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SOGP vs. KEEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOGP vs. KEEL - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOGP achieves a -1.09% return, which is significantly lower than KEEL's 183.40% return.


SOGP

1D
-10.13%
1M
-19.07%
YTD
-1.09%
6M
-15.18%
1Y
349.54%
3Y*
5.97%
5Y*
-28.90%
10Y*

KEEL

1D
5.88%
1M
38.46%
YTD
183.40%
6M
147.58%
1Y
757.81%
3Y*
63.64%
5Y*
9.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOGP vs. KEEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOGP
Lizhi Inc
-1.09%465.48%-20.80%-56.51%-65.95%-52.32%-64.82%
KEEL
Keel Infrastructure Corporation
183.40%57.72%-48.80%561.36%-91.29%165.79%295.83%

Correlation

The correlation between SOGP and KEEL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.18

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2020

0.20

Fundamentals

Total Revenue (TTM)

SOGP:

CN¥2.07B

KEEL:

$229.28M

Gross Profit (TTM)

SOGP:

CN¥585.38M

KEEL:

-$18.90M

EBITDA (TTM)

SOGP:

-CN¥138.59M

KEEL:

-$149.60M

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Return for Risk

SOGP vs. KEEL — Risk / Return Rank

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

SOGP
SOGP Risk / Return Rank: 8989
Overall Rank
SOGP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SOGP Sortino Ratio Rank: 9898
Sortino Ratio Rank
SOGP Omega Ratio Rank: 9696
Omega Ratio Rank
SOGP Calmar Ratio Rank: 9292
Calmar Ratio Rank
SOGP Martin Ratio Rank: 8282
Martin Ratio Rank

KEEL
KEEL Risk / Return Rank: 9797
Overall Rank
KEEL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KEEL Sortino Ratio Rank: 9797
Sortino Ratio Rank
KEEL Omega Ratio Rank: 9595
Omega Ratio Rank
KEEL Calmar Ratio Rank: 9898
Calmar Ratio Rank
KEEL Martin Ratio Rank: 9595
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.

SOGP vs. KEEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Keel Infrastructure Corporation (KEEL). 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.


SOGPKEELDifference
Sharpe ratioReturn per unit of total volatility

-5.68

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.58

1.55

+0.03

Calmar ratioReturn relative to maximum drawdown

4.98

10.39

-5.41

Martin ratioReturn relative to average drawdown

6.85

17.31

-10.46

SOGP vs. KEEL - Sharpe Ratio Comparison

The current SOGP Sharpe Ratio is 1.26, which is lower than the KEEL Sharpe Ratio of 6.95. The chart below compares the historical Sharpe Ratios of SOGP and KEEL, 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

SOGP vs. KEEL - Drawdown Comparison

The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum KEEL drawdown of -95.72%. Use the drawdown chart below to compare losses from any high point for SOGP and KEEL.


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Drawdown Indicators


SOGPKEELDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-95.72%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-70.70%

-73.65%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-88.37%

-81.04%

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

-95.72%

-2.70%

Current Drawdown

Current decline from peak

-92.33%

-24.92%

-67.41%

Average Drawdown

Average peak-to-trough decline

-84.35%

-67.41%

-16.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.29%

44.11%

+7.18%

Volatility

SOGP vs. KEEL - Volatility Comparison

The current volatility for Lizhi Inc (SOGP) is 16.73%, while Keel Infrastructure Corporation (KEEL) has a volatility of 25.35%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than KEEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOGPKEELDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.73%

25.35%

-8.62%

Volatility (6M)

Calculated over the trailing 6-month period

57.11%

69.60%

-12.49%

Volatility (1Y)

Calculated over the trailing 1-year period

279.88%

110.39%

+169.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

156.54%

104.92%

+51.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

160.31%

290.70%

-130.39%

Dividends

SOGP vs. KEEL - Dividend Comparison

SOGP's dividend yield for the trailing twelve months is around 20.66%, while KEEL has not paid dividends to shareholders.


PositionTTM2025
KEEL
Keel Infrastructure Corporation
0.00%0.00%
SOGP
Lizhi Inc
20.66%8.61%

Financials

SOGP vs. KEEL - Financials Comparison

This section allows you to compare key financial metrics between Lizhi Inc and Keel Infrastructure Corporation. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
422.82M
15.38M
(SOGP) Total Revenue
(KEEL) Total Revenue
Please note, different currencies. SOGP values in CNY, KEEL values in USD

Frequently Asked Questions


SOGP and KEEL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEEL has higher volatility (25.35%) compared to SOGP (16.73%). In terms of maximum drawdown, SOGP dropped -99.25% vs KEEL's -95.72%.

KEEL currently has the higher Sharpe Ratio (6.95 vs 1.26), 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

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