QURE vs. SOGP
QURE (uniQure N.V.) and SOGP (Lizhi Inc) are both stocks. QURE operates in Biotechnology (Healthcare), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, QURE returned -5.87%/yr vs -28.32%/yr for SOGP. At a 0.18 correlation, their price movements are largely independent.
Performance
QURE vs. SOGP - Performance Comparison
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Returns By Period
In the year-to-date period, QURE achieves a 12.83% return, which is significantly lower than SOGP's 15.17% return.
QURE
- 1D
- 2.08%
- 1M
- -2.39%
- YTD
- 12.83%
- 6M
- 24.02%
- 1Y
- 56.34%
- 3Y*
- 11.25%
- 5Y*
- -5.87%
- 10Y*
- 8.62%
SOGP
- 1D
- -0.16%
- 1M
- -17.88%
- YTD
- 15.17%
- 6M
- -7.71%
- 1Y
- 965.75%
- 3Y*
- 17.42%
- 5Y*
- -28.32%
- 10Y*
- —
QURE vs. SOGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QURE uniQure N.V. | 12.83% | 35.50% | 160.86% | -70.14% | 9.31% | -42.60% | -46.50% |
SOGP Lizhi Inc | 15.17% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -66.64% |
Correlation
The correlation between QURE and SOGP is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.18 |
The correlation between QURE and SOGP shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
QURE:
$18.09M
SOGP:
$2.07B
QURE:
$13.42M
SOGP:
$585.38M
QURE:
-$164.53M
SOGP:
-$138.59M
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Return for Risk
QURE vs. SOGP — Risk / Return Rank
QURE
SOGP
QURE vs. SOGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for uniQure N.V. (QURE) 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.
| QURE | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.74 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 13.80 | -13.15 |
| Martin ratioReturn relative to average drawdown | 1.06 | 19.51 | -18.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QURE | SOGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 3.36 | -3.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | -0.18 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | -0.18 | +0.22 |
Drawdowns
QURE vs. SOGP - Drawdown Comparison
The maximum QURE drawdown since its inception was -95.40%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for QURE and SOGP.
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Drawdown Indicators
| QURE | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.40% | -99.25% | +3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -87.21% | -70.70% | -16.51% |
Max Drawdown (3Y)Largest decline over 3 years | -87.21% | -89.12% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -90.11% | -98.42% | +8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -95.40% | — | — |
Current DrawdownCurrent decline from peak | -67.15% | -91.07% | +23.92% |
Average DrawdownAverage peak-to-trough decline | -56.58% | -84.36% | +27.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.50% | 49.93% | +3.57% |
Volatility
QURE vs. SOGP - Volatility Comparison
uniQure N.V. (QURE) has a higher volatility of 28.01% compared to Lizhi Inc (SOGP) at 9.76%. This indicates that QURE'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
| QURE | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.01% | 9.76% | +18.25% |
Volatility (6M)Calculated over the trailing 6-month period | 92.44% | 57.10% | +35.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 273.61% | 290.82% | -17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 154.08% | 156.43% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.92% | 160.70% | -40.78% |
Dividends
QURE vs. SOGP - Dividend Comparison
QURE has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 17.74%.
| Position | TTM | 2025 |
|---|---|---|
QURE uniQure N.V. | 0.00% | 0.00% |
SOGP Lizhi Inc | 17.74% | 8.61% |
Financials
QURE vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between uniQure N.V. 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
QURE and SOGP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QURE has higher volatility (28.01%) compared to SOGP (9.76%). In terms of maximum drawdown, QURE dropped -95.40% vs SOGP's -99.25%.
SOGP currently has the higher Sharpe Ratio (3.36 vs 0.21), 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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