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VOR vs. VGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


VORVGR

Fundamentals


VORVGR
Market Cap$69.36M$2.36B
EPS-$1.73$1.26
Total Revenue (TTM)$12.23M$1.06B
Gross Profit (TTM)$9.49M$355.94M
EBITDA (TTM)-$115.26M$260.21M

Correlation

-0.50.00.51.00.1

The correlation between VOR and VGR is 0.14, 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

VOR vs. VGR - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-46.67%
38.85%
VOR
VGR

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Risk-Adjusted Performance

VOR vs. VGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vor Biopharma Inc. (VOR) and Vector Group Ltd. (VGR). 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.


VOR
Sharpe ratio
The chart of Sharpe ratio for VOR, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55
Sortino ratio
The chart of Sortino ratio for VOR, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.006.00-0.50
Omega ratio
The chart of Omega ratio for VOR, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for VOR, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47
Martin ratio
The chart of Martin ratio for VOR, currently valued at -0.93, compared to the broader market0.0010.0020.0030.00-0.93
VGR
Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.71
Sortino ratio
The chart of Sortino ratio for VGR, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.61
Omega ratio
The chart of Omega ratio for VGR, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VGR, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for VGR, currently valued at 9.03, compared to the broader market0.0010.0020.0030.009.03

VOR vs. VGR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.55
1.71
VOR
VGR

Dividends

VOR vs. VGR - Dividend Comparison

Neither VOR nor VGR has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VOR
Vor Biopharma 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%
VGR
Vector Group Ltd.
5.34%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%

Drawdowns

VOR vs. VGR - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.23%
-0.13%
VOR
VGR

Volatility

VOR vs. VGR - Volatility Comparison

Vor Biopharma Inc. (VOR) has a higher volatility of 22.81% compared to Vector Group Ltd. (VGR) at 0.00%. This indicates that VOR's price experiences larger fluctuations and is considered to be riskier than VGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
22.81%
0
VOR
VGR

Financials

VOR vs. VGR - Financials Comparison

This section allows you to compare key financial metrics between Vor Biopharma Inc. and Vector Group Ltd.. 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