SKYE vs. SOGP
SKYE (Skye Bioscience, Inc) and SOGP (Lizhi Inc) are both stocks. SKYE operates in Biotechnology (Healthcare), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, SKYE returned -54.71%/yr vs -28.32%/yr for SOGP. At a 0.07 correlation, their price movements are largely independent.
Performance
SKYE vs. SOGP - Performance Comparison
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Returns By Period
In the year-to-date period, SKYE achieves a 2.71% return, which is significantly lower than SOGP's 15.17% return.
SKYE
- 1D
- 5.02%
- 1M
- -10.75%
- YTD
- 2.71%
- 6M
- -36.36%
- 1Y
- -68.31%
- 3Y*
- -41.13%
- 5Y*
- -54.71%
- 10Y*
- -40.24%
SOGP
- 1D
- -0.16%
- 1M
- -17.88%
- YTD
- 15.17%
- 6M
- -7.71%
- 1Y
- 965.75%
- 3Y*
- 17.42%
- 5Y*
- -28.32%
- 10Y*
- —
SKYE vs. SOGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SKYE Skye Bioscience, Inc | 2.71% | -73.51% | 4.04% | -32.84% | -68.85% | 30.00% | -74.84% |
SOGP Lizhi Inc | 15.17% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -66.64% |
Correlation
The correlation between SKYE and SOGP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.07 |
Fundamentals
SKYE:
$0.00
SOGP:
$2.07B
SKYE:
-$180.01K
SOGP:
$585.38M
SKYE:
$10.92M
SOGP:
-$138.59M
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Return for Risk
SKYE vs. SOGP — Risk / Return Rank
SKYE
SOGP
SKYE vs. SOGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Skye Bioscience, Inc (SKYE) and Lizhi Inc (SOGP). 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.
| SKYE | SOGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.96 | ||
| Sortino ratioReturn per unit of downside risk | -6.73 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.74 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 13.80 | -14.58 |
| Martin ratioReturn relative to average drawdown | -1.04 | 19.51 | -20.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SKYE | SOGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 3.36 | -3.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | -0.18 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | -0.18 | -0.18 |
Drawdowns
SKYE vs. SOGP - Drawdown Comparison
The maximum SKYE drawdown since its inception was -99.96%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for SKYE and SOGP.
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Drawdown Indicators
| SKYE | SOGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -99.25% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -87.85% | -70.70% | -17.15% |
Max Drawdown (3Y)Largest decline over 3 years | -96.79% | -89.12% | -7.67% |
Max Drawdown (5Y)Largest decline over 5 years | -98.66% | -98.42% | -0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -99.83% | — | — |
Current DrawdownCurrent decline from peak | -99.94% | -91.07% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -94.95% | -84.36% | -10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 65.76% | 49.93% | +15.83% |
Volatility
SKYE vs. SOGP - Volatility Comparison
Skye Bioscience, Inc (SKYE) has a higher volatility of 28.64% compared to Lizhi Inc (SOGP) at 9.76%. This indicates that SKYE's price experiences larger fluctuations and is considered to be riskier than SOGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKYE | SOGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.64% | 9.76% | +18.88% |
Volatility (6M)Calculated over the trailing 6-month period | 63.38% | 57.10% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.33% | 290.82% | -175.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 130.81% | 156.43% | -25.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.31% | 160.70% | -23.39% |
Dividends
SKYE vs. SOGP - Dividend Comparison
SKYE has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 17.74%.
| Position | TTM | 2025 |
|---|---|---|
SKYE Skye Bioscience, Inc | 0.00% | 0.00% |
SOGP Lizhi Inc | 17.74% | 8.61% |
Financials
SKYE vs. SOGP - Financials Comparison
This section allows you to compare key financial metrics between Skye Bioscience, Inc and Lizhi Inc. 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
SKYE and SOGP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKYE has higher volatility (28.64%) compared to SOGP (9.76%). In terms of maximum drawdown, SKYE dropped -99.96% vs SOGP's -99.25%.
SOGP currently has the higher Sharpe Ratio (3.36 vs -0.59), 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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