SOGP vs. ENTA
SOGP (Lizhi Inc) and ENTA (Enanta Pharmaceuticals, Inc.) are both stocks. SOGP operates in Internet Content & Information (Communication Services), while ENTA operates in Biotechnology (Healthcare). Over the past 5 years, SOGP returned -28.32%/yr vs -25.36%/yr for ENTA. At a 0.14 correlation, their price movements are largely independent.
Performance
SOGP vs. ENTA - Performance Comparison
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Returns By Period
In the year-to-date period, SOGP achieves a 15.17% return, which is significantly higher than ENTA's -29.80% return.
SOGP
- 1D
- -0.16%
- 1M
- -17.88%
- YTD
- 15.17%
- 6M
- -7.71%
- 1Y
- 965.75%
- 3Y*
- 17.42%
- 5Y*
- -28.32%
- 10Y*
- —
ENTA
- 1D
- -1.86%
- 1M
- -27.84%
- YTD
- -29.80%
- 6M
- -21.93%
- 1Y
- 48.19%
- 3Y*
- -24.76%
- 5Y*
- -25.36%
- 10Y*
- -7.18%
SOGP vs. ENTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOGP Lizhi Inc | 15.17% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -66.64% |
ENTA Enanta Pharmaceuticals, Inc. | -29.80% | 174.26% | -38.89% | -79.77% | -37.79% | 77.62% | -27.34% |
Correlation
The correlation between SOGP and ENTA is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020 | 0.14 |
Fundamentals
SOGP:
$2.07B
ENTA:
$69.21M
SOGP:
$585.38M
ENTA:
$33.44M
SOGP:
-$138.59M
ENTA:
-$61.85M
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Return for Risk
SOGP vs. ENTA — Risk / Return Rank
SOGP
ENTA
SOGP vs. ENTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Enanta Pharmaceuticals, Inc. (ENTA). 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 | ENTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.92 | ||
| Sortino ratioReturn per unit of downside risk | +4.41 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.24 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 13.80 | 1.41 | +12.39 |
| Martin ratioReturn relative to average drawdown | 19.51 | 2.72 | +16.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOGP | ENTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.36 | 0.44 | +2.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.35 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | -0.05 | -0.12 |
Drawdowns
SOGP vs. ENTA - Drawdown Comparison
The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum ENTA drawdown of -96.63%. Use the drawdown chart below to compare losses from any high point for SOGP and ENTA.
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Drawdown Indicators
| SOGP | ENTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -96.63% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -70.70% | -34.30% | -36.40% |
Max Drawdown (3Y)Largest decline over 3 years | -89.12% | -83.61% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -98.42% | -95.62% | -2.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.63% | — |
Current DrawdownCurrent decline from peak | -91.07% | -91.24% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -84.36% | -49.23% | -35.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.93% | 17.76% | +32.17% |
Volatility
SOGP vs. ENTA - Volatility Comparison
The current volatility for Lizhi Inc (SOGP) is 9.76%, while Enanta Pharmaceuticals, Inc. (ENTA) has a volatility of 13.36%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than ENTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOGP | ENTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 13.36% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 57.10% | 35.53% | +21.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 290.82% | 109.93% | +180.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.43% | 73.36% | +83.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 160.70% | 60.70% | +100.00% |
Dividends
SOGP vs. ENTA - Dividend Comparison
SOGP's dividend yield for the trailing twelve months is around 17.74%, while ENTA has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
ENTA Enanta Pharmaceuticals, Inc. | 0.00% | 0.00% |
SOGP Lizhi Inc | 17.74% | 8.61% |
Financials
SOGP vs. ENTA - Financials Comparison
This section allows you to compare key financial metrics between Lizhi Inc and Enanta Pharmaceuticals, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SOGP and ENTA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENTA has higher volatility (13.36%) compared to SOGP (9.76%). In terms of maximum drawdown, SOGP dropped -99.25% vs ENTA's -96.63%.
SOGP currently has the higher Sharpe Ratio (3.36 vs 0.44), 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.
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