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SLGL vs. ATMU
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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SLGL vs. ATMU - Yearly Performance Comparison


2026 (YTD)202520242023
SLGL
Sol-Gel Technologies Ltd.
87.99%353.07%-15.83%-69.31%
ATMU
Atmus Filtration Technologies Inc.
9.45%33.16%67.28%8.50%

Fundamentals

Market Cap

SLGL:

$220.70M

ATMU:

$4.68B

EPS

SLGL:

-$2.20

ATMU:

$2.51

PS Ratio

SLGL:

11.38

ATMU:

3.56

PB Ratio

SLGL:

9.68

ATMU:

12.36

Total Revenue (TTM)

SLGL:

$19.39M

ATMU:

$1.32B

Gross Profit (TTM)

SLGL:

$19.28M

ATMU:

$509.50M

EBITDA (TTM)

SLGL:

$10.89M

ATMU:

$323.10M

Returns By Period

In the year-to-date period, SLGL achieves a 87.99% return, which is significantly higher than ATMU's 9.45% 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*

ATMU

1D
3.56%
1M
-12.03%
YTD
9.45%
6M
26.15%
1Y
55.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 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

ATMU
ATMU Risk / Return Rank: 8686
Overall Rank
ATMU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ATMU Sortino Ratio Rank: 8484
Sortino Ratio Rank
ATMU Omega Ratio Rank: 8383
Omega Ratio Rank
ATMU Calmar Ratio Rank: 8787
Calmar Ratio Rank
ATMU Martin Ratio Rank: 8787
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. 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.


SLGLATMUDifference

Sharpe ratio

Return per unit of total volatility

10.94

1.67

+9.27

Sortino ratio

Return per unit of downside risk

5.44

2.34

+3.10

Omega ratio

Gain probability vs. loss probability

1.81

1.31

+0.50

Calmar ratio

Return relative to maximum drawdown

27.89

3.16

+24.73

Martin ratio

Return relative to average drawdown

113.10

9.10

+104.01

SLGL vs. ATMU - Sharpe Ratio Comparison

The current SLGL Sharpe Ratio is 10.94, which is higher than the ATMU Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SLGL and ATMU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLGLATMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.94

1.67

+9.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.27

-1.31

Correlation

The correlation between SLGL and ATMU is 0.07, 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. ATMU - Dividend Comparison

SLGL has not paid dividends to shareholders, while ATMU's dividend yield for the trailing twelve months is around 0.38%.


TTM20252024
SLGL
Sol-Gel Technologies Ltd.
0.00%0.00%0.00%
ATMU
Atmus Filtration Technologies Inc.
0.38%0.40%0.26%

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 -28.76%. Use the drawdown chart below to compare losses from any high point for SLGL and ATMU.


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Drawdown Indicators


SLGLATMUDifference

Max Drawdown

Largest peak-to-trough decline

-97.87%

-28.76%

-69.11%

Max Drawdown (1Y)

Largest decline over 1 year

-48.06%

-16.40%

-31.66%

Max Drawdown (5Y)

Largest decline over 5 years

-97.51%

Current Drawdown

Current decline from peak

-53.81%

-13.42%

-40.39%

Average Drawdown

Average peak-to-trough decline

-62.89%

-8.14%

-54.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

5.70%

+6.15%

Volatility

SLGL vs. ATMU - Volatility Comparison

Sol-Gel Technologies Ltd. (SLGL) has a higher volatility of 42.00% compared to Atmus Filtration Technologies Inc. (ATMU) at 11.98%. 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.


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Volatility by Period


SLGLATMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.00%

11.98%

+30.02%

Volatility (6M)

Calculated over the trailing 6-month period

70.58%

21.33%

+49.25%

Volatility (1Y)

Calculated over the trailing 1-year period

131.87%

33.37%

+98.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

160.42%

32.51%

+127.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.63%

32.51%

+101.12%

Financials

SLGL vs. ATMU - Financials Comparison

This section allows you to compare key financial metrics between Sol-Gel Technologies Ltd. and Atmus Filtration Technologies 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.


Quarterly
Annual

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


0.00100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
696.00K
0
(SLGL) Total Revenue
(ATMU) Total Revenue
Values in USD except per share items