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 -25.91%/yr vs 34.63%/yr for CAT. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
SDGR vs. CAT - Performance Comparison
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Returns By Period
In the year-to-date period, SDGR achieves a -14.54% return, which is significantly lower than CAT's 45.78% return.
SDGR
- 1D
- 0.92%
- 1M
- -9.48%
- 6M
- 8.45%
- YTD
- -14.54%
- 1Y
- -21.76%
- 3Y*
- -27.30%
- 5Y*
- -25.91%
- 10Y*
- —
- ALL TIME*
- -7.87%
CAT
- 1D
- 1.87%
- 1M
- -13.70%
- 6M
- 20.59%
- YTD
- 45.78%
- 1Y
- 95.36%
- 3Y*
- 46.31%
- 5Y*
- 34.63%
- 10Y*
- 28.75%
- ALL TIME*
- 10.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.69B | $2.64B | $2.95B | |
| $12.46M | $14.06M | $19.21M |
SDGR vs. CAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDGR Schrodinger, Inc. | -14.54% | -7.31% | -46.12% | 91.55% | -46.34% | -56.01% | 204.54% |
CAT Caterpillar Inc. | 45.78% | 60.30% | 24.66% | 25.95% | 18.60% | 15.95% | 35.48% |
Correlation
The correlation between SDGR and CAT is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020 | 0.23 |
The correlation between SDGR and CAT shifts across timeframes, from 0.19 (1 year) to 0.32 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SDGR:
$1.14B
CAT:
$382.34B
SDGR:
-$1.40
CAT:
$20.10
SDGR:
4.42
CAT:
5.50
SDGR:
3.61
CAT:
20.72
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.
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.
| SDGR | CAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 3.64 | -4.07 |
| Martin ratioReturn relative to average drawdown | -0.70 | 14.68 | -15.38 |
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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 | -50.84% | -26.36% | -24.48% |
Max Drawdown (3Y)Largest decline over 3 years | -72.25% | -34.05% | -38.20% |
Max Drawdown (5Y)Largest decline over 5 years | -83.96% | -34.05% | -49.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.36% | — |
Current DrawdownCurrent decline from peak | -86.49% | -21.91% | -64.58% |
Average DrawdownAverage peak-to-trough decline | -64.54% | -19.71% | -44.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.13% | 6.52% | +24.61% |
Volatility
SDGR vs. CAT - Volatility Comparison
The current volatility for Schrodinger, Inc. (SDGR) is 8.85%, while Caterpillar Inc. (CAT) has a volatility of 11.51%. This indicates that SDGR experiences smaller price fluctuations and is considered to be less risky 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 | 8.85% | 11.51% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 37.33% | 31.54% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.54% | 39.14% | +12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.45% | 31.64% | +31.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.48% | 31.32% | +38.16% |
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 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAT Caterpillar Inc. | 0.74% | 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 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAT has higher volatility (11.51%) compared to SDGR (8.85%). In terms of maximum drawdown, SDGR dropped -90.21% vs CAT's -73.43%.
CAT currently has the higher Sharpe Ratio (2.45 vs -0.42), 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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