KPTI vs. SOGP
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 -43.12%/yr vs -29.02%/yr for SOGP. At a 0.16 correlation, their price movements are largely independent.
Performance
KPTI vs. SOGP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KPTI achieves a 31.11% return, which is significantly higher than SOGP's 2.81% return.
KPTI
- 1D
- 7.22%
- 1M
- 18.26%
- YTD
- 31.11%
- 6M
- 29.70%
- 1Y
- 122.86%
- 3Y*
- -31.37%
- 5Y*
- -43.12%
- 10Y*
- -21.80%
SOGP
- 1D
- 3.94%
- 1M
- -15.88%
- YTD
- 2.81%
- 6M
- -11.37%
- 1Y
- 379.70%
- 3Y*
- 7.34%
- 5Y*
- -29.02%
- 10Y*
- —
KPTI vs. SOGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KPTI Karyopharm Therapeutics Inc. | 31.11% | -27.45% | -21.82% | -74.56% | -47.12% | -58.46% | -17.79% |
SOGP Lizhi Inc | 2.81% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -64.82% |
Correlation
The correlation between KPTI and SOGP is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
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 | 0.16 |
The correlation between KPTI and SOGP shifts across timeframes, from 0.02 (3 years) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KPTI:
$151.12M
SOGP:
CN¥2.07B
KPTI:
$145.13M
SOGP:
CN¥585.38M
KPTI:
-$93.05M
SOGP:
-CN¥138.59M
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
KPTI vs. SOGP — Risk / Return Rank
KPTI
SOGP
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.
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.
| KPTI | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.59 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 5.41 | -2.86 |
| Martin ratioReturn relative to average drawdown | 6.29 | 7.42 | -1.13 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| KPTI | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -88.14% | -88.37% | +0.23% |
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 DrawdownCurrent decline from peak | -98.63% | -92.03% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -75.39% | -84.36% | +8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.61% | 51.45% | -31.84% |
Volatility
KPTI vs. SOGP - Volatility Comparison
Karyopharm Therapeutics Inc. (KPTI) has a higher volatility of 20.34% compared to Lizhi Inc (SOGP) at 17.54%. 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.
Loading charts...
Volatility by Period
| KPTI | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.34% | 17.54% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 61.68% | 55.65% | +6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.45% | 279.33% | -184.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.03% | 156.51% | -61.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.54% | 160.27% | -73.73% |
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 19.87%.
| Position | TTM | 2025 |
|---|---|---|
KPTI Karyopharm Therapeutics Inc. | 0.00% | 0.00% |
SOGP Lizhi Inc | 19.87% | 8.61% |
Financials
KPTI vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between Karyopharm Therapeutics 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
KPTI and SOGP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KPTI has higher volatility (20.34%) compared to SOGP (17.54%). In terms of maximum drawdown, KPTI dropped -99.50% vs SOGP's -99.25%.
SOGP currently has the higher Sharpe Ratio (1.37 vs 1.31), 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 KPTI and SOGP
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