SDGR vs. CAT
SDGR (Schrodinger, Inc.) and CAT (Caterpillar Inc.) are both stocks. SDGR operates in Health Information Services (Healthcare), while CAT operates in Farm & Heavy Construction Machinery (Industrials). Over the past 5 years, SDGR returned -26.96%/yr vs 32.93%/yr for CAT. At a 0.23 correlation, their price movements are largely independent.
Performance
SDGR vs. CAT - Performance Comparison
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Returns By Period
In the year-to-date period, SDGR achieves a -16.50% return, which is significantly lower than CAT's 62.36% return.
SDGR
- 1D
- -0.07%
- 1M
- 15.74%
- YTD
- -16.50%
- 6M
- -15.84%
- 1Y
- -34.80%
- 3Y*
- -25.18%
- 5Y*
- -26.96%
- 10Y*
- —
CAT
- 1D
- 1.80%
- 1M
- 5.88%
- YTD
- 62.36%
- 6M
- 57.25%
- 1Y
- 167.95%
- 3Y*
- 62.31%
- 5Y*
- 32.93%
- 10Y*
- 31.52%
SDGR vs. CAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDGR Schrodinger, Inc. | -16.50% | -7.31% | -46.12% | 91.55% | -46.34% | -56.01% | 176.47% |
CAT Caterpillar Inc. | 62.36% | 60.30% | 24.66% | 25.95% | 18.60% | 15.95% | 35.66% |
Correlation
The correlation between SDGR and CAT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2020 | 0.23 |
The correlation between SDGR and CAT shifts across timeframes, from 0.21 (1 year) to 0.33 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SDGR:
$1.10B
CAT:
$431.41B
SDGR:
-$1.41
CAT:
$20.07
SDGR:
4.31
CAT:
6.14
SDGR:
3.52
CAT:
23.12
SDGR:
$254.91M
CAT:
$70.76B
SDGR:
$141.04M
CAT:
$23.01B
SDGR:
-$85.22M
CAT:
$15.31B
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Return for Risk
SDGR vs. CAT — Risk / Return Rank
SDGR
CAT
SDGR vs. CAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schrodinger, Inc. (SDGR) and Caterpillar Inc. (CAT). 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 | CAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.64 | ||
| Sortino ratioReturn per unit of downside risk | -6.43 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.72 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 12.18 | -12.77 |
| Martin ratioReturn relative to average drawdown | -0.91 | 40.49 | -41.40 |
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 | CAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 4.98 | -5.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 1.08 | -1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.35 | -0.49 |
Drawdowns
SDGR vs. CAT - Drawdown Comparison
The maximum SDGR drawdown since its inception was -90.21%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for SDGR and CAT.
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Drawdown Indicators
| SDGR | CAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.21% | -73.43% | -16.78% |
Max Drawdown (1Y)Largest decline over 1 year | -58.52% | -13.88% | -44.64% |
Max Drawdown (3Y)Largest decline over 3 years | -80.01% | -34.05% | -45.96% |
Max Drawdown (5Y)Largest decline over 5 years | -85.95% | -34.05% | -51.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.36% | — |
Current DrawdownCurrent decline from peak | -86.80% | -0.08% | -86.72% |
Average DrawdownAverage peak-to-trough decline | -64.02% | -19.74% | -44.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.46% | 4.17% | +34.29% |
Volatility
SDGR vs. CAT - Volatility Comparison
Schrodinger, Inc. (SDGR) has a higher volatility of 15.91% compared to Caterpillar Inc. (CAT) at 11.17%. This indicates that SDGR's price experiences larger fluctuations and is considered to be riskier than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDGR | CAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.91% | 11.17% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 37.14% | 27.09% | +10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.90% | 33.97% | +18.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.18% | 30.62% | +32.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.86% | 30.86% | +39.00% |
Dividends
SDGR vs. CAT - Dividend Comparison
SDGR has not paid dividends to shareholders, while CAT's dividend yield for the trailing twelve months is around 0.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.65% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
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. CAT - Financials Comparison
This section allows you to compare key financial metrics between Schrodinger, Inc. and Caterpillar 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 CAT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDGR has higher volatility (15.91%) compared to CAT (11.17%). In terms of maximum drawdown, SDGR dropped -90.21% vs CAT's -73.43%.
CAT currently has the higher Sharpe Ratio (4.98 vs -0.66), 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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