SLGL vs. ATMU

Last updated Jun 3, 2026

SLGL (Sol-Gel Technologies Ltd.) and ATMU (Atmus Filtration Technologies Inc.) are both stocks. SLGL operates in Biotechnology (Healthcare), while ATMU operates in Pollution & Treatment Controls (Industrials). Over the past 3 years, SLGL returned 29.82%/yr vs 32.34%/yr for ATMU. At a 0.07 correlation, their price movements are largely independent.

Performance

SLGL vs. ATMU - Performance Comparison

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

Returns By Period

In the year-to-date period, SLGL achieves a 74.96% return, which is significantly higher than ATMU's -8.80% return.

SLGL

• 1D: 4.73%
• 1M: -2.49%
• YTD: 74.96%
• 6M: 90.39%
• 1Y: 918.37%
• 3Y*: 29.82%
• 5Y*: -6.19%
• 10Y*: —

ATMU

• 1D: 3.39%
• 1M: -10.16%
• YTD: -8.80%
• 6M: -9.43%
• 1Y: 31.28%
• 3Y*: 32.34%
• 5Y*: —
• 10Y*: —

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

SLGL vs. ATMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SLGL Sol-Gel Technologies Ltd.	74.96%	353.07%	-15.83%	-69.31%
ATMU Atmus Filtration Technologies Inc.	-8.80%	33.16%	67.28%	8.50%

Correlation

The correlation between SLGL and ATMU is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 30, 2023	0.07

Fundamentals

Market Cap SLGL : $209.17M ATMU : $3.87B
EPS SLGL : -$0.37 ATMU : $2.56
PS Ratio SLGL : 11.17 ATMU : 2.89
PB Ratio SLGL : 4.07 ATMU : 9.60
Total Revenue (TTM) SLGL : $18.47M ATMU : $1.35B
Gross Profit (TTM) SLGL : $18.47M ATMU : $529.00M
EBITDA (TTM) SLGL : -$2.03M ATMU : $334.60M

Return for Risk

SLGL vs. ATMU — Risk / Return Rank

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

SLGL

SLGL Risk / Return Rank: 99
SLGL Sharpe Ratio Rank: 100
SLGL Sortino Ratio Rank: 98
SLGL Omega Ratio Rank: 97
SLGL Calmar Ratio Rank: 100
SLGL Martin Ratio Rank: 99

ATMU

ATMU Risk / Return Rank: 64
ATMU Sharpe Ratio Rank: 68
ATMU Sortino Ratio Rank: 60
ATMU Omega Ratio Rank: 62
ATMU Calmar Ratio Rank: 62
ATMU Martin Ratio Rank: 71

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. ATMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sol-Gel Technologies Ltd. (SLGL) and Atmus Filtration Technologies Inc. (ATMU). 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.

	SLGL	ATMU	Difference
Sharpe ratio Return per unit of total volatility	9.23	0.88	+8.35
Sortino ratio Return per unit of downside risk	5.40	1.29	+4.11
Omega ratio Gain probability vs. loss probability	1.67	1.19	+0.48
Calmar ratio Return relative to maximum drawdown	26.08	1.06	+25.02
Martin ratio Return relative to average drawdown	64.62	3.97	+60.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLGL vs. ATMU - Sharpe Ratio Comparison

The current SLGL Sharpe Ratio is 9.23, which is higher than the ATMU Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SLGL and ATMU, 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

	SLGL	ATMU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	9.23	0.88	+8.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.88	-0.93

Drawdowns

SLGL vs. ATMU - Drawdown Comparison

The maximum SLGL drawdown since its inception was -97.87%, which is greater than ATMU's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for SLGL and ATMU.

Drawdown Indicators

	SLGL	ATMU	Difference
Max Drawdown Largest peak-to-trough decline	-97.87%	-30.22%	-67.65%
Max Drawdown (1Y) Largest decline over 1 year	-35.38%	-30.22%	-5.16%
Max Drawdown (3Y) Largest decline over 3 years	-90.71%	-30.22%	-60.49%
Max Drawdown (5Y) Largest decline over 5 years	-97.24%	—	—
Current Drawdown Current decline from peak	-57.01%	-27.86%	-29.15%
Average Drawdown Average peak-to-trough decline	-62.78%	-8.48%	-54.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.28%	8.04%	+6.24%

Volatility

SLGL vs. ATMU - Volatility Comparison

Sol-Gel Technologies Ltd. (SLGL) has a higher volatility of 23.74% compared to Atmus Filtration Technologies Inc. (ATMU) at 12.27%. This indicates that SLGL's price experiences larger fluctuations and is considered to be riskier than ATMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLGL	ATMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.74%	12.27%	+11.47%
Volatility (6M) Calculated over the trailing 6-month period	67.56%	30.47%	+37.09%
Volatility (1Y) Calculated over the trailing 1-year period	100.52%	35.82%	+64.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	160.42%	34.44%	+125.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	132.70%	34.44%	+98.26%

Dividends

SLGL vs. ATMU - Dividend Comparison

SLGL has not paid dividends to shareholders, while ATMU's dividend yield for the trailing twelve months is around 0.57%.

Position	TTM	2025	2024
ATMU Atmus Filtration Technologies Inc.	0.57%	0.40%	0.26%
SLGL Sol-Gel Technologies Ltd.	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SLGL and ATMU in my portfolio?

SLGL and ATMU have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLGL or ATMU?

SLGL has higher volatility (23.74%) compared to ATMU (12.27%). In terms of maximum drawdown, SLGL dropped -97.87% vs ATMU's -30.22%.

Which has better risk-adjusted returns?

SLGL currently has the higher Sharpe Ratio (9.23 vs 0.88), 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.