ROIV vs. SDGR
Compare and contrast key facts about Roivant Sciences Ltd. (ROIV) and Schrodinger, Inc. (SDGR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROIV or SDGR.
Key characteristics
| ROIV | SDGR | |
|---|---|---|
| YTD Return | 5.70% | -47.63% |
| 1Y Return | 38.83% | -29.41% |
| 3Y Return (Ann) | 11.85% | -29.71% |
| Sharpe Ratio | 0.99 | -0.55 |
| Sortino Ratio | 1.61 | -0.52 |
| Omega Ratio | 1.18 | 0.94 |
| Calmar Ratio | 0.88 | -0.37 |
| Martin Ratio | 4.45 | -0.85 |
| Ulcer Index | 7.24% | 36.82% |
| Daily Std Dev | 32.61% | 57.04% |
| Max Drawdown | -79.22% | -85.64% |
| Current Drawdown | -12.20% | -83.42% |
Fundamentals
| ROIV | SDGR | |
|---|---|---|
| Market Cap | $8.78B | $1.36B |
| EPS | $5.73 | -$2.79 |
| Total Revenue (TTM) | $121.20M | $158.06M |
| Gross Profit (TTM) | $106.61M | $107.78M |
| EBITDA (TTM) | -$660.85M | -$153.73M |
Correlation
The correlation between ROIV and SDGR is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ROIV vs. SDGR - Performance Comparison
In the year-to-date period, ROIV achieves a 5.70% return, which is significantly higher than SDGR's -47.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROIV vs. SDGR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roivant Sciences Ltd. (ROIV) and Schrodinger, Inc. (SDGR). 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.
Dividends
ROIV vs. SDGR - Dividend Comparison
Neither ROIV nor SDGR has paid dividends to shareholders.
Drawdowns
ROIV vs. SDGR - Drawdown Comparison
The maximum ROIV drawdown since its inception was -79.22%, smaller than the maximum SDGR drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for ROIV and SDGR. For additional features, visit the drawdowns tool.
Volatility
ROIV vs. SDGR - Volatility Comparison
The current volatility for Roivant Sciences Ltd. (ROIV) is 5.68%, while Schrodinger, Inc. (SDGR) has a volatility of 12.45%. This indicates that ROIV experiences smaller price fluctuations and is considered to be less risky than SDGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROIV vs. SDGR - Financials Comparison
This section allows you to compare key financial metrics between Roivant Sciences Ltd. and Schrodinger, 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