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SLS vs. NWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLS vs. NWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SELLAS Life Sciences Group, Inc. (SLS) and Northwest Natural Holding Company (NWN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLS achieves a 309.81% return, which is significantly higher than NWN's 9.07% return.


SLS

1D
24.70%
1M
65.95%
YTD
309.81%
6M
361.19%
1Y
692.31%
3Y*
114.29%
5Y*
6.84%
10Y*

NWN

1D
-1.67%
1M
3.07%
YTD
9.07%
6M
8.17%
1Y
31.12%
3Y*
10.13%
5Y*
3.45%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLS vs. NWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLS
SELLAS Life Sciences Group, Inc.
309.81%262.50%-1.89%-55.08%-57.32%-4.82%35.12%-93.01%-84.23%-10.34%
NWN
Northwest Natural Holding Company
9.07%23.75%6.77%-14.45%1.49%10.26%-35.52%25.46%4.48%-0.50%

Correlation

The correlation between SLS and NWN is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2017

0.02

Fundamentals

EPS

SLS:

-$0.20

NWN:

$4.49

Total Revenue (TTM)

SLS:

$0.00

NWN:

$1.29B

Gross Profit (TTM)

SLS:

$0.00

NWN:

$288.00M

EBITDA (TTM)

SLS:

-$23.82M

NWN:

$426.96M

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Return for Risk

SLS vs. NWN — Risk / Return Rank

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

SLS
SLS Risk / Return Rank: 9898
Overall Rank
SLS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SLS Sortino Ratio Rank: 9797
Sortino Ratio Rank
SLS Omega Ratio Rank: 9696
Omega Ratio Rank
SLS Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLS Martin Ratio Rank: 9999
Martin Ratio Rank

NWN
NWN Risk / Return Rank: 8181
Overall Rank
NWN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NWN Sortino Ratio Rank: 7979
Sortino Ratio Rank
NWN Omega Ratio Rank: 8181
Omega Ratio Rank
NWN Calmar Ratio Rank: 8080
Calmar Ratio Rank
NWN Martin Ratio Rank: 8282
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.

SLS vs. NWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SELLAS Life Sciences Group, Inc. (SLS) and Northwest Natural Holding Company (NWN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLSNWNDifference
Sharpe ratioReturn per unit of total volatility

+5.40

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.55

1.29

+0.26

Calmar ratioReturn relative to maximum drawdown

19.13

2.32

+16.81

Martin ratioReturn relative to average drawdown

37.88

6.30

+31.58

SLS vs. NWN - Sharpe Ratio Comparison

The current SLS Sharpe Ratio is 6.98, which is higher than the NWN Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SLS and NWN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLS vs. NWN - Drawdown Comparison

The maximum SLS drawdown since its inception was -99.89%, which is greater than NWN's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for SLS and NWN.


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Drawdown Indicators


SLSNWNDifference

Max Drawdown

Largest peak-to-trough decline

-99.89%

-46.27%

-53.62%

Max Drawdown (1Y)

Largest decline over 1 year

-36.53%

-13.46%

-23.07%

Max Drawdown (3Y)

Largest decline over 3 years

-72.35%

-18.39%

-53.96%

Max Drawdown (5Y)

Largest decline over 5 years

-95.19%

-32.09%

-63.10%

Max Drawdown (10Y)

Largest decline over 10 years

-46.27%

Current Drawdown

Current decline from peak

-96.56%

-15.24%

-81.32%

Average Drawdown

Average peak-to-trough decline

-93.93%

-12.14%

-81.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.41%

4.95%

+13.46%

Volatility

SLS vs. NWN - Volatility Comparison

SELLAS Life Sciences Group, Inc. (SLS) has a higher volatility of 37.35% compared to Northwest Natural Holding Company (NWN) at 5.95%. This indicates that SLS's price experiences larger fluctuations and is considered to be riskier than NWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLSNWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.35%

5.95%

+31.40%

Volatility (6M)

Calculated over the trailing 6-month period

81.95%

15.93%

+66.02%

Volatility (1Y)

Calculated over the trailing 1-year period

100.35%

19.80%

+80.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.37%

22.77%

+73.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

134.08%

28.15%

+105.93%

Dividends

SLS vs. NWN - Dividend Comparison

SLS has not paid dividends to shareholders, while NWN's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM20252024202320222021202020192018201720162015
NWN
Northwest Natural Holding Company
3.94%4.20%4.94%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%
SLS
SELLAS Life Sciences Group, 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%

Financials

SLS vs. NWN - Financials Comparison

This section allows you to compare key financial metrics between SELLAS Life Sciences Group, Inc. and Northwest Natural Holding Company. 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


0.00100.00M200.00M300.00M400.00M500.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
490.40M
(SLS) Total Revenue
(NWN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SLS and NWN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLS has higher volatility (37.35%) compared to NWN (5.95%). In terms of maximum drawdown, SLS dropped -99.89% vs NWN's -46.27%.

SLS currently has the higher Sharpe Ratio (6.98 vs 1.58), 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.

Portfolio Optimizer

Find the right allocation for SLS and NWN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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