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SLNO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLNO and SPY is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SLNO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Soleno Therapeutics, Inc. (SLNO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-74.82%
223.72%
SLNO
SPY

Key characteristics

Sharpe Ratio

SLNO:

1.17

SPY:

0.51

Sortino Ratio

SLNO:

2.20

SPY:

0.86

Omega Ratio

SLNO:

1.26

SPY:

1.13

Calmar Ratio

SLNO:

0.87

SPY:

0.55

Martin Ratio

SLNO:

6.16

SPY:

2.26

Ulcer Index

SLNO:

13.41%

SPY:

4.55%

Daily Std Dev

SLNO:

70.46%

SPY:

20.08%

Max Drawdown

SLNO:

-99.86%

SPY:

-55.19%

Current Drawdown

SLNO:

-88.84%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SLNO achieves a 62.98% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SLNO has underperformed SPY with an annualized return of -17.40%, while SPY has yielded a comparatively higher 12.04% annualized return.


SLNO

YTD

62.98%

1M

8.71%

6M

33.39%

1Y

93.35%

5Y*

11.18%

10Y*

-17.40%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

SLNO vs. SPY — Risk-Adjusted Performance Rank

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

SLNO
The Risk-Adjusted Performance Rank of SLNO is 8787
Overall Rank
The Sharpe Ratio Rank of SLNO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SLNO is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SLNO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SLNO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SLNO is 9090
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLNO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Soleno Therapeutics, Inc. (SLNO) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for SLNO, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.00
SLNO: 1.17
SPY: 0.51
The chart of Sortino ratio for SLNO, currently valued at 2.20, compared to the broader market-6.00-4.00-2.000.002.004.00
SLNO: 2.20
SPY: 0.86
The chart of Omega ratio for SLNO, currently valued at 1.26, compared to the broader market0.501.001.502.00
SLNO: 1.26
SPY: 1.13
The chart of Calmar ratio for SLNO, currently valued at 0.87, compared to the broader market0.001.002.003.004.005.00
SLNO: 0.87
SPY: 0.55
The chart of Martin ratio for SLNO, currently valued at 6.16, compared to the broader market-5.000.005.0010.0015.0020.00
SLNO: 6.16
SPY: 2.26

The current SLNO Sharpe Ratio is 1.17, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SLNO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.17
0.51
SLNO
SPY

Dividends

SLNO vs. SPY - Dividend Comparison

SLNO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
SLNO
Soleno Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SLNO vs. SPY - Drawdown Comparison

The maximum SLNO drawdown since its inception was -99.86%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SLNO and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.84%
-9.89%
SLNO
SPY

Volatility

SLNO vs. SPY - Volatility Comparison

Soleno Therapeutics, Inc. (SLNO) has a higher volatility of 40.11% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that SLNO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
40.11%
15.12%
SLNO
SPY