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ISIN
IL0011417206
CUSIP
001141720
IPO Date
Jan 23, 2018

Highlights

Market Cap
$209.36M
Enterprise Value
$200.09M
EPS (TTM)
-$0.37
Total Revenue (TTM)
$18.47M
Gross Profit (TTM)
$18.47M
EBITDA (TTM)
-$2.03M
Year Range
$6.96 - $97.97
Target Price
$50.00
ROA (TTM)
-1.79%
ROE (TTM)
-2.03%

Share Price Chart


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Performance

SLGL Performance Chart

Sol-Gel Technologies Ltd. (SLGL) is up 75.1% since the beginning of the year. At $74 per share, SLGL is trading 24.7% below its 52-week high of $98. Investors who bought $1,000 worth of SLGL shares 5 years ago would now be looking at an investment worth $596.


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S&P 500 Index

Returns By Period

Sol-Gel Technologies Ltd. (SLGL) has returned 75.13% so far this year and 922.26% over the past 12 months.


Sol-Gel Technologies Ltd.

1D
-0.89%
1M
-3.82%
YTD
75.13%
6M
75.05%
1Y
922.26%
3Y*
32.68%
5Y*
-9.84%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLGL Monthly Returns History

Based on dividend-adjusted daily data since Feb 1, 2018, SLGL's average daily return is +0.19%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.

Historically, 42% of months were positive and 58% were negative. The best month was Dec 2019 with a return of +106.9%, while the worst month was Jul 2024 at -52.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SLGL closed higher 47% of trading days. The best single day was Dec 23, 2024 with a return of +284.6%, while the worst single day was Dec 24, 2024 at -40.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202652.40%42.76%-13.59%-6.54%-0.24%-0.08%75.13%
2025-17.79%-12.36%-22.40%46.15%-5.13%2.64%70.27%80.87%27.91%18.35%22.94%-0.65%353.07%
202426.70%-20.00%-12.49%-27.30%12.28%11.25%-52.25%64.45%-2.72%-27.93%14.49%65.79%-15.83%
202312.28%-14.75%-11.11%-7.47%0.28%-16.94%24.25%-29.74%-37.55%-20.25%0.35%-15.29%-75.77%
2022-5.81%5.45%0.41%-3.79%-17.18%-30.27%36.83%8.56%-17.57%-1.29%-4.54%-3.60%-38.38%
2021-0.61%-8.53%39.10%-11.63%-5.58%19.85%-9.29%-12.56%1.83%-10.00%-16.11%-1.99%-24.41%

Benchmark Metrics

Sol-Gel Technologies Ltd. has an annualized alpha of 46.88%, beta of 0.63, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 01, 2018.

  • This stock participated in 171.28% of S&P 500 Index downside but only 110.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.63 may look defensive, but with R2 of 0.01 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
46.88%
Beta
0.63
0.01
Upside Capture
110.20%
Downside Capture
171.28%

Return for Risk

Risk / Return Rank

SLGL ranks 99 for risk / return — in the top 99% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SLGL Risk / Return Rank: 9999
Overall Rank
SLGL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SLGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
SLGL Omega Ratio Rank: 9797
Omega Ratio Rank
SLGL Calmar Ratio Rank: 100100
Calmar Ratio Rank
SLGL Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sol-Gel Technologies Ltd. (SLGL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLGLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+7.24

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.66

1.37

+0.29

Calmar ratioReturn relative to maximum drawdown

26.34

2.78

+23.55

Martin ratioReturn relative to average drawdown

60.95

12.44

+48.51

Dividends

Dividend History


Sol-Gel Technologies Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sol-Gel Technologies Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sol-Gel Technologies Ltd. was 97.87%, occurring on Aug 9, 2024. The portfolio has not yet recovered.

The current Sol-Gel Technologies Ltd. drawdown is 56.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-97.87%Aug 2024
4y 7mo
6y 5moJan 2020 - now
2019 bear market2019
-62.75%Jan 2019
11mo 28d11mo 10d
1y 11moFeb 2018 - Dec 2019

Drawdown Indicators


SLGLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-56.78%

-41.09%

Max Drawdown (1Y)

Largest decline over 1 year

-35.38%

-9.10%

-26.28%

Max Drawdown (3Y)

Largest decline over 3 years

-90.71%

-18.90%

-71.81%

Max Drawdown (5Y)

Largest decline over 5 years

-97.24%

-25.43%

-71.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-56.97%

-1.80%

-55.17%

Average Drawdown

Average peak-to-trough decline

-64.20%

-10.71%

-53.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.26%

2.03%

+13.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sol-Gel Technologies Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Sol-Gel Technologies Ltd. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SLGL relative to other companies in the Biotechnology industry. Currently, SLGL has a P/S ratio of 11.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SLGL in comparison with other companies in the Biotechnology industry. Currently, SLGL has a P/B value of 4.1. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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