SGMT vs. EUAD
SGMT (Sagimet Biosciences Inc.) is a stock, while EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index. Over the past year, SGMT returned -13.82% vs 9.28% for EUAD. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
SGMT vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, SGMT achieves a 20.10% return, which is significantly higher than EUAD's 6.69% return.
SGMT
- 1D
- -2.74%
- 1M
- -6.57%
- 6M
- 25.40%
- YTD
- 20.10%
- 1Y
- -13.82%
- 3Y*
- -23.71%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -22.57%
EUAD
- 1D
- 0.13%
- 1M
- 1.35%
- 6M
- -1.34%
- YTD
- 6.69%
- 1Y
- 9.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 36.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.44M | $7.38M | $13.85M | |
| $4.58M | $6.47M | $7.56M |
SGMT vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SGMT Sagimet Biosciences Inc. | 20.10% | 31.56% | -19.21% |
EUAD Select STOXX Europe Aerospace & Defense ETF | 6.69% | 74.51% | -6.86% |
Correlation
The correlation between SGMT and EUAD is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.13 |
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Return for Risk
SGMT vs. EUAD — Risk / Return Rank
SGMT
EUAD
SGMT vs. EUAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sagimet Biosciences Inc. (SGMT) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.
| SGMT | EUAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.39 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.58 | 0.83 | -1.42 |
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Drawdowns
SGMT vs. EUAD - Drawdown Comparison
The maximum SGMT drawdown since its inception was -89.69%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for SGMT and EUAD.
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Drawdown Indicators
| SGMT | EUAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.69% | -22.04% | -67.65% |
Max Drawdown (1Y)Largest decline over 1 year | -52.51% | -22.04% | -30.47% |
Max Drawdown (3Y)Largest decline over 3 years | -89.69% | — | — |
Current DrawdownCurrent decline from peak | -61.40% | -6.90% | -54.50% |
Average DrawdownAverage peak-to-trough decline | -65.63% | -6.32% | -59.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.21% | 10.24% | +20.97% |
Volatility
SGMT vs. EUAD - Volatility Comparison
Sagimet Biosciences Inc. (SGMT) has a higher volatility of 16.92% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 7.89%. This indicates that SGMT's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGMT | EUAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.92% | 7.89% | +9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 60.03% | 24.38% | +35.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 85.80% | 29.09% | +56.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 148.18% | 29.49% | +118.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 148.18% | 29.49% | +118.69% |
Dividends
SGMT vs. EUAD - Dividend Comparison
SGMT has not paid dividends to shareholders, while EUAD's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.38% | 0.40% | 0.10% |
SGMT Sagimet Biosciences Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGMT and EUAD 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.
SGMT has higher volatility (16.92%) compared to EUAD (7.89%). In terms of maximum drawdown, SGMT dropped -89.69% vs EUAD's -22.04%.
EUAD currently has the higher Sharpe Ratio (0.29 vs -0.21), 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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