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 -24.50% vs -3.16% for EUAD. At a 0.12 correlation, their price movements are largely independent.
Performance
SGMT vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, SGMT achieves a 20.78% return, which is significantly higher than EUAD's -1.21% return.
SGMT
- 1D
- -2.99%
- 1M
- 10.34%
- 6M
- 14.58%
- YTD
- 20.78%
- 1Y
- -24.50%
- 3Y*
- -23.47%
- 5Y*
- —
- 10Y*
- —
EUAD
- 1D
- -2.00%
- 1M
- 1.19%
- 6M
- -13.49%
- YTD
- -1.21%
- 1Y
- -3.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGMT vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SGMT Sagimet Biosciences Inc. | 20.78% | 31.56% | -19.21% |
EUAD Select STOXX Europe Aerospace & Defense ETF | -1.21% | 74.51% | -6.86% |
Correlation
The correlation between SGMT and EUAD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.12 |
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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 | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.14 | -0.30 |
| Martin ratioReturn relative to average drawdown | -0.71 | -0.32 | -0.39 |
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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 | -55.57% | -22.04% | -33.53% |
Max Drawdown (3Y)Largest decline over 3 years | -89.69% | — | — |
Current DrawdownCurrent decline from peak | -61.18% | -13.79% | -47.39% |
Average DrawdownAverage peak-to-trough decline | -65.73% | -6.16% | -59.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.72% | 9.94% | +24.78% |
Volatility
SGMT vs. EUAD - Volatility Comparison
Sagimet Biosciences Inc. (SGMT) has a higher volatility of 14.91% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 8.24%. 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 | 14.91% | 8.24% | +6.67% |
Volatility (6M)Calculated over the trailing 6-month period | 60.06% | 24.42% | +35.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.07% | 29.38% | +56.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 149.28% | 29.74% | +119.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.28% | 29.74% | +119.54% |
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 0.41%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
SGMT Sagimet Biosciences Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGMT and EUAD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGMT has higher volatility (14.91%) compared to EUAD (8.24%). In terms of maximum drawdown, SGMT dropped -89.69% vs EUAD's -22.04%.
EUAD currently has the higher Sharpe Ratio (-0.11 vs -0.29), 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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