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DRTS vs. SLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DRTS vs. SLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Tau Medical Ltd (DRTS) and SELLAS Life Sciences Group, Inc. (SLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRTS achieves a 146.06% return, which is significantly lower than SLS's 234.75% return.


DRTS

1D
-4.17%
1M
23.65%
6M
71.79%
YTD
146.06%
1Y
298.04%
3Y*
44.70%
5Y*
4.51%
10Y*

SLS

1D
-1.10%
1M
61.17%
6M
207.06%
YTD
234.75%
1Y
585.87%
3Y*
94.69%
5Y*
8.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRTS vs. SLS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRTS
Alpha Tau Medical Ltd
146.06%59.68%2.99%-5.35%-67.62%-2.77%
SLS
SELLAS Life Sciences Group, Inc.
234.75%262.50%-1.89%-55.08%-57.32%-29.91%

Correlation

The correlation between DRTS and SLS is 0.06, 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

0.06

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

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2021

0.09

Fundamentals

Market Cap

DRTS:

$1.10B

SLS:

$2.35B

EPS

DRTS:

-$0.65

SLS:

-$0.20

PB Ratio

DRTS:

15.75

SLS:

20.27

Total Revenue (TTM)

DRTS:

$0.00

SLS:

$0.00

Gross Profit (TTM)

DRTS:

$0.00

SLS:

$0.00

EBITDA (TTM)

DRTS:

-$45.55M

SLS:

-$23.82M

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Alpha Tau Medical Ltd

SELLAS Life Sciences Group, Inc.

Return for Risk

DRTS vs. SLS — Risk / Return Rank

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

DRTS
DRTS Risk / Return Rank: 9797
Overall Rank
DRTS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DRTS Sortino Ratio Rank: 9696
Sortino Ratio Rank
DRTS Omega Ratio Rank: 9595
Omega Ratio Rank
DRTS Calmar Ratio Rank: 9999
Calmar Ratio Rank
DRTS Martin Ratio Rank: 9999
Martin Ratio Rank

SLS
SLS Risk / Return Rank: 9898
Overall Rank
SLS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SLS Sortino Ratio Rank: 9797
Sortino Ratio Rank
SLS Omega Ratio Rank: 9696
Omega Ratio Rank
SLS Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLS 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.

DRTS vs. SLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Tau Medical Ltd (DRTS) and SELLAS Life Sciences Group, Inc. (SLS). 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.


DRTSSLSDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.47

1.51

-0.04

Calmar ratioReturn relative to maximum drawdown

12.58

16.31

-3.74

Martin ratioReturn relative to average drawdown

30.20

35.63

-5.43

DRTS vs. SLS - Sharpe Ratio Comparison

The current DRTS Sharpe Ratio is 3.92, which is lower than the SLS Sharpe Ratio of 5.87. The chart below compares the historical Sharpe Ratios of DRTS and SLS, 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

DRTS vs. SLS - Drawdown Comparison

The maximum DRTS drawdown since its inception was -86.86%, smaller than the maximum SLS drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for DRTS and SLS.


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Drawdown Indicators


DRTSSLSDifference

Max Drawdown

Largest peak-to-trough decline

-86.86%

-99.89%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-23.87%

-36.24%

+12.37%

Max Drawdown (3Y)

Largest decline over 3 years

-52.59%

-72.20%

+19.61%

Max Drawdown (5Y)

Largest decline over 5 years

-86.86%

-95.19%

+8.33%

Current Drawdown

Current decline from peak

-20.39%

-97.19%

+76.80%

Average Drawdown

Average peak-to-trough decline

-56.92%

-93.94%

+37.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.92%

16.56%

-6.64%

Volatility

DRTS vs. SLS - Volatility Comparison

The current volatility for Alpha Tau Medical Ltd (DRTS) is 20.03%, while SELLAS Life Sciences Group, Inc. (SLS) has a volatility of 37.55%. This indicates that DRTS experiences smaller price fluctuations and is considered to be less risky than SLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRTSSLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.03%

37.55%

-17.52%

Volatility (6M)

Calculated over the trailing 6-month period

60.77%

77.35%

-16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

76.67%

100.96%

-24.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.49%

96.13%

-16.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.85%

133.97%

-57.12%

Dividends

DRTS vs. SLS - Dividend Comparison

Neither DRTS nor SLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DRTS vs. SLS - Financials Comparison

This section allows you to compare key financial metrics between Alpha Tau Medical Ltd and SELLAS Life Sciences Group, 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


0.00500.00K1.00M1.50M2.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober202600
(DRTS) Total Revenue
(SLS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DRTS and SLS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLS has higher volatility (37.55%) compared to DRTS (20.03%). In terms of maximum drawdown, DRTS dropped -86.86% vs SLS's -99.89%.

SLS currently has the higher Sharpe Ratio (5.87 vs 3.92), 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.

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