SOGP vs. ARCT

Last updated Jun 4, 2026

SOGP (Lizhi Inc) and ARCT (Arcturus Therapeutics Holdings Inc.) are both stocks. SOGP operates in Internet Content & Information (Communication Services), while ARCT operates in Biotechnology (Healthcare). Over the past 5 years, SOGP returned -26.48%/yr vs -24.38%/yr for ARCT. At a 0.23 correlation, their price movements are largely independent.

Performance

SOGP vs. ARCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lizhi Inc (SOGP) and Arcturus Therapeutics Holdings Inc. (ARCT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOGP achieves a 16.42% return, which is significantly lower than ARCT's 23.98% return.

SOGP

• 1D: -2.30%
• 1M: -18.63%
• YTD: 16.42%
• 6M: 0.28%
• 1Y: 1,007.34%
• 3Y*: 18.90%
• 5Y*: -26.48%
• 10Y*: —

ARCT

• 1D: -0.65%
• 1M: -11.32%
• YTD: 23.98%
• 6M: 15.33%
• 1Y: -41.54%
• 3Y*: -34.37%
• 5Y*: -24.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SOGP vs. ARCT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SOGP Lizhi Inc	16.42%	465.48%	-20.80%	-56.51%	-65.95%	-52.32%	-9.77%
ARCT Arcturus Therapeutics Holdings Inc.	23.98%	-63.88%	-46.18%	85.91%	-54.17%	-14.68%	155.18%

Correlation

The correlation between SOGP and ARCT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020	0.23

Fundamentals

Total Revenue (TTM) SOGP : $2.07B ARCT : $46.80M
Gross Profit (TTM) SOGP : $585.38M ARCT : $40.72M
EBITDA (TTM) SOGP : -$138.59M ARCT : -$84.61M

Return for Risk

SOGP vs. ARCT — Risk / Return Rank

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

SOGP

SOGP Risk / Return Rank: 97
SOGP Sharpe Ratio Rank: 96
SOGP Sortino Ratio Rank: 99
SOGP Omega Ratio Rank: 98
SOGP Calmar Ratio Rank: 99
SOGP Martin Ratio Rank: 95

ARCT

ARCT Risk / Return Rank: 25
ARCT Sharpe Ratio Rank: 21
ARCT Sortino Ratio Rank: 28
ARCT Omega Ratio Rank: 28
ARCT Calmar Ratio Rank: 21
ARCT Martin Ratio Rank: 26

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.

SOGP vs. ARCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Arcturus Therapeutics Holdings Inc. (ARCT). 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.

	SOGP	ARCT	Difference
Sharpe ratio: Return per unit of total volatility	3.51	-0.45	+3.96
Sortino ratio: Return per unit of downside risk	6.34	-0.08	+6.42
Omega ratio: Gain probability vs. loss probability	1.74	0.99	+0.75
Calmar ratio: Return relative to maximum drawdown	14.40	-0.56	+14.96
Martin ratio: Return relative to average drawdown	20.53	-0.79	+21.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOGP vs. ARCT - Sharpe Ratio Comparison

The current SOGP Sharpe Ratio is 3.51, which is higher than the ARCT Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of SOGP and ARCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SOGP	ARCT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.51	-0.45	+3.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	-0.27	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.12	-0.05

Drawdowns

SOGP vs. ARCT - Drawdown Comparison

The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum ARCT drawdown of -95.23%. Use the drawdown chart below to compare losses from any high point for SOGP and ARCT.

Drawdown Indicators

	SOGP	ARCT	Difference
Max Drawdown Largest peak-to-trough decline	-99.25%	-95.23%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-70.70%	-74.53%	+3.83%
Max Drawdown (3Y) Largest decline over 3 years	-89.12%	-86.71%	-2.41%
Max Drawdown (5Y) Largest decline over 5 years	-98.42%	-89.87%	-8.55%
Current Drawdown Current decline from peak	-90.97%	-93.85%	+2.88%
Average Drawdown Average peak-to-trough decline	-84.35%	-72.98%	-11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.49%	52.77%	-3.28%

Volatility

SOGP vs. ARCT - Volatility Comparison

The current volatility for Lizhi Inc (SOGP) is 10.16%, while Arcturus Therapeutics Holdings Inc. (ARCT) has a volatility of 18.67%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than ARCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOGP	ARCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.16%	18.67%	-8.51%
Volatility (6M) Calculated over the trailing 6-month period	58.54%	40.13%	+18.41%
Volatility (1Y) Calculated over the trailing 1-year period	290.25%	92.40%	+197.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	156.48%	91.77%	+64.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	160.85%	102.22%	+58.63%

Dividends

SOGP vs. ARCT - Dividend Comparison

SOGP's dividend yield for the trailing twelve months is around 17.55%, while ARCT has not paid dividends to shareholders.

Position	TTM	2025
ARCT Arcturus Therapeutics Holdings Inc.	0.00%	0.00%
SOGP Lizhi Inc	17.55%	8.61%

Financials

Frequently Asked Questions

Can I hold both SOGP and ARCT in my portfolio?

SOGP and ARCT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOGP or ARCT?

ARCT has higher volatility (18.67%) compared to SOGP (10.16%). In terms of maximum drawdown, SOGP dropped -99.25% vs ARCT's -95.23%.

Which has better risk-adjusted returns?

SOGP currently has the higher Sharpe Ratio (3.51 vs -0.45), 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.