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SAIL vs. PONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SAIL vs. PONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SailPoint, Inc (SAIL) and Pony AI Inc (PONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAIL achieves a -1.93% return, which is significantly higher than PONY's -28.48% return.


SAIL

1D
3.06%
1M
64.37%
YTD
-1.93%
6M
3.66%
1Y
14.42%
3Y*
5Y*
10Y*

PONY

1D
-4.25%
1M
-0.29%
YTD
-28.48%
6M
-26.87%
1Y
-25.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAIL vs. PONY - Yearly Performance Comparison


2026 (YTD)2025
SAIL
SailPoint, Inc
-1.93%-8.05%
PONY
Pony AI Inc
-28.48%-2.42%

Correlation

The correlation between SAIL and PONY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.30

Fundamentals

Market Cap

SAIL:

$11.15B

PONY:

$4.50B

EPS

SAIL:

-$0.48

PONY:

-$0.35

PS Ratio

SAIL:

10.34

PONY:

37.75

PB Ratio

SAIL:

1.63

PONY:

2.78

Total Revenue (TTM)

SAIL:

$1.07B

PONY:

$110.40M

Gross Profit (TTM)

SAIL:

$690.79M

PONY:

$17.42M

EBITDA (TTM)

SAIL:

-$90.59M

PONY:

-$247.35M

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Return for Risk

SAIL vs. PONY — Risk / Return Rank

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

SAIL
SAIL Risk / Return Rank: 4747
Overall Rank
SAIL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SAIL Sortino Ratio Rank: 4747
Sortino Ratio Rank
SAIL Omega Ratio Rank: 4747
Omega Ratio Rank
SAIL Calmar Ratio Rank: 4545
Calmar Ratio Rank
SAIL Martin Ratio Rank: 4646
Martin Ratio Rank

PONY
PONY Risk / Return Rank: 2828
Overall Rank
PONY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PONY Sortino Ratio Rank: 3030
Sortino Ratio Rank
PONY Omega Ratio Rank: 2929
Omega Ratio Rank
PONY Calmar Ratio Rank: 2828
Calmar Ratio Rank
PONY Martin Ratio Rank: 2828
Martin Ratio Rank
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.

SAIL vs. PONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SailPoint, Inc (SAIL) and Pony AI Inc (PONY). 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.


SAILPONYDifference

Sharpe ratio

Return per unit of total volatility

0.25

-0.33

+0.58

Sortino ratio

Return per unit of downside risk

0.76

-0.02

+0.77

Omega ratio

Gain probability vs. loss probability

1.10

1.00

+0.10

Calmar ratio

Return relative to maximum drawdown

0.22

-0.38

+0.60

Martin ratio

Return relative to average drawdown

0.44

-0.67

+1.11

SAIL vs. PONY - Sharpe Ratio Comparison

The current SAIL Sharpe Ratio is 0.25, which is higher than the PONY Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of SAIL and PONY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SAILPONYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

-0.33

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.08

-0.05

Drawdowns

SAIL vs. PONY - Drawdown Comparison

The maximum SAIL drawdown since its inception was -59.18%, smaller than the maximum PONY drawdown of -82.38%. Use the drawdown chart below to compare losses from any high point for SAIL and PONY.


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Drawdown Indicators


SAILPONYDifference

Max Drawdown

Largest peak-to-trough decline

-59.18%

-82.38%

+23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-56.76%

-65.79%

+9.03%

Current Drawdown

Current decline from peak

-22.80%

-56.90%

+34.10%

Average Drawdown

Average peak-to-trough decline

-27.70%

-37.10%

+9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.54%

37.39%

-8.85%

Volatility

SAIL vs. PONY - Volatility Comparison

SailPoint, Inc (SAIL) has a higher volatility of 20.25% compared to Pony AI Inc (PONY) at 16.57%. This indicates that SAIL's price experiences larger fluctuations and is considered to be riskier than PONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAILPONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.25%

16.57%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

46.26%

49.02%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

59.08%

78.34%

-19.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.97%

119.67%

-59.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.97%

119.67%

-59.70%

Dividends

SAIL vs. PONY - Dividend Comparison

Neither SAIL nor PONY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SAIL vs. PONY - Financials Comparison

This section allows you to compare key financial metrics between SailPoint, Inc and Pony AI 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00M300.00M20222023202420252026
294.65M
34.25M
(SAIL) Total Revenue
(PONY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SAIL and PONY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIL has higher volatility (20.25%) compared to PONY (16.57%). In terms of maximum drawdown, SAIL dropped -59.18% vs PONY's -82.38%.

SAIL currently has the higher Sharpe Ratio (0.25 vs -0.33), 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.

Portfolio Optimizer

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