KPTI vs. SOGP

Last updated Jun 4, 2026

KPTI (Karyopharm Therapeutics Inc.) and SOGP (Lizhi Inc) are both stocks. KPTI operates in Biotechnology (Healthcare), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, KPTI returned -41.77%/yr vs -26.48%/yr for SOGP. At a 0.16 correlation, their price movements are largely independent.

Performance

KPTI vs. SOGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Karyopharm Therapeutics Inc. (KPTI) and Lizhi Inc (SOGP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KPTI achieves a 22.28% return, which is significantly higher than SOGP's 16.42% return.

KPTI

• 1D: -2.49%
• 1M: -3.23%
• YTD: 22.28%
• 6M: 64.84%
• 1Y: 111.76%
• 3Y*: -35.73%
• 5Y*: -41.77%
• 10Y*: -23.93%

SOGP

• 1D: -2.30%
• 1M: -18.63%
• YTD: 16.42%
• 6M: 0.28%
• 1Y: 1,007.34%
• 3Y*: 18.90%
• 5Y*: -26.48%
• 10Y*: —

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

KPTI vs. SOGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KPTI Karyopharm Therapeutics Inc.	22.28%	-27.45%	-21.82%	-74.56%	-47.12%	-58.46%	-9.15%
SOGP Lizhi Inc	16.42%	465.48%	-20.80%	-56.51%	-65.95%	-52.32%	-66.64%

Correlation

The correlation between KPTI and SOGP is 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020	0.16

The correlation between KPTI and SOGP shifts across timeframes, from 0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) KPTI : $151.12M SOGP : $2.07B
Gross Profit (TTM) KPTI : $145.13M SOGP : $585.38M
EBITDA (TTM) KPTI : -$93.05M SOGP : -$138.59M

Return for Risk

KPTI vs. SOGP — Risk / Return Rank

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

KPTI

KPTI Risk / Return Rank: 76
KPTI Sharpe Ratio Rank: 76
KPTI Sortino Ratio Rank: 78
KPTI Omega Ratio Rank: 73
KPTI Calmar Ratio Rank: 77
KPTI Martin Ratio Rank: 78

SOGP

SOGP Risk / Return Rank: 97
SOGP Sharpe Ratio Rank: 96
SOGP Sortino Ratio Rank: 99
SOGP Omega Ratio Rank: 98
SOGP Calmar Ratio Rank: 99
SOGP Martin Ratio Rank: 95

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.

KPTI vs. SOGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Karyopharm Therapeutics Inc. (KPTI) 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.

	KPTI	SOGP	Difference
Sharpe ratio Return per unit of total volatility	1.20	3.51	-2.31
Sortino ratio Return per unit of downside risk	2.18	6.34	-4.16
Omega ratio Gain probability vs. loss probability	1.25	1.74	-0.49
Calmar ratio Return relative to maximum drawdown	2.32	14.40	-12.07
Martin ratio Return relative to average drawdown	5.76	20.53	-14.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KPTI vs. SOGP - Sharpe Ratio Comparison

The current KPTI Sharpe Ratio is 1.20, which is lower than the SOGP Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of KPTI and SOGP, 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

	KPTI	SOGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	3.51	-2.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	-0.17	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	-0.17	-0.09

Drawdowns

KPTI vs. SOGP - Drawdown Comparison

The maximum KPTI drawdown since its inception was -99.50%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for KPTI and SOGP.

Drawdown Indicators

	KPTI	SOGP	Difference
Max Drawdown Largest peak-to-trough decline	-99.50%	-99.25%	-0.25%
Max Drawdown (1Y) Largest decline over 1 year	-48.36%	-70.70%	+22.34%
Max Drawdown (3Y) Largest decline over 3 years	-90.08%	-89.12%	-0.96%
Max Drawdown (5Y) Largest decline over 5 years	-98.36%	-98.42%	+0.06%
Max Drawdown (10Y) Largest decline over 10 years	-99.15%	—	—
Current Drawdown Current decline from peak	-98.73%	-90.97%	-7.76%
Average Drawdown Average peak-to-trough decline	-75.26%	-84.35%	+9.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.49%	49.49%	-30.00%

Volatility

KPTI vs. SOGP - Volatility Comparison

Karyopharm Therapeutics Inc. (KPTI) has a higher volatility of 24.41% compared to Lizhi Inc (SOGP) at 10.16%. This indicates that KPTI'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.

Volatility by Period

	KPTI	SOGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.41%	10.16%	+14.25%
Volatility (6M) Calculated over the trailing 6-month period	62.85%	58.54%	+4.31%
Volatility (1Y) Calculated over the trailing 1-year period	94.09%	290.25%	-196.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.91%	156.48%	-61.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.48%	160.85%	-74.37%

Dividends

KPTI vs. SOGP - Dividend Comparison

KPTI has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 17.55%.

Position	TTM	2025
KPTI Karyopharm Therapeutics Inc.	0.00%	0.00%
SOGP Lizhi Inc	17.55%	8.61%

Financials

Frequently Asked Questions

Can I hold both KPTI and SOGP in my portfolio?

KPTI and SOGP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KPTI or SOGP?

KPTI has higher volatility (24.41%) compared to SOGP (10.16%). In terms of maximum drawdown, KPTI dropped -99.50% vs SOGP's -99.25%.

Which has better risk-adjusted returns?

SOGP currently has the higher Sharpe Ratio (3.51 vs 1.20), 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.