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LQDA vs. SITM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LQDA vs. SITM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liquidia Corporation (LQDA) and SiTime Corporation (SITM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LQDA having a 106.52% return and SITM slightly higher at 106.66%.


LQDA

1D
-0.55%
1M
23.68%
YTD
106.52%
6M
113.39%
1Y
392.94%
3Y*
105.40%
5Y*
92.14%
10Y*

SITM

1D
1.20%
1M
-12.62%
YTD
106.66%
6M
101.60%
1Y
240.91%
3Y*
84.61%
5Y*
45.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDA vs. SITM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LQDA
Liquidia Corporation
106.52%193.28%-2.24%88.85%30.80%65.08%-30.99%24.09%
SITM
SiTime Corporation
106.66%64.63%75.73%20.13%-65.26%161.36%338.94%96.15%

Correlation

The correlation between LQDA and SITM 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

0.14

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2019

0.19

The correlation between LQDA and SITM shifts across timeframes, from 0.06 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LQDA:

$7.20B

SITM:

$19.23B

EPS

LQDA:

$0.24

SITM:

-$0.94

PS Ratio

LQDA:

23.06

SITM:

49.56

PB Ratio

LQDA:

66.33

SITM:

16.59

Total Revenue (TTM)

LQDA:

$288.07M

SITM:

$379.91M

Gross Profit (TTM)

LQDA:

$275.77M

SITM:

$211.60M

EBITDA (TTM)

LQDA:

$51.53M

SITM:

-$13.71M

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Return for Risk

LQDA vs. SITM — Risk / Return Rank

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

LQDA
LQDA Risk / Return Rank: 9898
Overall Rank
LQDA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LQDA Sortino Ratio Rank: 9898
Sortino Ratio Rank
LQDA Omega Ratio Rank: 9696
Omega Ratio Rank
LQDA Calmar Ratio Rank: 9898
Calmar Ratio Rank
LQDA Martin Ratio Rank: 9898
Martin Ratio Rank

SITM
SITM Risk / Return Rank: 9494
Overall Rank
SITM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SITM Sortino Ratio Rank: 9292
Sortino Ratio Rank
SITM Omega Ratio Rank: 9090
Omega Ratio Rank
SITM Calmar Ratio Rank: 9797
Calmar Ratio Rank
SITM Martin Ratio Rank: 9595
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.

LQDA vs. SITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liquidia Corporation (LQDA) and SiTime Corporation (SITM). 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.


LQDASITMDifference
Sharpe ratioReturn per unit of total volatility

+2.85

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.61

1.42

+0.19

Calmar ratioReturn relative to maximum drawdown

11.11

7.93

+3.18

Martin ratioReturn relative to average drawdown

28.59

18.89

+9.70

LQDA vs. SITM - Sharpe Ratio Comparison

The current LQDA Sharpe Ratio is 6.01, which is higher than the SITM Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of LQDA and SITM, 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

LQDA vs. SITM - Drawdown Comparison

The maximum LQDA drawdown since its inception was -93.87%, which is greater than SITM's maximum drawdown of -78.12%. Use the drawdown chart below to compare losses from any high point for LQDA and SITM.


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Drawdown Indicators


LQDASITMDifference

Max Drawdown

Largest peak-to-trough decline

-93.87%

-78.12%

-15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-35.66%

-30.59%

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-55.26%

+8.46%

Max Drawdown (5Y)

Largest decline over 5 years

-55.36%

-78.12%

+22.76%

Current Drawdown

Current decline from peak

-0.55%

-19.03%

+18.48%

Average Drawdown

Average peak-to-trough decline

-69.53%

-36.75%

-32.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.91%

12.81%

+1.10%

Volatility

LQDA vs. SITM - Volatility Comparison

The current volatility for Liquidia Corporation (LQDA) is 19.43%, while SiTime Corporation (SITM) has a volatility of 21.66%. This indicates that LQDA experiences smaller price fluctuations and is considered to be less risky than SITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDASITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.43%

21.66%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

48.44%

56.40%

-7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

65.96%

76.77%

-10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.71%

76.35%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.80%

80.51%

+5.29%

Dividends

LQDA vs. SITM - Dividend Comparison

Neither LQDA nor SITM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

LQDA vs. SITM - Financials Comparison

This section allows you to compare key financial metrics between Liquidia Corporation and SiTime Corporation. 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00M20222023202420252026
132.87M
113.57M
(LQDA) Total Revenue
(SITM) Total Revenue
Values in USD except per share items

LQDA vs. SITM - Profitability Comparison

The chart below illustrates the profitability comparison between Liquidia Corporation and SiTime Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
99.4%
59.0%
Portfolio components
LQDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported a gross profit of 132.09M and revenue of 132.87M. Therefore, the gross margin over that period was 99.4%.

SITM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a gross profit of 66.96M and revenue of 113.57M. Therefore, the gross margin over that period was 59.0%.

LQDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported an operating income of 61.50M and revenue of 132.87M, resulting in an operating margin of 46.3%.

SITM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported an operating income of -12.34M and revenue of 113.57M, resulting in an operating margin of -10.9%.

LQDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Liquidia Corporation reported a net income of 52.86M and revenue of 132.87M, resulting in a net margin of 39.8%.

SITM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SiTime Corporation reported a net income of -5.22M and revenue of 113.57M, resulting in a net margin of -4.6%.


Frequently Asked Questions


LQDA and SITM 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.

SITM has higher volatility (21.66%) compared to LQDA (19.43%). In terms of maximum drawdown, LQDA dropped -93.87% vs SITM's -78.12%.

LQDA currently has the higher Sharpe Ratio (6.01 vs 3.16), 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.

Portfolio Optimizer

Find the right allocation for LQDA and SITM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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