BIAF vs. ULY

Last updated Jun 3, 2026

BIAF (bioAffinity Technologies Inc.) and ULY (Urgent.ly Inc. Common Stock) are both stocks. BIAF operates in Diagnostics & Research (Healthcare), while ULY operates in Software - Application (Technology). Over the past year, BIAF returned -78.68% vs 3.86% for ULY. At a 0.05 correlation, their price movements are largely independent.

Performance

BIAF vs. ULY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in bioAffinity Technologies Inc. (BIAF) and Urgent.ly Inc. Common Stock (ULY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIAF achieves a 42.37% return, which is significantly lower than ULY's 84.25% return.

BIAF

• 1D: -4.00%
• 1M: -23.29%
• YTD: 42.37%
• 6M: 17.48%
• 1Y: -78.68%
• 3Y*: -68.66%
• 5Y*: —
• 10Y*: —

ULY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 84.25%
• 6M: 187.78%
• 1Y: 3.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIAF vs. ULY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BIAF bioAffinity Technologies Inc.	42.37%	-95.68%	-38.12%	8.93%
ULY Urgent.ly Inc. Common Stock	84.25%	-52.29%	-83.91%	-44.47%

Correlation

The correlation between BIAF and ULY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.05

The correlation between BIAF and ULY shifts across timeframes, from 0.05 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap BIAF : $7.55M ULY : $11.34M
EPS BIAF : -$7.86 ULY : -$13.78
PS Ratio BIAF : 0.60 ULY : 0.06
Total Revenue (TTM) BIAF : $5.66M ULY : $129.19M
Gross Profit (TTM) BIAF : $944.59K ULY : $31.48M
EBITDA (TTM) BIAF : -$15.35M ULY : -$4.02M

Return for Risk

BIAF vs. ULY — Risk / Return Rank

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

BIAF

BIAF Risk / Return Rank: 22
BIAF Sharpe Ratio Rank: 23
BIAF Sortino Ratio Rank: 31
BIAF Omega Ratio Rank: 31
BIAF Calmar Ratio Rank: 7
BIAF Martin Ratio Rank: 15

ULY

ULY Risk / Return Rank: 54
ULY Sharpe Ratio Rank: 40
ULY Sortino Ratio Rank: 78
ULY Omega Ratio Rank: 75
ULY Calmar Ratio Rank: 38
ULY Martin Ratio Rank: 37

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.

BIAF vs. ULY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for bioAffinity Technologies Inc. (BIAF) and Urgent.ly Inc. Common Stock (ULY). 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.

	BIAF	ULY	Difference
Sharpe ratio Return per unit of total volatility	-0.40	0.02	-0.42
Sortino ratio Return per unit of downside risk	0.08	2.23	-2.16
Omega ratio Gain probability vs. loss probability	1.01	1.27	-0.26
Calmar ratio Return relative to maximum drawdown	-0.86	-0.07	-0.79
Martin ratio Return relative to average drawdown	-1.15	-0.09	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIAF vs. ULY - Sharpe Ratio Comparison

The current BIAF Sharpe Ratio is -0.40, which is lower than the ULY Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of BIAF and ULY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BIAF	ULY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	0.02	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	-0.36	+0.03

Drawdowns

BIAF vs. ULY - Drawdown Comparison

The maximum BIAF drawdown since its inception was -99.70%, roughly equal to the maximum ULY drawdown of -97.43%. Use the drawdown chart below to compare losses from any high point for BIAF and ULY.

Drawdown Indicators

	BIAF	ULY	Difference
Max Drawdown Largest peak-to-trough decline	-99.70%	-97.43%	-2.27%
Max Drawdown (1Y) Largest decline over 1 year	-93.15%	-80.36%	-12.79%
Max Drawdown (3Y) Largest decline over 3 years	-99.17%	—	—
Current Drawdown Current decline from peak	-99.33%	-92.15%	-7.18%
Average Drawdown Average peak-to-trough decline	-84.31%	-81.50%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	69.34%	57.38%	+11.96%

Volatility

BIAF vs. ULY - Volatility Comparison

bioAffinity Technologies Inc. (BIAF) has a higher volatility of 20.56% compared to Urgent.ly Inc. Common Stock (ULY) at 0.00%. This indicates that BIAF's price experiences larger fluctuations and is considered to be riskier than ULY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIAF	ULY	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.56%	0.00%	+20.56%
Volatility (6M) Calculated over the trailing 6-month period	127.90%	122.35%	+5.55%
Volatility (1Y) Calculated over the trailing 1-year period	197.29%	212.63%	-15.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	223.88%	173.66%	+50.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	223.88%	173.66%	+50.22%

Dividends

BIAF vs. ULY - Dividend Comparison

Neither BIAF nor ULY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BIAF and ULY in my portfolio?

BIAF and ULY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIAF or ULY?

BIAF has higher volatility (20.56%) compared to ULY (0.00%). In terms of maximum drawdown, BIAF dropped -99.70% vs ULY's -97.43%.

Which has better risk-adjusted returns?

ULY currently has the higher Sharpe Ratio (0.02 vs -0.40), 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.