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ATMU vs. SLGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ATMU vs. SLGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atmus Filtration Technologies Inc. (ATMU) and Sol-Gel Technologies Ltd. (SLGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATMU achieves a 0.60% return, which is significantly lower than SLGL's 75.13% return.


ATMU

1D
0.64%
1M
6.86%
YTD
0.60%
6M
-3.20%
1Y
49.39%
3Y*
33.71%
5Y*
10Y*

SLGL

1D
-0.89%
1M
-3.82%
YTD
75.13%
6M
75.05%
1Y
922.26%
3Y*
32.68%
5Y*
-9.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATMU vs. SLGL - Yearly Performance Comparison


2026 (YTD)202520242023
ATMU
Atmus Filtration Technologies Inc.
0.60%33.16%67.28%8.40%
SLGL
Sol-Gel Technologies Ltd.
75.13%353.07%-15.83%-66.92%

Correlation

The correlation between ATMU and SLGL is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 26, 2023

0.06

Fundamentals

Market Cap

ATMU:

$4.27B

SLGL:

$209.36M

EPS

ATMU:

$2.56

SLGL:

-$0.37

PS Ratio

ATMU:

3.19

SLGL:

11.19

PB Ratio

ATMU:

10.59

SLGL:

4.07

Total Revenue (TTM)

ATMU:

$1.35B

SLGL:

$18.47M

Gross Profit (TTM)

ATMU:

$529.00M

SLGL:

$18.47M

EBITDA (TTM)

ATMU:

$334.60M

SLGL:

-$2.03M

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Return for Risk

ATMU vs. SLGL — Risk / Return Rank

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

ATMU
ATMU Risk / Return Rank: 7575
Overall Rank
ATMU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ATMU Sortino Ratio Rank: 7373
Sortino Ratio Rank
ATMU Omega Ratio Rank: 7676
Omega Ratio Rank
ATMU Calmar Ratio Rank: 7272
Calmar Ratio Rank
ATMU Martin Ratio Rank: 7676
Martin Ratio Rank

SLGL
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.

ATMU vs. SLGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atmus Filtration Technologies Inc. (ATMU) and Sol-Gel Technologies Ltd. (SLGL). 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.


ATMUSLGLDifference
Sharpe ratioReturn per unit of total volatility

-7.90

Sortino ratioReturn per unit of downside risk

-3.60

Omega ratioGain probability vs. loss probability

1.26

1.66

-0.40

Calmar ratioReturn relative to maximum drawdown

1.64

26.34

-24.70

Martin ratioReturn relative to average drawdown

5.01

60.95

-55.94

ATMU vs. SLGL - Sharpe Ratio Comparison

The current ATMU Sharpe Ratio is 1.37, which is lower than the SLGL Sharpe Ratio of 9.27. The chart below compares the historical Sharpe Ratios of ATMU and SLGL, 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

ATMU vs. SLGL - Drawdown Comparison

The maximum ATMU drawdown since its inception was -30.22%, smaller than the maximum SLGL drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for ATMU and SLGL.


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Drawdown Indicators


ATMUSLGLDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-97.87%

+67.65%

Max Drawdown (1Y)

Largest decline over 1 year

-30.22%

-35.38%

+5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-30.22%

-90.71%

+60.49%

Max Drawdown (5Y)

Largest decline over 5 years

-97.24%

Current Drawdown

Current decline from peak

-20.42%

-56.97%

+36.55%

Average Drawdown

Average peak-to-trough decline

-8.75%

-64.20%

+55.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.88%

15.26%

-5.38%

Volatility

ATMU vs. SLGL - Volatility Comparison

The current volatility for Atmus Filtration Technologies Inc. (ATMU) is 10.54%, while Sol-Gel Technologies Ltd. (SLGL) has a volatility of 19.43%. This indicates that ATMU experiences smaller price fluctuations and is considered to be less risky than SLGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATMUSLGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

19.43%

-8.89%

Volatility (6M)

Calculated over the trailing 6-month period

30.93%

66.28%

-35.35%

Volatility (1Y)

Calculated over the trailing 1-year period

36.35%

100.75%

-64.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.43%

160.47%

-126.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.43%

132.39%

-97.96%

Dividends

ATMU vs. SLGL - Dividend Comparison

ATMU's dividend yield for the trailing twelve months is around 0.42%, while SLGL has not paid dividends to shareholders.


PositionTTM20252024
ATMU
Atmus Filtration Technologies Inc.
0.42%0.40%0.26%
SLGL
Sol-Gel Technologies Ltd.
0.00%0.00%0.00%

Financials

ATMU vs. SLGL - Financials Comparison

This section allows you to compare key financial metrics between Atmus Filtration Technologies Inc. and Sol-Gel Technologies 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


0.00100.00M200.00M300.00M400.00M500.00M202220232024202520260
108.00K
(ATMU) Total Revenue
(SLGL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ATMU and SLGL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLGL has higher volatility (19.43%) compared to ATMU (10.54%). In terms of maximum drawdown, ATMU dropped -30.22% vs SLGL's -97.87%.

SLGL currently has the higher Sharpe Ratio (9.27 vs 1.37), 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

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