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ARQT vs. S
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ARQT vs. S - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcutis Biotherapeutics, Inc. (ARQT) and SentinelOne, Inc. (S). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARQT achieves a -8.20% return, which is significantly lower than S's -1.73% return.


ARQT

1D
1.72%
1M
27.80%
YTD
-8.20%
6M
-10.84%
1Y
92.91%
3Y*
44.81%
5Y*
-0.16%
10Y*

S

1D
-1.86%
1M
-21.22%
YTD
-1.73%
6M
-1.27%
1Y
-15.14%
3Y*
-1.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARQT vs. S - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ARQT
Arcutis Biotherapeutics, Inc.
-8.20%108.47%331.27%-78.18%-28.64%-19.71%
S
SentinelOne, Inc.
-1.73%-32.43%-19.10%88.07%-71.10%9.76%

Correlation

The correlation between ARQT and S is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.24

The correlation between ARQT and S shifts across timeframes, from 0.12 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ARQT:

$3.45B

S:

$4.97B

EPS

ARQT:

-$0.02

S:

-$0.95

PS Ratio

ARQT:

8.42

S:

4.69

PB Ratio

ARQT:

18.19

S:

3.45

Total Revenue (TTM)

ARQT:

$415.62M

S:

$1.05B

Gross Profit (TTM)

ARQT:

$377.98M

S:

$776.52M

EBITDA (TTM)

ARQT:

$12.21M

S:

-$229.16M

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Return for Risk

ARQT vs. S — Risk / Return Rank

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

ARQT
ARQT Risk / Return Rank: 8181
Overall Rank
ARQT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ARQT Sortino Ratio Rank: 8282
Sortino Ratio Rank
ARQT Omega Ratio Rank: 8080
Omega Ratio Rank
ARQT Calmar Ratio Rank: 8080
Calmar Ratio Rank
ARQT Martin Ratio Rank: 7979
Martin Ratio Rank

S
S Risk / Return Rank: 2828
Overall Rank
S Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S Sortino Ratio Rank: 2828
Sortino Ratio Rank
S Omega Ratio Rank: 2828
Omega Ratio Rank
S Calmar Ratio Rank: 2929
Calmar Ratio Rank
S Martin Ratio Rank: 2828
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.

ARQT vs. S - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcutis Biotherapeutics, Inc. (ARQT) and SentinelOne, Inc. (S). 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.

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.


ARQTSDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.30

0.98

+0.32

Calmar ratioReturn relative to maximum drawdown

2.49

-0.38

+2.87

Martin ratioReturn relative to average drawdown

5.68

-0.71

+6.39

ARQT vs. S - Sharpe Ratio Comparison

The current ARQT Sharpe Ratio is 1.61, which is higher than the S Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of ARQT and S, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARQT vs. S - Drawdown Comparison

The maximum ARQT drawdown since its inception was -95.02%, which is greater than S's maximum drawdown of -84.35%. Use the drawdown chart below to compare losses from any high point for ARQT and S.


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Drawdown Indicators


ARQTSDifference

Max Drawdown

Largest peak-to-trough decline

-95.02%

-84.35%

-10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-39.64%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-83.24%

-60.20%

-23.04%

Max Drawdown (5Y)

Largest decline over 5 years

-93.28%

Current Drawdown

Current decline from peak

-27.91%

-80.68%

+52.77%

Average Drawdown

Average peak-to-trough decline

-50.01%

-66.33%

+16.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.43%

21.27%

-4.84%

Volatility

ARQT vs. S - Volatility Comparison

The current volatility for Arcutis Biotherapeutics, Inc. (ARQT) is 10.98%, while SentinelOne, Inc. (S) has a volatility of 15.45%. This indicates that ARQT experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARQTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

15.45%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

37.84%

35.36%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

58.08%

47.66%

+10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.90%

63.68%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.82%

63.68%

+13.14%

Dividends

ARQT vs. S - Dividend Comparison

Neither ARQT nor S has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ARQT vs. S - Financials Comparison

This section allows you to compare key financial metrics between Arcutis Biotherapeutics, Inc. and SentinelOne, 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
105.40M
276.66M
(ARQT) Total Revenue
(S) Total Revenue
Values in USD except per share items

ARQT vs. S - Profitability Comparison

The chart below illustrates the profitability comparison between Arcutis Biotherapeutics, Inc. and SentinelOne, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
90.7%
71.8%
Portfolio components
ARQT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arcutis Biotherapeutics, Inc. reported a gross profit of 95.61M and revenue of 105.40M. Therefore, the gross margin over that period was 90.7%.

S - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. Therefore, the gross margin over that period was 71.8%.

ARQT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arcutis Biotherapeutics, Inc. reported an operating income of -9.09M and revenue of 105.40M, resulting in an operating margin of -8.6%.

S - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported an operating income of -77.79M and revenue of 276.66M, resulting in an operating margin of -28.1%.

ARQT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arcutis Biotherapeutics, Inc. reported a net income of -11.30M and revenue of 105.40M, resulting in a net margin of -10.7%.

S - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.


Frequently Asked Questions


ARQT and S have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

S has higher volatility (15.45%) compared to ARQT (10.98%). In terms of maximum drawdown, ARQT dropped -95.02% vs S's -84.35%.

ARQT currently has the higher Sharpe Ratio (1.61 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ARQT and S

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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