MBX vs. SOGP
MBX (MBX Biosciences, Inc) and SOGP (Lizhi Inc) are both stocks. MBX operates in Biotechnology (Healthcare), while SOGP operates in Internet Content & Information (Communication Services). Over the past year, MBX returned 311.78% vs 350.98% for SOGP. At a 0.17 correlation, their price movements are largely independent.
Performance
MBX vs. SOGP - Performance Comparison
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Returns By Period
In the year-to-date period, MBX achieves a 31.86% return, which is significantly higher than SOGP's 11.36% return.
MBX
- 1D
- 3.74%
- 1M
- 34.25%
- YTD
- 31.86%
- 6M
- 50.14%
- 1Y
- 311.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOGP
- 1D
- 1.61%
- 1M
- -19.10%
- YTD
- 11.36%
- 6M
- 2.33%
- 1Y
- 350.98%
- 3Y*
- 7.83%
- 5Y*
- -25.93%
- 10Y*
- —
MBX vs. SOGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MBX MBX Biosciences, Inc | 31.86% | 71.13% | -19.87% |
SOGP Lizhi Inc | 11.36% | 465.48% | 33.13% |
Correlation
The correlation between MBX and SOGP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024 | 0.17 |
Fundamentals
MBX:
$0.00
SOGP:
CN¥2.07B
MBX:
-$160.00K
SOGP:
CN¥585.38M
MBX:
-$96.31M
SOGP:
-CN¥138.59M
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Return for Risk
MBX vs. SOGP — Risk / Return Rank
MBX
SOGP
MBX vs. SOGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MBX Biosciences, Inc (MBX) 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.
| MBX | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.57 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 8.35 | 5.00 | +3.35 |
| Martin ratioReturn relative to average drawdown | 15.95 | 6.93 | +9.03 |
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Drawdowns
MBX vs. SOGP - Drawdown Comparison
The maximum MBX drawdown since its inception was -77.71%, smaller than the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for MBX and SOGP.
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Drawdown Indicators
| MBX | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.71% | -99.25% | +21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -37.60% | -70.70% | +33.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -89.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -98.42% | — |
Current DrawdownCurrent decline from peak | -3.59% | -91.36% | +87.77% |
Average DrawdownAverage peak-to-trough decline | -34.65% | -84.34% | +49.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.65% | 50.99% | -31.34% |
Volatility
MBX vs. SOGP - Volatility Comparison
MBX Biosciences, Inc (MBX) has a higher volatility of 23.18% compared to Lizhi Inc (SOGP) at 13.83%. This indicates that MBX'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
| MBX | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.18% | 13.83% | +9.35% |
Volatility (6M)Calculated over the trailing 6-month period | 60.53% | 56.62% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.43% | 280.04% | -144.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.99% | 156.43% | -37.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 118.99% | 160.36% | -41.37% |
Dividends
MBX vs. SOGP - Dividend Comparison
MBX has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 18.35%.
| Position | TTM | 2025 |
|---|---|---|
MBX MBX Biosciences, Inc | 0.00% | 0.00% |
SOGP Lizhi Inc | 18.35% | 8.61% |
Financials
MBX vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between MBX Biosciences, 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
MBX and SOGP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBX has higher volatility (23.18%) compared to SOGP (13.83%). In terms of maximum drawdown, MBX dropped -77.71% vs SOGP's -99.25%.
MBX currently has the higher Sharpe Ratio (2.32 vs 1.26), 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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