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

Correlation

The correlation between SDGR and ROIV is 0.37, 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.


-0.50.00.51.00.4

Performance

SDGR vs. ROIV - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
13.94%
-10.11%
SDGR
ROIV

Key characteristics

Sharpe Ratio

SDGR:

-0.44

ROIV:

-0.25

Sortino Ratio

SDGR:

-0.30

ROIV:

-0.16

Omega Ratio

SDGR:

0.97

ROIV:

0.98

Calmar Ratio

SDGR:

-0.32

ROIV:

-0.28

Martin Ratio

SDGR:

-0.77

ROIV:

-0.87

Ulcer Index

SDGR:

34.91%

ROIV:

8.53%

Daily Std Dev

SDGR:

61.13%

ROIV:

30.41%

Max Drawdown

SDGR:

-85.64%

ROIV:

-79.22%

Current Drawdown

SDGR:

-79.98%

ROIV:

-21.01%

Fundamentals

Market Cap

SDGR:

$1.65B

ROIV:

$7.62B

EPS

SDGR:

-$2.45

ROIV:

-$1.00

Total Revenue (TTM)

SDGR:

$119.22M

ROIV:

$97.56M

Gross Profit (TTM)

SDGR:

$67.95M

ROIV:

$86.85M

EBITDA (TTM)

SDGR:

-$184.19M

ROIV:

$4.44B

Returns By Period

In the year-to-date period, SDGR achieves a 17.37% return, which is significantly higher than ROIV's -9.72% return.


SDGR

YTD

17.37%

1M

-7.25%

6M

13.94%

1Y

-25.72%

5Y*

-15.69%

10Y*

N/A

ROIV

YTD

-9.72%

1M

-4.73%

6M

-10.10%

1Y

-7.93%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SDGR vs. ROIV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDGR
The Risk-Adjusted Performance Rank of SDGR is 2727
Overall Rank
The Sharpe Ratio Rank of SDGR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SDGR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SDGR is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SDGR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SDGR is 3131
Martin Ratio Rank

ROIV
The Risk-Adjusted Performance Rank of ROIV is 3030
Overall Rank
The Sharpe Ratio Rank of ROIV is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ROIV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ROIV is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ROIV is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ROIV is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDGR vs. ROIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schrodinger, Inc. (SDGR) and Roivant Sciences Ltd. (ROIV). 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 -0.44, compared to the broader market-2.000.002.00-0.44-0.25
The chart of Sortino ratio for SDGR, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.006.00-0.30-0.16
The chart of Omega ratio for SDGR, currently valued at 0.97, compared to the broader market0.501.001.502.000.970.98
The chart of Calmar ratio for SDGR, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38-0.28
The chart of Martin ratio for SDGR, currently valued at -0.77, compared to the broader market-10.000.0010.0020.0030.00-0.77-0.87
SDGR
ROIV

The current SDGR Sharpe Ratio is -0.44, which is lower than the ROIV Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of SDGR and ROIV, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.44
-0.25
SDGR
ROIV

Dividends

SDGR vs. ROIV - Dividend Comparison

Neither SDGR nor ROIV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SDGR vs. ROIV - Drawdown Comparison

The maximum SDGR drawdown since its inception was -85.64%, which is greater than ROIV's maximum drawdown of -79.22%. Use the drawdown chart below to compare losses from any high point for SDGR and ROIV. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-61.79%
-21.01%
SDGR
ROIV

Volatility

SDGR vs. ROIV - Volatility Comparison

Schrodinger, Inc. (SDGR) has a higher volatility of 15.30% compared to Roivant Sciences Ltd. (ROIV) at 6.47%. This indicates that SDGR's price experiences larger fluctuations and is considered to be riskier than ROIV 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%SeptemberOctoberNovemberDecember2025February
15.30%
6.47%
SDGR
ROIV

Financials

SDGR vs. ROIV - Financials Comparison

This section allows you to compare key financial metrics between Schrodinger, Inc. and Roivant Sciences Ltd.. 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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