PortfoliosLab logoPortfoliosLab logo
SLGL vs. ARGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SLGL vs. ARGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sol-Gel Technologies Ltd. (SLGL) and argenx SE (ARGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SLGL vs. ARGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLGL
Sol-Gel Technologies Ltd.
87.99%353.07%-15.83%-75.77%-38.38%-24.41%-42.92%184.88%-55.87%
ARGX
argenx SE
-13.16%36.74%61.66%0.42%8.18%19.08%83.21%67.09%27.21%

Fundamentals

Market Cap

SLGL:

$220.70M

ARGX:

$48.34B

EPS

SLGL:

-$2.20

ARGX:

$32.69

PS Ratio

SLGL:

11.38

ARGX:

8.77

PB Ratio

SLGL:

9.68

ARGX:

6.60

Total Revenue (TTM)

SLGL:

$19.39M

ARGX:

$5.49B

Gross Profit (TTM)

SLGL:

$19.28M

ARGX:

$4.38B

EBITDA (TTM)

SLGL:

$10.89M

ARGX:

$1.50B

Returns By Period

In the year-to-date period, SLGL achieves a 87.99% return, which is significantly higher than ARGX's -13.16% return.


SLGL

1D
15.58%
1M
-13.59%
YTD
87.99%
6M
171.77%
1Y
1,423.46%
3Y*
26.86%
5Y*
-8.42%
10Y*

ARGX

1D
3.68%
1M
-4.78%
YTD
-13.16%
6M
-0.99%
1Y
23.38%
3Y*
25.15%
5Y*
20.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLGL vs. ARGX — Risk / Return Rank

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

SLGL
SLGL Risk / Return Rank: 9999
Overall Rank
SLGL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SLGL Sortino Ratio Rank: 9999
Sortino Ratio Rank
SLGL Omega Ratio Rank: 9898
Omega Ratio Rank
SLGL Calmar Ratio Rank: 100100
Calmar Ratio Rank
SLGL Martin Ratio Rank: 100100
Martin Ratio Rank

ARGX
ARGX Risk / Return Rank: 6363
Overall Rank
ARGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ARGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ARGX Omega Ratio Rank: 6161
Omega Ratio Rank
ARGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
ARGX Martin Ratio Rank: 6363
Martin Ratio Rank
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.

SLGL vs. ARGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sol-Gel Technologies Ltd. (SLGL) and argenx SE (ARGX). 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.


SLGLARGXDifference

Sharpe ratio

Return per unit of total volatility

10.94

0.71

+10.23

Sortino ratio

Return per unit of downside risk

5.44

1.19

+4.24

Omega ratio

Gain probability vs. loss probability

1.81

1.16

+0.66

Calmar ratio

Return relative to maximum drawdown

27.89

0.84

+27.05

Martin ratio

Return relative to average drawdown

113.10

2.17

+110.94

SLGL vs. ARGX - Sharpe Ratio Comparison

The current SLGL Sharpe Ratio is 10.94, which is higher than the ARGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SLGL and ARGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SLGLARGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.94

0.71

+10.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.54

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.94

-0.99

Correlation

The correlation between SLGL and ARGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SLGL vs. ARGX - Dividend Comparison

Neither SLGL nor ARGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLGL vs. ARGX - Drawdown Comparison

The maximum SLGL drawdown since its inception was -97.87%, which is greater than ARGX's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for SLGL and ARGX.


Loading graphics...

Drawdown Indicators


SLGLARGXDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-38.20%

-59.67%

Max Drawdown (1Y)

Largest decline over 1 year

-48.06%

-28.58%

-19.48%

Max Drawdown (5Y)

Largest decline over 5 years

-97.51%

-38.20%

-59.31%

Current Drawdown

Current decline from peak

-53.81%

-21.45%

-32.36%

Average Drawdown

Average peak-to-trough decline

-62.89%

-11.05%

-51.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

11.06%

+0.79%

Volatility

SLGL vs. ARGX - Volatility Comparison

Sol-Gel Technologies Ltd. (SLGL) has a higher volatility of 42.00% compared to argenx SE (ARGX) at 9.44%. This indicates that SLGL's price experiences larger fluctuations and is considered to be riskier than ARGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SLGLARGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.00%

9.44%

+32.56%

Volatility (6M)

Calculated over the trailing 6-month period

70.58%

19.48%

+51.10%

Volatility (1Y)

Calculated over the trailing 1-year period

131.87%

33.11%

+98.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

160.42%

38.89%

+121.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.63%

50.99%

+82.64%

Financials

SLGL vs. ARGX - Financials Comparison

This section allows you to compare key financial metrics between Sol-Gel Technologies Ltd. and argenx SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
696.00K
2.41B
(SLGL) Total Revenue
(ARGX) Total Revenue
Values in USD except per share items