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YMAB vs. SGMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YMAB and SGMT is 0.27, 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.


-0.50.00.51.00.3

Performance

YMAB vs. SGMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Y-mAbs Therapeutics, Inc. (YMAB) and Sagimet Biosciences Inc. (SGMT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
-43.54%
95.03%
YMAB
SGMT

Key characteristics

Sharpe Ratio

YMAB:

-0.87

SGMT:

-0.42

Sortino Ratio

YMAB:

-1.28

SGMT:

-0.00

Omega Ratio

YMAB:

0.85

SGMT:

1.00

Calmar Ratio

YMAB:

-0.62

SGMT:

-0.57

Martin Ratio

YMAB:

-1.58

SGMT:

-0.95

Ulcer Index

YMAB:

35.24%

SGMT:

51.69%

Daily Std Dev

YMAB:

64.09%

SGMT:

117.44%

Max Drawdown

YMAB:

-94.78%

SGMT:

-86.59%

Current Drawdown

YMAB:

-88.56%

SGMT:

-72.15%

Fundamentals

Market Cap

YMAB:

$278.14M

SGMT:

$191.24M

EPS

YMAB:

-$0.54

SGMT:

-$0.92

Total Revenue (TTM)

YMAB:

$61.19M

SGMT:

$0.00

EBITDA (TTM)

YMAB:

-$24.83M

SGMT:

-$36.26M

Returns By Period

In the year-to-date period, YMAB achieves a -20.69% return, which is significantly lower than SGMT's 14.00% return.


YMAB

YTD

-20.69%

1M

-20.49%

6M

-43.55%

1Y

-54.30%

5Y*

-28.43%

10Y*

N/A

SGMT

YTD

14.00%

1M

-24.34%

6M

95.06%

1Y

-19.21%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

YMAB vs. SGMT — Risk-Adjusted Performance Rank

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

YMAB
The Risk-Adjusted Performance Rank of YMAB is 77
Overall Rank
The Sharpe Ratio Rank of YMAB is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAB is 77
Sortino Ratio Rank
The Omega Ratio Rank of YMAB is 88
Omega Ratio Rank
The Calmar Ratio Rank of YMAB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of YMAB is 44
Martin Ratio Rank

SGMT
The Risk-Adjusted Performance Rank of SGMT is 2525
Overall Rank
The Sharpe Ratio Rank of SGMT is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SGMT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SGMT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SGMT is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SGMT is 2424
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.

YMAB vs. SGMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Y-mAbs Therapeutics, Inc. (YMAB) and Sagimet Biosciences Inc. (SGMT). 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 YMAB, currently valued at -0.87, compared to the broader market-2.000.002.004.00-0.87-0.42
The chart of Sortino ratio for YMAB, currently valued at -1.28, compared to the broader market-4.00-2.000.002.004.006.00-1.28-0.00
The chart of Omega ratio for YMAB, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.00
The chart of Calmar ratio for YMAB, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.81-0.57
The chart of Martin ratio for YMAB, currently valued at -1.58, compared to the broader market0.0010.0020.0030.00-1.58-0.95
YMAB
SGMT

The current YMAB Sharpe Ratio is -0.87, which is lower than the SGMT Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of YMAB and SGMT, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.87
-0.42
YMAB
SGMT

Dividends

YMAB vs. SGMT - Dividend Comparison

Neither YMAB nor SGMT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YMAB vs. SGMT - Drawdown Comparison

The maximum YMAB drawdown since its inception was -94.78%, which is greater than SGMT's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for YMAB and SGMT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-66.77%
-72.15%
YMAB
SGMT

Volatility

YMAB vs. SGMT - Volatility Comparison

The current volatility for Y-mAbs Therapeutics, Inc. (YMAB) is 12.77%, while Sagimet Biosciences Inc. (SGMT) has a volatility of 46.32%. This indicates that YMAB experiences smaller price fluctuations and is considered to be less risky than SGMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
12.77%
46.32%
YMAB
SGMT

Financials

YMAB vs. SGMT - Financials Comparison

This section allows you to compare key financial metrics between Y-mAbs Therapeutics, Inc. and Sagimet Biosciences 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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