CELC vs. TYGO
CELC (Celcuity Inc.) and TYGO (Tigo Energy Inc.) are both stocks. CELC operates in Diagnostics & Research (Healthcare), while TYGO operates in Solar (Technology). Over the past 3 years, CELC returned 101.65%/yr vs -43.32%/yr for TYGO. At a 0.07 correlation, their price movements are largely independent.
Performance
CELC vs. TYGO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CELC achieves a -11.22% return, which is significantly lower than TYGO's 107.97% return.
CELC
- 1D
- -1.05%
- 1M
- -34.27%
- YTD
- -11.22%
- 6M
- -15.87%
- 1Y
- 631.21%
- 3Y*
- 101.65%
- 5Y*
- 26.91%
- 10Y*
- —
TYGO
- 1D
- -2.05%
- 1M
- -28.96%
- YTD
- 107.97%
- 6M
- 81.65%
- 1Y
- 145.30%
- 3Y*
- -43.32%
- 5Y*
- —
- 10Y*
- —
CELC vs. TYGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CELC Celcuity Inc. | -11.22% | 661.96% | -10.16% | 4.00% | 6.22% | -41.61% |
TYGO Tigo Energy Inc. | 107.97% | 40.12% | -52.88% | -79.51% | 3.03% | 3.02% |
Correlation
The correlation between CELC and TYGO is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2021 | 0.07 |
Fundamentals
CELC:
$4.82B
TYGO:
$208.30M
CELC:
-$3.95
TYGO:
$0.05
CELC:
90.10
TYGO:
5.10
CELC:
$0.00
TYGO:
$109.89M
CELC:
-$41.00K
TYGO:
$47.97M
CELC:
-$168.13M
TYGO:
$12.07M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CELC vs. TYGO — Risk / Return Rank
CELC
TYGO
CELC vs. TYGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celcuity Inc. (CELC) and Tigo Energy Inc. (TYGO). 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.
| CELC | TYGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.90 | 1.27 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 15.38 | 2.70 | +12.68 |
| Martin ratioReturn relative to average drawdown | 57.19 | 6.25 | +50.94 |
Loading charts...
Drawdowns
CELC vs. TYGO - Drawdown Comparison
The maximum CELC drawdown since its inception was -85.64%, smaller than the maximum TYGO drawdown of -97.45%. Use the drawdown chart below to compare losses from any high point for CELC and TYGO.
Loading charts...
Drawdown Indicators
| CELC | TYGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.64% | -97.45% | +11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -39.70% | -49.64% | +9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -61.99% | -97.45% | +35.46% |
Max Drawdown (5Y)Largest decline over 5 years | -82.70% | — | — |
Current DrawdownCurrent decline from peak | -38.92% | -89.07% | +50.15% |
Average DrawdownAverage peak-to-trough decline | -44.97% | -55.49% | +10.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.67% | 21.42% | -10.75% |
Volatility
CELC vs. TYGO - Volatility Comparison
Celcuity Inc. (CELC) has a higher volatility of 34.72% compared to Tigo Energy Inc. (TYGO) at 17.85%. This indicates that CELC's price experiences larger fluctuations and is considered to be riskier than TYGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CELC | TYGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.72% | 17.85% | +16.87% |
Volatility (6M)Calculated over the trailing 6-month period | 49.86% | 77.62% | -27.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.45% | 101.13% | +81.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.49% | 92.03% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.68% | 92.03% | -0.35% |
Dividends
CELC vs. TYGO - Dividend Comparison
Neither CELC nor TYGO has paid dividends to shareholders.
Financials
CELC vs. TYGO - Financials Comparison
This section allows you to compare key financial metrics between Celcuity Inc. and Tigo Energy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CELC and TYGO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELC has higher volatility (34.72%) compared to TYGO (17.85%). In terms of maximum drawdown, CELC dropped -85.64% vs TYGO's -97.45%.
CELC currently has the higher Sharpe Ratio (3.35 vs 1.33), 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.
Find the right allocation for CELC and TYGO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer