SDGR vs. ROIV
SDGR (Schrodinger, Inc.) and ROIV (Roivant Sciences Ltd.) are both stocks. Both are in the Healthcare sector — SDGR in Health Information Services, ROIV in Biotechnology. Over the past 3 years, SDGR returned -29.20%/yr vs 48.68%/yr for ROIV. At a 0.37 correlation, their price movements are largely independent.
Performance
SDGR vs. ROIV - Performance Comparison
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Returns By Period
In the year-to-date period, SDGR achieves a -15.88% return, which is significantly lower than ROIV's 48.43% return.
SDGR
- 1D
- -1.25%
- 1M
- 13.08%
- YTD
- -15.88%
- 6M
- -20.04%
- 1Y
- -26.09%
- 3Y*
- -29.20%
- 5Y*
- -28.13%
- 10Y*
- —
ROIV
- 1D
- 3.07%
- 1M
- 7.51%
- YTD
- 48.43%
- 6M
- 43.47%
- 1Y
- 180.09%
- 3Y*
- 48.68%
- 5Y*
- —
- 10Y*
- —
SDGR vs. ROIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SDGR Schrodinger, Inc. | -15.88% | -7.31% | -46.12% | 91.55% | -46.34% | -36.30% |
ROIV Roivant Sciences Ltd. | 48.43% | 83.43% | 5.34% | 40.55% | -20.73% | 6.11% |
Correlation
The correlation between SDGR and ROIV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.37 |
Fundamentals
SDGR:
$1.11B
ROIV:
$22.35B
SDGR:
-$1.41
ROIV:
-$0.44
SDGR:
4.34
ROIV:
2.68K
SDGR:
3.55
ROIV:
4.22
SDGR:
$254.91M
ROIV:
$8.26M
SDGR:
$141.04M
ROIV:
$6.98M
SDGR:
-$85.22M
ROIV:
-$316.38M
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Return for Risk
SDGR vs. ROIV — Risk / Return Rank
SDGR
ROIV
SDGR vs. ROIV - Risk-Adjusted Trends 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.
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 | ROIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.86 | ||
| Sortino ratioReturn per unit of downside risk | -6.40 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.69 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 14.12 | -14.62 |
| Martin ratioReturn relative to average drawdown | -0.83 | 41.21 | -42.04 |
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Drawdowns
SDGR vs. ROIV - Drawdown Comparison
The maximum SDGR drawdown since its inception was -90.21%, 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.
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Drawdown Indicators
| SDGR | ROIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.21% | -79.22% | -10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -51.93% | -12.84% | -39.09% |
Max Drawdown (3Y)Largest decline over 3 years | -80.01% | -36.47% | -43.54% |
Max Drawdown (5Y)Largest decline over 5 years | -85.95% | — | — |
Current DrawdownCurrent decline from peak | -86.70% | -0.62% | -86.08% |
Average DrawdownAverage peak-to-trough decline | -64.17% | -27.33% | -36.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.30% | 4.39% | +26.91% |
Volatility
SDGR vs. ROIV - Volatility Comparison
Schrodinger, Inc. (SDGR) has a higher volatility of 18.38% compared to Roivant Sciences Ltd. (ROIV) at 10.17%. 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.
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Volatility by Period
| SDGR | ROIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.38% | 10.17% | +8.21% |
Volatility (6M)Calculated over the trailing 6-month period | 38.76% | 33.45% | +5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.39% | 41.65% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.41% | 60.42% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.87% | 60.42% | +9.45% |
Dividends
SDGR vs. ROIV - Dividend Comparison
Neither SDGR nor ROIV has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SDGR and ROIV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDGR has higher volatility (18.38%) compared to ROIV (10.17%). In terms of maximum drawdown, SDGR dropped -90.21% vs ROIV's -79.22%.
ROIV currently has the higher Sharpe Ratio (4.35 vs -0.51), 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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