SDGR vs. ROIV

Last updated Jun 4, 2026

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 -25.18%/yr vs 44.87%/yr for ROIV. At a 0.36 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SDGR achieves a -16.50% return, which is significantly lower than ROIV's 32.26% return.

SDGR

• 1D: -0.07%
• 1M: 15.74%
• YTD: -16.50%
• 6M: -15.84%
• 1Y: -34.80%
• 3Y*: -25.18%
• 5Y*: -26.96%
• 10Y*: —

ROIV

• 1D: 1.59%
• 1M: 1.20%
• YTD: 32.26%
• 6M: 38.65%
• 1Y: 155.22%
• 3Y*: 44.87%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDGR vs. ROIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SDGR Schrodinger, Inc.	-16.50%	-7.31%	-46.12%	91.55%	-46.34%	-35.49%
ROIV Roivant Sciences Ltd.	32.26%	83.43%	5.34%	40.55%	-20.73%	7.81%

Correlation

The correlation between SDGR and ROIV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (All Time) Calculated using the full available price history since Oct 4, 2021	0.36

Fundamentals

Market Cap SDGR : $1.10B ROIV : $19.91B
EPS SDGR : -$1.41 ROIV : -$0.44
PS Ratio SDGR : 4.31 ROIV : 2.39K
PB Ratio SDGR : 3.52 ROIV : 3.76
Total Revenue (TTM) SDGR : $254.91M ROIV : $8.26M
Gross Profit (TTM) SDGR : $141.04M ROIV : $6.98M
EBITDA (TTM) SDGR : -$85.22M ROIV : -$316.38M

Return for Risk

SDGR vs. ROIV — Risk / Return Rank

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

SDGR

SDGR Risk / Return Rank: 17
SDGR Sharpe Ratio Rank: 13
SDGR Sortino Ratio Rank: 15
SDGR Omega Ratio Rank: 16
SDGR Calmar Ratio Rank: 19
SDGR Martin Ratio Rank: 23

ROIV

ROIV Risk / Return Rank: 98
ROIV Sharpe Ratio Rank: 97
ROIV Sortino Ratio Rank: 98
ROIV Omega Ratio Rank: 96
ROIV Calmar Ratio Rank: 98
ROIV Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	SDGR	ROIV	Difference
Sharpe ratio Return per unit of total volatility	-0.66	3.79	-4.45
Sortino ratio Return per unit of downside risk	-0.76	5.47	-6.23
Omega ratio Gain probability vs. loss probability	0.91	1.64	-0.72
Calmar ratio Return relative to maximum drawdown	-0.60	12.17	-12.76
Martin ratio Return relative to average drawdown	-0.91	39.09	-40.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDGR vs. ROIV - Sharpe Ratio Comparison

The current SDGR Sharpe Ratio is -0.66, which is lower than the ROIV Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of SDGR and ROIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SDGR	ROIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	3.79	-4.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.45	-0.59

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.

Drawdown Indicators

	SDGR	ROIV	Difference
Max Drawdown Largest peak-to-trough decline	-90.21%	-79.22%	-10.99%
Max Drawdown (1Y) Largest decline over 1 year	-58.52%	-12.84%	-45.68%
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 Drawdown Current decline from peak	-86.80%	-11.45%	-75.35%
Average Drawdown Average peak-to-trough decline	-64.02%	-27.52%	-36.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.46%	3.99%	+34.47%

Volatility

SDGR vs. ROIV - Volatility Comparison

The current volatility for Schrodinger, Inc. (SDGR) is 15.91%, while Roivant Sciences Ltd. (ROIV) has a volatility of 16.81%. This indicates that SDGR experiences smaller price fluctuations and is considered to be less risky than ROIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDGR	ROIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.91%	16.81%	-0.90%
Volatility (6M) Calculated over the trailing 6-month period	37.14%	34.03%	+3.11%
Volatility (1Y) Calculated over the trailing 1-year period	52.90%	41.25%	+11.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.18%	60.66%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.86%	60.66%	+9.20%

Dividends

SDGR vs. ROIV - Dividend Comparison

Neither SDGR nor ROIV has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both SDGR and ROIV in my portfolio?

SDGR and ROIV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDGR or ROIV?

ROIV has higher volatility (16.81%) compared to SDGR (15.91%). In terms of maximum drawdown, SDGR dropped -90.21% vs ROIV's -79.22%.

Which has better risk-adjusted returns?

ROIV currently has the higher Sharpe Ratio (3.79 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.