NVOS vs. SNGX

In the year-to-date period, NVOS achieves a 0.77% return, which is significantly higher than SNGX's -9.83% return.

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This table presents a comparison of risk-adjusted performance metrics for Novo Integrated Sciences, Inc. (NVOS) and Soligenix, Inc. (SNGX). 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.

The current NVOS Sharpe Ratio is -0.39, which is lower than the SNGX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of NVOS and SNGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither NVOS nor SNGX has paid dividends to shareholders.

The maximum NVOS drawdown since its inception was -99.99%, roughly equal to the maximum SNGX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NVOS and SNGX. For additional features, visit the drawdowns tool.

Novo Integrated Sciences, Inc. (NVOS) has a higher volatility of 45.55% compared to Soligenix, Inc. (SNGX) at 11.93%. This indicates that NVOS's price experiences larger fluctuations and is considered to be riskier than SNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Novo Integrated Sciences, Inc. and Soligenix, 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.