SOGP vs. KPTI
SOGP (Lizhi Inc) and KPTI (Karyopharm Therapeutics Inc.) are both stocks. SOGP operates in Internet Content & Information (Communication Services), while KPTI operates in Biotechnology (Healthcare). Over the past 5 years, SOGP returned -21.86%/yr vs -56.62%/yr for KPTI. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
SOGP vs. KPTI - Performance Comparison
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Returns By Period
In the year-to-date period, SOGP achieves a 11.82% return, which is significantly higher than KPTI's -73.91% return.
SOGP
- 1D
- 0.75%
- 1M
- 15.00%
- 6M
- -4.91%
- YTD
- 11.82%
- 1Y
- 188.88%
- 3Y*
- 17.82%
- 5Y*
- -21.86%
- 10Y*
- —
- ALL TIME*
- -27.31%
KPTI
- 1D
- -72.61%
- 1M
- -80.00%
- 6M
- -70.55%
- YTD
- -73.91%
- 1Y
- -51.15%
- 3Y*
- -58.57%
- 5Y*
- -56.62%
- 10Y*
- -32.96%
- ALL TIME*
- -32.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.61M | $7.85M | $5.63M | |
SOGP Lizhi Inc | $144.70K | $136.45K | $215.20K |
SOGP vs. KPTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOGP Lizhi Inc | 11.82% | 465.48% | -20.80% | -56.51% | -65.95% | -52.32% | -64.82% |
KPTI Karyopharm Therapeutics Inc. | -73.91% | -27.45% | -21.82% | -74.56% | -47.12% | -58.46% | -17.79% |
Correlation
The correlation between SOGP and KPTI is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020 | 0.16 |
The correlation between SOGP and KPTI shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SOGP:
$56.63M
KPTI:
$43.51M
SOGP:
$2.07B
KPTI:
$151.12M
SOGP:
$585.38M
KPTI:
$145.13M
SOGP:
-$138.59M
KPTI:
-$93.05M
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Return for Risk
SOGP vs. KPTI — Risk / Return Rank
SOGP
KPTI
SOGP vs. KPTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Karyopharm Therapeutics Inc. (KPTI). 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.
| SOGP | KPTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.05 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | -0.61 | +3.57 |
| Martin ratioReturn relative to average drawdown | 3.79 | -2.42 | +6.21 |
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Drawdowns
SOGP vs. KPTI - Drawdown Comparison
The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum KPTI drawdown of -99.73%. Use the drawdown chart below to compare losses from any high point for SOGP and KPTI.
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Drawdown Indicators
| SOGP | KPTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -99.73% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -70.70% | -82.01% | +11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -85.57% | -92.73% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -97.51% | -99.11% | +1.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.54% | — |
Current DrawdownCurrent decline from peak | -91.33% | -99.73% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -84.49% | -75.59% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.30% | 20.49% | +34.81% |
Volatility
SOGP vs. KPTI - Volatility Comparison
The current volatility for Lizhi Inc (SOGP) is 18.79%, while Karyopharm Therapeutics Inc. (KPTI) has a volatility of 131.26%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than KPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOGP | KPTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.79% | 131.26% | -112.47% |
Volatility (6M)Calculated over the trailing 6-month period | 48.25% | 144.90% | -96.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 269.40% | 117.57% | +151.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.40% | 101.03% | +55.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 159.20% | 89.78% | +69.42% |
Dividends
SOGP vs. KPTI - Dividend Comparison
SOGP's dividend yield for the trailing twelve months is around 18.27%, while KPTI has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
KPTI Karyopharm Therapeutics Inc. | 0.00% | 0.00% |
SOGP Lizhi Inc | 18.27% | 8.61% |
Financials
SOGP vs. KPTI - Financials Comparison
This section allows you to compare key financial metrics between Lizhi Inc and Karyopharm Therapeutics 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 KPTI 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.
KPTI has higher volatility (131.26%) compared to SOGP (18.79%). In terms of maximum drawdown, SOGP dropped -99.25% vs KPTI's -99.73%.
SOGP currently has the higher Sharpe Ratio (0.78 vs -0.42), 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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