SDGR vs. AAPL
SDGR (Schrodinger, Inc.) and AAPL (Apple Inc) are both stocks. SDGR operates in Health Information Services (Healthcare), while AAPL operates in Consumer Electronics (Technology). Over the past 5 years, SDGR returned -26.08%/yr vs 20.46%/yr for AAPL. At a 0.27 correlation, their price movements are largely independent.
Performance
SDGR vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, SDGR achieves a -11.35% return, which is significantly lower than AAPL's 14.69% return.
SDGR
- 1D
- 6.16%
- 1M
- 23.15%
- YTD
- -11.35%
- 6M
- -13.95%
- 1Y
- -33.21%
- 3Y*
- -25.38%
- 5Y*
- -26.08%
- 10Y*
- —
AAPL
- 1D
- 0.31%
- 1M
- 9.62%
- YTD
- 14.69%
- 6M
- 11.08%
- 1Y
- 54.06%
- 3Y*
- 20.68%
- 5Y*
- 20.46%
- 10Y*
- 30.07%
SDGR vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDGR Schrodinger, Inc. | -11.35% | -7.31% | -46.12% | 91.55% | -46.34% | -56.01% | 176.47% |
AAPL Apple Inc | 14.69% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 64.61% |
Correlation
The correlation between SDGR and AAPL is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2020 | 0.27 |
The correlation between SDGR and AAPL shifts across timeframes, from 0.18 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SDGR:
$1.17B
AAPL:
$4.60T
SDGR:
-$1.41
AAPL:
$8.24
SDGR:
4.58
AAPL:
10.26
SDGR:
3.74
AAPL:
43.16
SDGR:
$254.91M
AAPL:
$451.44B
SDGR:
$141.04M
AAPL:
$216.07B
SDGR:
-$85.22M
AAPL:
$153.63B
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Return for Risk
SDGR vs. AAPL — Risk / Return Rank
SDGR
AAPL
SDGR vs. AAPL - Risk-Adjusted Trends 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.
| SDGR | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.07 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.44 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 3.94 | -4.51 |
| Martin ratioReturn relative to average drawdown | -0.86 | 9.91 | -10.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDGR | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 2.44 | -3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.75 | -1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.44 | -0.57 |
Drawdowns
SDGR vs. AAPL - Drawdown Comparison
The maximum SDGR drawdown since its inception was -90.21%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SDGR and AAPL.
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Drawdown Indicators
| SDGR | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.21% | -81.80% | -8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -58.52% | -13.80% | -44.72% |
Max Drawdown (3Y)Largest decline over 3 years | -80.01% | -33.36% | -46.65% |
Max Drawdown (5Y)Largest decline over 5 years | -85.95% | -33.36% | -52.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -85.98% | -1.26% | -84.72% |
Average DrawdownAverage peak-to-trough decline | -64.03% | -29.61% | -34.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.55% | 5.47% | +33.08% |
Volatility
SDGR vs. AAPL - Volatility Comparison
Schrodinger, Inc. (SDGR) has a higher volatility of 16.72% compared to Apple Inc (AAPL) at 5.01%. 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.
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Volatility by Period
| SDGR | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.72% | 5.01% | +11.71% |
Volatility (6M)Calculated over the trailing 6-month period | 37.63% | 15.88% | +21.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.96% | 22.31% | +30.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.24% | 27.45% | +35.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.88% | 28.89% | +40.99% |
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 0.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.34% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SDGR and AAPL have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDGR has higher volatility (16.72%) compared to AAPL (5.01%). In terms of maximum drawdown, SDGR dropped -90.21% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.44 vs -0.63), 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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