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SNGX vs. NVOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNGX and NVOS is 0.12, 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

SNGX vs. NVOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Soligenix, Inc. (SNGX) and Novo Integrated Sciences, Inc. (NVOS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SNGX:

-0.23

NVOS:

-0.03

Sortino Ratio

SNGX:

1.05

NVOS:

15.86

Omega Ratio

SNGX:

1.12

NVOS:

3.56

Calmar Ratio

SNGX:

-0.67

NVOS:

-0.99

Martin Ratio

SNGX:

-1.14

NVOS:

-1.18

Ulcer Index

SNGX:

58.99%

NVOS:

83.48%

Daily Std Dev

SNGX:

288.23%

NVOS:

3,013.76%

Max Drawdown

SNGX:

-100.00%

NVOS:

-100.00%

Current Drawdown

SNGX:

-100.00%

NVOS:

-100.00%

Fundamentals

Market Cap

SNGX:

$6.27M

NVOS:

$108.52K

EPS

SNGX:

-$3.08

NVOS:

-$1.33

PS Ratio

SNGX:

2.68K

NVOS:

0.01

PB Ratio

SNGX:

1.71

NVOS:

0.01

Returns By Period

In the year-to-date period, SNGX achieves a -29.87% return, which is significantly higher than NVOS's -88.44% return.


SNGX

YTD

-29.87%

1M

-1.56%

6M

-43.58%

1Y

-62.50%

3Y*

-76.08%

5Y*

-66.65%

10Y*

-53.75%

NVOS

YTD

-88.44%

1M

500.00%

6M

-86.39%

1Y

-99.43%

3Y*

-93.36%

5Y*

-78.92%

10Y*

N/A

*Annualized

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Soligenix, Inc.

Novo Integrated Sciences, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SNGX vs. NVOS — Risk-Adjusted Performance Rank

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

SNGX
The Risk-Adjusted Performance Rank of SNGX is 3939
Overall Rank
The Sharpe Ratio Rank of SNGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SNGX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SNGX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SNGX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SNGX is 2020
Martin Ratio Rank

NVOS
The Risk-Adjusted Performance Rank of NVOS is 5353
Overall Rank
The Sharpe Ratio Rank of NVOS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NVOS is 100100
Sortino Ratio Rank
The Omega Ratio Rank of NVOS is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NVOS is 11
Calmar Ratio Rank
The Martin Ratio Rank of NVOS is 1818
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.

SNGX vs. NVOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Soligenix, Inc. (SNGX) and Novo Integrated Sciences, Inc. (NVOS). 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 SNGX Sharpe Ratio is -0.23, which is lower than the NVOS Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SNGX and NVOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SNGX vs. NVOS - Dividend Comparison

Neither SNGX nor NVOS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNGX vs. NVOS - Drawdown Comparison

The maximum SNGX drawdown since its inception was -100.00%, roughly equal to the maximum NVOS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SNGX and NVOS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SNGX vs. NVOS - Volatility Comparison

The current volatility for Soligenix, Inc. (SNGX) is 12.14%, while Novo Integrated Sciences, Inc. (NVOS) has a volatility of 396.21%. This indicates that SNGX experiences smaller price fluctuations and is considered to be less risky than NVOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SNGX vs. NVOS - Financials Comparison

This section allows you to compare key financial metrics between Soligenix, Inc. and Novo Integrated Sciences, Inc.. 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


-10.00M-5.00M0.005.00M10.00M202120222023202420250
3.15M
(SNGX) Total Revenue
(NVOS) Total Revenue
Values in USD except per share items