RZLV vs. PERF

Last updated Apr 2, 2026

Compare and contrast key facts about Rezolve AI Ltd (RZLV) and Perfect Corp. (PERF).

Performance

RZLV vs. PERF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rezolve AI Ltd (RZLV) and Perfect Corp. (PERF). The values are adjusted to include any dividend payments, if applicable.

RZLV vs. PERF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RZLV Rezolve AI Ltd	21.79%	-32.72%	-62.51%
PERF Perfect Corp.	-9.94%	-36.04%	40.10%

Fundamentals

EPS RZLV : -$0.59 PERF : $0.07
PS Ratio RZLV : 114.01 PERF : 1.62
Total Revenue (TTM) RZLV : $6.41M PERF : $69.15M
Gross Profit (TTM) RZLV : $6.12M PERF : $53.52M
EBITDA (TTM) RZLV : -$99.67M PERF : $7.76M

Returns By Period

In the year-to-date period, RZLV achieves a 21.79% return, which is significantly higher than PERF's -9.94% return.

RZLV

• 1D: 22.27%
• 1M: 26.21%
• YTD: 21.79%
• 6M: -38.14%
• 1Y: 140.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PERF

• 1D: -3.55%
• 1M: 13.19%
• YTD: -9.94%
• 6M: -15.10%
• 1Y: -7.91%
• 3Y*: -35.16%
• 5Y*: -30.09%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RZLV vs. PERF — Risk / Return Rank

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

RZLV

RZLV Risk / Return Rank: 77
RZLV Sharpe Ratio Rank: 77
RZLV Sortino Ratio Rank: 83
RZLV Omega Ratio Rank: 75
RZLV Calmar Ratio Rank: 78
RZLV Martin Ratio Rank: 71

PERF

PERF Risk / Return Rank: 34
PERF Sharpe Ratio Rank: 34
PERF Sortino Ratio Rank: 35
PERF Omega Ratio Rank: 35
PERF Calmar Ratio Rank: 33
PERF Martin Ratio Rank: 33

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.

RZLV vs. PERF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rezolve AI Ltd (RZLV) and Perfect Corp. (PERF). 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.

	RZLV	PERF	Difference
Sharpe ratio Return per unit of total volatility	1.14	-0.13	+1.27
Sortino ratio Return per unit of downside risk	2.34	0.27	+2.06
Omega ratio Gain probability vs. loss probability	1.25	1.03	+0.22
Calmar ratio Return relative to maximum drawdown	2.20	-0.25	+2.45
Martin ratio Return relative to average drawdown	3.73	-0.47	+4.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RZLV vs. PERF - Sharpe Ratio Comparison

The current RZLV Sharpe Ratio is 1.14, which is higher than the PERF Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of RZLV and PERF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RZLV	PERF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	-0.13	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.35	-0.43	+0.08

Correlation

The correlation between RZLV and PERF is 0.08, 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.

Dividends

RZLV vs. PERF - Dividend Comparison

Neither RZLV nor PERF has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

RZLV vs. PERF - Drawdown Comparison

The maximum RZLV drawdown since its inception was -89.04%, roughly equal to the maximum PERF drawdown of -88.17%. Use the drawdown chart below to compare losses from any high point for RZLV and PERF.

Drawdown Indicators

	RZLV	PERF	Difference
Max Drawdown Largest peak-to-trough decline	-89.04%	-88.17%	-0.87%
Max Drawdown (1Y) Largest decline over 1 year	-72.15%	-50.38%	-21.77%
Max Drawdown (5Y) Largest decline over 5 years	—	-88.17%	—
Current Drawdown Current decline from peak	-69.64%	-85.17%	+15.53%
Average Drawdown Average peak-to-trough decline	-66.01%	-49.26%	-16.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.54%	27.45%	+15.09%

Volatility

RZLV vs. PERF - Volatility Comparison

Rezolve AI Ltd (RZLV) and Perfect Corp. (PERF) have volatilities of 28.00% and 28.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RZLV	PERF	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.00%	28.87%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	85.85%	46.49%	+39.36%
Volatility (1Y) Calculated over the trailing 1-year period	124.62%	62.81%	+61.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	150.34%	70.87%	+79.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	150.34%	70.25%	+80.09%

Financials