ENTA vs. SOGP
ENTA (Enanta Pharmaceuticals, Inc.) and SOGP (Lizhi Inc) are both stocks. ENTA operates in Biotechnology (Healthcare), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, ENTA returned -24.07%/yr vs -28.51%/yr for SOGP. At a 0.14 correlation, their price movements are largely independent.
Performance
ENTA vs. SOGP - Performance Comparison
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Returns By Period
In the year-to-date period, ENTA achieves a -24.54% return, which is significantly lower than SOGP's 3.93% return.
ENTA
- 1D
- 3.39%
- 1M
- -15.18%
- YTD
- -24.54%
- 6M
- -19.21%
- 1Y
- 60.59%
- 3Y*
- -21.72%
- 5Y*
- -24.07%
- 10Y*
- -6.52%
SOGP
- 1D
- -3.95%
- 1M
- -24.95%
- YTD
- 3.93%
- 6M
- -7.95%
- 1Y
- 682.39%
- 3Y*
- 12.23%
- 5Y*
- -28.51%
- 10Y*
- —
ENTA vs. SOGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENTA Enanta Pharmaceuticals, Inc. | -24.54% | 174.26% | -38.89% | -79.77% | -37.79% | 77.62% | -28.13% |
SOGP Lizhi Inc | 3.93% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -64.82% |
Correlation
The correlation between ENTA and SOGP is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020 | 0.14 |
Fundamentals
ENTA:
$69.21M
SOGP:
CN¥2.07B
ENTA:
$33.44M
SOGP:
CN¥585.38M
ENTA:
-$61.85M
SOGP:
-CN¥138.59M
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Return for Risk
ENTA vs. SOGP — Risk / Return Rank
ENTA
SOGP
ENTA vs. SOGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enanta Pharmaceuticals, Inc. (ENTA) and Lizhi Inc (SOGP). 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.
| ENTA | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.68 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 9.74 | -7.97 |
| Martin ratioReturn relative to average drawdown | 3.36 | 13.60 | -10.25 |
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Drawdowns
ENTA vs. SOGP - Drawdown Comparison
The maximum ENTA drawdown since its inception was -96.63%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for ENTA and SOGP.
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Drawdown Indicators
| ENTA | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.63% | -99.25% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -34.30% | -70.70% | +36.40% |
Max Drawdown (3Y)Largest decline over 3 years | -82.38% | -89.12% | +6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -95.62% | -98.42% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -96.63% | — | — |
Current DrawdownCurrent decline from peak | -90.58% | -91.94% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -49.27% | -84.33% | +35.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.11% | 50.53% | -32.42% |
Volatility
ENTA vs. SOGP - Volatility Comparison
Enanta Pharmaceuticals, Inc. (ENTA) has a higher volatility of 13.67% compared to Lizhi Inc (SOGP) at 11.95%. This indicates that ENTA's price experiences larger fluctuations and is considered to be riskier than SOGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENTA | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.67% | 11.95% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 57.53% | -22.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.73% | 286.72% | -176.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.36% | 156.38% | -83.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.69% | 160.50% | -99.81% |
Dividends
ENTA vs. SOGP - Dividend Comparison
ENTA has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 19.66%.
| Position | TTM | 2025 |
|---|---|---|
ENTA Enanta Pharmaceuticals, Inc. | 0.00% | 0.00% |
SOGP Lizhi Inc | 19.66% | 8.61% |
Financials
ENTA vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between Enanta Pharmaceuticals, Inc. and Lizhi 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
ENTA and SOGP have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTA has higher volatility (13.67%) compared to SOGP (11.95%). In terms of maximum drawdown, ENTA dropped -96.63% vs SOGP's -99.25%.
SOGP currently has the higher Sharpe Ratio (2.40 vs 0.56), 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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