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SDGR vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SDGR and AAPL is 0.29, 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.


-0.50.00.51.00.3

Performance

SDGR vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schrodinger, Inc. (SDGR) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.67%
23.78%
SDGR
AAPL

Key characteristics

Sharpe Ratio

SDGR:

-0.73

AAPL:

1.51

Sortino Ratio

SDGR:

-0.91

AAPL:

2.18

Omega Ratio

SDGR:

0.90

AAPL:

1.28

Calmar Ratio

SDGR:

-0.51

AAPL:

2.05

Martin Ratio

SDGR:

-1.08

AAPL:

5.34

Ulcer Index

SDGR:

39.82%

AAPL:

6.37%

Daily Std Dev

SDGR:

59.09%

AAPL:

22.59%

Max Drawdown

SDGR:

-85.64%

AAPL:

-81.80%

Current Drawdown

SDGR:

-82.53%

AAPL:

0.00%

Fundamentals

Market Cap

SDGR:

$1.58B

AAPL:

$3.83T

EPS

SDGR:

-$2.42

AAPL:

$6.08

Total Revenue (TTM)

SDGR:

$193.35M

AAPL:

$391.04B

Gross Profit (TTM)

SDGR:

$125.50M

AAPL:

$180.68B

EBITDA (TTM)

SDGR:

-$212.46M

AAPL:

$134.66B

Returns By Period

In the year-to-date period, SDGR achieves a -44.80% return, which is significantly lower than AAPL's 34.77% return.


SDGR

YTD

-44.80%

1M

-5.18%

6M

1.80%

1Y

-45.20%

5Y*

N/A

10Y*

N/A

AAPL

YTD

34.77%

1M

12.32%

6M

23.78%

1Y

34.02%

5Y*

29.81%

10Y*

26.16%

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Risk-Adjusted Performance

SDGR vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schrodinger, Inc. (SDGR) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for SDGR, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.771.51
The chart of Sortino ratio for SDGR, currently valued at -0.99, compared to the broader market-4.00-2.000.002.004.00-0.992.18
The chart of Omega ratio for SDGR, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.28
The chart of Calmar ratio for SDGR, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.532.05
The chart of Martin ratio for SDGR, currently valued at -1.13, compared to the broader market0.0010.0020.00-1.135.34
SDGR
AAPL

The current SDGR Sharpe Ratio is -0.73, which is lower than the AAPL Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SDGR and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.77
1.51
SDGR
AAPL

Dividends

SDGR vs. AAPL - Dividend Comparison

SDGR has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.38%.


TTM20232022202120202019201820172016201520142013
SDGR
Schrodinger, 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%
AAPL
Apple Inc
0.38%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

SDGR vs. AAPL - Drawdown Comparison

The maximum SDGR drawdown since its inception was -85.64%, roughly equal to the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SDGR and AAPL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.53%
0
SDGR
AAPL

Volatility

SDGR vs. AAPL - Volatility Comparison

Schrodinger, Inc. (SDGR) has a higher volatility of 16.94% compared to Apple Inc (AAPL) at 4.02%. This indicates that SDGR's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.94%
4.02%
SDGR
AAPL

Financials

SDGR vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Schrodinger, Inc. and Apple 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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