTOO, currently valued at 0.79, compared to the broader market0.501.001.502.000.79
Calmar ratio
The chart of Calmar ratio for TTOO, currently valued at -0.90, compared to the broader market0.002.004.006.00-0.90
Martin ratio
The chart of Martin ratio for TTOO, currently valued at -1.81, compared to the broader market0.0010.0020.0030.00-1.81
PFE
Sharpe ratio
The chart of Sharpe ratio for PFE, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28
Sortino ratio
The chart of Sortino ratio for PFE, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.006.00-0.24
Omega ratio
The chart of Omega ratio for PFE, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for PFE, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12
Martin ratio
The chart of Martin ratio for PFE, currently valued at -0.87, compared to the broader market0.0010.0020.0030.00-0.87

TTOO vs. PFE - Sharpe Ratio Comparison

The current TTOO Sharpe Ratio is -0.73, which is lower than the PFE Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of TTOO and PFE, 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-1.20-1.00-0.80-0.60-0.40-0.200.00JuneJulyAugustSeptemberOctoberNovember
-0.73
-0.28
TTOO
PFE

Dividends

TTOO vs. PFE - Dividend Comparison

TTOO has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 6.29%.


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%
PFE
Pfizer Inc.
6.29%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

TTOO vs. PFE - Drawdown Comparison

The maximum TTOO drawdown since its inception was -100.00%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for TTOO and PFE. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-50.04%
TTOO
PFE

Volatility

TTOO vs. PFE - Volatility Comparison

T2 Biosystems, Inc. (TTOO) has a higher volatility of 32.45% compared to Pfizer Inc. (PFE) at 4.31%. This indicates that TTOO's price experiences larger fluctuations and is considered to be riskier than PFE 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%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
32.45%
4.31%
TTOO
PFE

Financials

TTOO vs. PFE - Financials Comparison

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