SLNO vs. SWVL

In the year-to-date period, SLNO achieves a 66.87% return, which is significantly higher than SWVL's -26.37% return.

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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.

The current SLNO Sharpe Ratio is 0.98, which is higher than the SWVL Sharpe Ratio of -0.42. 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.

Neither SLNO nor SWVL has paid dividends to shareholders.

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.

The current volatility for Soleno Therapeutics, Inc. (SLNO) is 8.37%, while Swvl Holdings Corp (SWVL) has a volatility of 40.67%. 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.

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.