SLGL vs. WDC

Last updated Jun 4, 2026

SLGL (Sol-Gel Technologies Ltd.) and WDC (Western Digital Corporation) are both stocks. SLGL operates in Biotechnology (Healthcare), while WDC operates in Computer Hardware (Technology). Over the past 5 years, SLGL returned -6.68%/yr vs 59.21%/yr for WDC. At a 0.13 correlation, their price movements are largely independent.

Performance

SLGL vs. WDC - Performance Comparison

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

Returns By Period

In the year-to-date period, SLGL achieves a 69.67% return, which is significantly lower than WDC's 245.04% return.

SLGL

• 1D: -3.02%
• 1M: -7.98%
• YTD: 69.67%
• 6M: 79.74%
• 1Y: 878.92%
• 3Y*: 28.50%
• 5Y*: -6.68%
• 10Y*: —

WDC

• 1D: 5.51%
• 1M: 34.30%
• YTD: 245.04%
• 6M: 282.33%
• 1Y: 1,009.68%
• 3Y*: 169.70%
• 5Y*: 59.21%
• 10Y*: 34.20%

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

SLGL vs. WDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SLGL Sol-Gel Technologies Ltd.	69.67%	353.07%	-15.83%	-75.77%	-38.38%	-24.41%	-42.92%	184.88%	-55.87%
WDC Western Digital Corporation	245.04%	283.68%	13.86%	65.99%	-51.62%	17.73%	-10.89%	77.14%	-56.36%

Correlation

The correlation between SLGL and WDC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Feb 2, 2018	0.13

Fundamentals

EPS SLGL : -$0.37 WDC : $23.29
PS Ratio SLGL : 10.84 WDC : 14.05
Total Revenue (TTM) SLGL : $18.47M WDC : $11.78B
Gross Profit (TTM) SLGL : $18.47M WDC : $5.35B
EBITDA (TTM) SLGL : -$2.03M WDC : $10.88B

Return for Risk

SLGL vs. WDC — 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

WDC

WDC Risk / Return Rank: 100
WDC Sharpe Ratio Rank: 100
WDC Sortino Ratio Rank: 99
WDC Omega Ratio Rank: 99
WDC Calmar Ratio Rank: 100
WDC Martin Ratio Rank: 100

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. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sol-Gel Technologies Ltd. (SLGL) and Western Digital Corporation (WDC). 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	WDC	Difference
Sharpe ratio: Return per unit of total volatility	8.83	16.12	-7.29
Sortino ratio: Return per unit of downside risk	5.31	7.56	-2.25
Omega ratio: Gain probability vs. loss probability	1.66	2.05	-0.39
Calmar ratio: Return relative to maximum drawdown	25.10	49.55	-24.46
Martin ratio: Return relative to average drawdown	61.62	177.25	-115.63
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. WDC - Sharpe Ratio Comparison

The current SLGL Sharpe Ratio is 8.83, which is lower than the WDC Sharpe Ratio of 16.12. The chart below compares the historical Sharpe Ratios of SLGL and WDC, 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	WDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.83	16.12	-7.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	1.23	-1.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.21	-0.27

Drawdowns

SLGL vs. WDC - Drawdown Comparison

The maximum SLGL drawdown since its inception was -97.87%, roughly equal to the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for SLGL and WDC.

Drawdown Indicators

	SLGL	WDC	Difference
Max Drawdown Largest peak-to-trough decline	-97.87%	-96.20%	-1.67%
Max Drawdown (1Y) Largest decline over 1 year	-35.38%	-20.59%	-14.79%
Max Drawdown (3Y) Largest decline over 3 years	-90.71%	-49.65%	-41.06%
Max Drawdown (5Y) Largest decline over 5 years	-97.24%	-60.85%	-36.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-70.49%	—
Current Drawdown Current decline from peak	-58.31%	0.00%	-58.31%
Average Drawdown Average peak-to-trough decline	-62.78%	-52.10%	-10.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.38%	5.75%	+8.63%

Volatility

SLGL vs. WDC - Volatility Comparison

Sol-Gel Technologies Ltd. (SLGL) has a higher volatility of 23.72% compared to Western Digital Corporation (WDC) at 17.18%. This indicates that SLGL's price experiences larger fluctuations and is considered to be riskier than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLGL	WDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.72%	17.18%	+6.54%
Volatility (6M) Calculated over the trailing 6-month period	66.95%	51.44%	+15.51%
Volatility (1Y) Calculated over the trailing 1-year period	100.60%	63.33%	+37.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	160.42%	48.32%	+112.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	132.68%	48.38%	+84.30%

Dividends

SLGL vs. WDC - Dividend Comparison

SLGL has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.08%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SLGL Sol-Gel Technologies Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WDC Western Digital Corporation	0.08%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

Financials

Frequently Asked Questions

Can I hold both SLGL and WDC in my portfolio?

SLGL and WDC have a correlation of 0.12, 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 WDC?

SLGL has higher volatility (23.72%) compared to WDC (17.18%). In terms of maximum drawdown, SLGL dropped -97.87% vs WDC's -96.20%.

Which has better risk-adjusted returns?

WDC currently has the higher Sharpe Ratio (16.12 vs 8.83), 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.