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TWST vs. BEAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TWST vs. BEAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twist Bioscience Corporation (TWST) and Beam Therapeutics Inc. (BEAM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-7.67%
-2.90%
TWST
BEAM

Returns By Period

In the year-to-date period, TWST achieves a 12.40% return, which is significantly higher than BEAM's -11.39% return.


TWST

YTD

12.40%

1M

-11.72%

6M

-7.67%

1Y

72.55%

5Y (annualized)

12.68%

10Y (annualized)

N/A

BEAM

YTD

-11.39%

1M

1.99%

6M

-2.90%

1Y

-12.20%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


TWSTBEAM
Market Cap$2.65B$1.99B
EPS-$3.82-$1.58
Total Revenue (TTM)$228.26M$349.64M
Gross Profit (TTM)$95.12M$327.80M
EBITDA (TTM)-$111.00M-$150.99M

Key characteristics


TWSTBEAM
Sharpe Ratio1.55-0.04
Sortino Ratio2.450.54
Omega Ratio1.281.06
Calmar Ratio1.32-0.03
Martin Ratio6.66-0.07
Ulcer Index17.62%36.93%
Daily Std Dev71.58%73.82%
Max Drawdown-94.48%-86.76%
Current Drawdown-80.08%-81.95%

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Correlation

-0.50.00.51.00.6

The correlation between TWST and BEAM is 0.59, 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.

Risk-Adjusted Performance

TWST vs. BEAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Twist Bioscience Corporation (TWST) and Beam Therapeutics Inc. (BEAM). 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 TWST, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.55-0.04
The chart of Sortino ratio for TWST, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.450.54
The chart of Omega ratio for TWST, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.06
The chart of Calmar ratio for TWST, currently valued at 1.32, compared to the broader market0.002.004.006.001.32-0.03
The chart of Martin ratio for TWST, currently valued at 6.66, compared to the broader market-10.000.0010.0020.0030.006.66-0.07
TWST
BEAM

The current TWST Sharpe Ratio is 1.55, which is higher than the BEAM Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of TWST and BEAM, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.55
-0.04
TWST
BEAM

Dividends

TWST vs. BEAM - Dividend Comparison

Neither TWST nor BEAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TWST vs. BEAM - Drawdown Comparison

The maximum TWST drawdown since its inception was -94.48%, which is greater than BEAM's maximum drawdown of -86.76%. Use the drawdown chart below to compare losses from any high point for TWST and BEAM. For additional features, visit the drawdowns tool.


-84.00%-82.00%-80.00%-78.00%-76.00%-74.00%-72.00%JuneJulyAugustSeptemberOctoberNovember
-80.08%
-81.95%
TWST
BEAM

Volatility

TWST vs. BEAM - Volatility Comparison

The current volatility for Twist Bioscience Corporation (TWST) is 22.67%, while Beam Therapeutics Inc. (BEAM) has a volatility of 24.02%. This indicates that TWST experiences smaller price fluctuations and is considered to be less risky than BEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.67%
24.02%
TWST
BEAM

Financials

TWST vs. BEAM - Financials Comparison

This section allows you to compare key financial metrics between Twist Bioscience Corporation and Beam 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