SBS vs. TRVI
SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) and TRVI (Trevi Therapeutics, Inc.) are both stocks. SBS operates in Utilities - Regulated Water (Utilities), while TRVI operates in Biotechnology (Healthcare). Over the past 5 years, SBS returned 32.68%/yr vs 44.83%/yr for TRVI. At a 0.07 correlation, their price movements are largely independent.
Performance
SBS vs. TRVI - Performance Comparison
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Returns By Period
In the year-to-date period, SBS achieves a 15.28% return, which is significantly higher than TRVI's 13.50% return.
SBS
- 1D
- -0.18%
- 1M
- -6.98%
- YTD
- 15.28%
- 6M
- 14.60%
- 1Y
- 38.40%
- 3Y*
- 40.12%
- 5Y*
- 32.68%
- 10Y*
- 16.43%
TRVI
- 1D
- 5.57%
- 1M
- -6.94%
- YTD
- 13.50%
- 6M
- 11.28%
- 1Y
- 130.31%
- 3Y*
- 75.70%
- 5Y*
- 44.83%
- 10Y*
- —
SBS vs. TRVI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 15.28% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 27.98% |
TRVI Trevi Therapeutics, Inc. | 13.50% | 203.88% | 207.46% | -30.57% | 146.74% | -67.68% | -35.47% | -60.53% |
Correlation
The correlation between SBS and TRVI is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.07 |
Fundamentals
SBS:
R$2.48
TRVI:
-$0.43
SBS:
R$38.70B
TRVI:
$0.00
SBS:
R$13.96B
TRVI:
-$31.00K
SBS:
R$14.87B
TRVI:
-$49.16M
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Return for Risk
SBS vs. TRVI — Risk / Return Rank
SBS
TRVI
SBS vs. TRVI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and Trevi Therapeutics, Inc. (TRVI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBS | TRVI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 4.44 | -2.89 |
| Martin ratioReturn relative to average drawdown | 4.65 | 10.40 | -5.75 |
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Drawdowns
SBS vs. TRVI - Drawdown Comparison
The maximum SBS drawdown since its inception was -76.49%, smaller than the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for SBS and TRVI.
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Drawdown Indicators
| SBS | TRVI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -95.45% | +18.96% |
Max Drawdown (1Y)Largest decline over 1 year | -24.88% | -29.50% | +4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -61.96% | +37.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -80.26% | +49.91% |
Max Drawdown (10Y)Largest decline over 10 years | -61.91% | — | — |
Current DrawdownCurrent decline from peak | -22.90% | -7.73% | -15.17% |
Average DrawdownAverage peak-to-trough decline | -25.70% | -61.49% | +35.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.28% | 12.58% | -4.30% |
Volatility
SBS vs. TRVI - Volatility Comparison
The current volatility for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) is 8.92%, while Trevi Therapeutics, Inc. (TRVI) has a volatility of 13.78%. This indicates that SBS experiences smaller price fluctuations and is considered to be less risky than TRVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBS | TRVI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 13.78% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 24.61% | 39.38% | -14.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.86% | 60.39% | -26.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 88.26% | -51.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.51% | 99.35% | -55.84% |
Dividends
SBS vs. TRVI - Dividend Comparison
SBS's dividend yield for the trailing twelve months is around 2.33%, while TRVI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.33% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
TRVI Trevi Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SBS vs. TRVI - Financials Comparison
This section allows you to compare key financial metrics between Companhia de Saneamento Básico do Estado de São Paulo - SABESP and Trevi Therapeutics, 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
SBS and TRVI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRVI has higher volatility (13.78%) compared to SBS (8.92%). In terms of maximum drawdown, SBS dropped -76.49% vs TRVI's -95.45%.
TRVI currently has the higher Sharpe Ratio (2.17 vs 1.14), 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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