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SLNO vs. SWVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SLNOSWVL
YTD Return38.34%119.24%
1Y Return146.48%294.62%
Sharpe Ratio2.531.81
Sortino Ratio3.092.74
Omega Ratio1.361.39
Calmar Ratio1.583.09
Martin Ratio12.296.14
Ulcer Index12.38%50.14%
Daily Std Dev60.27%169.96%
Max Drawdown-99.86%-99.72%
Current Drawdown-91.52%-98.55%

Fundamentals


SLNOSWVL
Market Cap$2.47B$32.11M
EPS-$2.79$0.37
Total Revenue (TTM)$3.45M$5.87M
Gross Profit (TTM)$1.97M$1.17M
EBITDA (TTM)-$133.09M$7.75M

Correlation

-0.50.00.51.00.0

The correlation between SLNO and SWVL is 0.03, 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.

Performance

SLNO vs. SWVL - Performance Comparison

In the year-to-date period, SLNO achieves a 38.34% return, which is significantly lower than SWVL's 119.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
23.16%
-63.15%
SLNO
SWVL

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Risk-Adjusted Performance

SLNO vs. SWVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Soleno Therapeutics, Inc. (SLNO) and Swvl Holdings Corp (SWVL). 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.


SLNO
Sharpe ratio
The chart of Sharpe ratio for SLNO, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.002.53
Sortino ratio
The chart of Sortino ratio for SLNO, currently valued at 3.09, compared to the broader market-4.00-2.000.002.004.006.003.09
Omega ratio
The chart of Omega ratio for SLNO, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for SLNO, currently valued at 5.24, compared to the broader market0.002.004.006.005.24
Martin ratio
The chart of Martin ratio for SLNO, currently valued at 12.29, compared to the broader market0.0010.0020.0030.0012.29
SWVL
Sharpe ratio
The chart of Sharpe ratio for SWVL, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81
Sortino ratio
The chart of Sortino ratio for SWVL, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for SWVL, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for SWVL, currently valued at 3.09, compared to the broader market0.002.004.006.003.09
Martin ratio
The chart of Martin ratio for SWVL, currently valued at 6.14, compared to the broader market0.0010.0020.0030.006.14

SLNO vs. SWVL - Sharpe Ratio Comparison

The current SLNO Sharpe Ratio is 2.53, which is higher than the SWVL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SLNO and SWVL, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.53
1.81
SLNO
SWVL

Dividends

SLNO vs. SWVL - Dividend Comparison

Neither SLNO nor SWVL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLNO vs. SWVL - Drawdown Comparison

The maximum SLNO drawdown since its inception was -99.86%, roughly equal to the maximum SWVL drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for SLNO and SWVL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.91%
-98.55%
SLNO
SWVL

Volatility

SLNO vs. SWVL - Volatility Comparison

The current volatility for Soleno Therapeutics, Inc. (SLNO) is 8.13%, while Swvl Holdings Corp (SWVL) has a volatility of 17.61%. This indicates that SLNO experiences smaller price fluctuations and is considered to be less risky than SWVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
8.13%
17.61%
SLNO
SWVL

Financials

SLNO vs. SWVL - Financials Comparison

This section allows you to compare key financial metrics between Soleno Therapeutics, Inc. and Swvl Holdings Corp. 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



Values in USD except per share items