SOGP vs. MBX
SOGP (Lizhi Inc) and MBX (MBX Biosciences, Inc) are both stocks. SOGP operates in Internet Content & Information (Communication Services), while MBX operates in Biotechnology (Healthcare). Over the past year, SOGP returned 349.54% vs 350.82% for MBX. At a 0.17 correlation, their price movements are largely independent.
Performance
SOGP vs. MBX - Performance Comparison
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Returns By Period
In the year-to-date period, SOGP achieves a -1.09% return, which is significantly lower than MBX's 39.22% return.
SOGP
- 1D
- -10.13%
- 1M
- -19.07%
- YTD
- -1.09%
- 6M
- -15.18%
- 1Y
- 349.54%
- 3Y*
- 5.97%
- 5Y*
- -28.90%
- 10Y*
- —
MBX
- 1D
- 2.05%
- 1M
- 37.86%
- YTD
- 39.22%
- 6M
- 26.18%
- 1Y
- 350.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOGP vs. MBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOGP Lizhi Inc | -1.09% | 465.48% | 33.13% |
MBX MBX Biosciences, Inc | 39.22% | 71.13% | -19.87% |
Correlation
The correlation between SOGP and MBX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024 | 0.17 |
Fundamentals
SOGP:
CN¥2.07B
MBX:
$0.00
SOGP:
CN¥585.38M
MBX:
-$160.00K
SOGP:
-CN¥138.59M
MBX:
-$96.31M
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Return for Risk
SOGP vs. MBX — Risk / Return Rank
SOGP
MBX
SOGP vs. MBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and MBX Biosciences, Inc (MBX). 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 | MBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.46 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 9.40 | -4.42 |
| Martin ratioReturn relative to average drawdown | 6.85 | 17.96 | -11.10 |
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Drawdowns
SOGP vs. MBX - Drawdown Comparison
The maximum SOGP drawdown since its inception was -99.25%, which is greater than MBX's maximum drawdown of -77.71%. Use the drawdown chart below to compare losses from any high point for SOGP and MBX.
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Drawdown Indicators
| SOGP | MBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -77.71% | -21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -70.70% | -37.60% | -33.10% |
Max Drawdown (3Y)Largest decline over 3 years | -88.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -98.42% | — | — |
Current DrawdownCurrent decline from peak | -92.33% | 0.00% | -92.33% |
Average DrawdownAverage peak-to-trough decline | -84.35% | -34.50% | -49.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.29% | 19.65% | +31.64% |
Volatility
SOGP vs. MBX - Volatility Comparison
The current volatility for Lizhi Inc (SOGP) is 16.73%, while MBX Biosciences, Inc (MBX) has a volatility of 22.92%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than MBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOGP | MBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.73% | 22.92% | -6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 57.11% | 60.58% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 279.88% | 135.51% | +144.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.54% | 118.75% | +37.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 160.31% | 118.75% | +41.56% |
Dividends
SOGP vs. MBX - Dividend Comparison
SOGP's dividend yield for the trailing twelve months is around 20.66%, while MBX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MBX MBX Biosciences, Inc | 0.00% | 0.00% |
SOGP Lizhi Inc | 20.66% | 8.61% |
Financials
SOGP vs. MBX - Financials Comparison
This section allows you to compare key financial metrics between Lizhi Inc and MBX Biosciences, 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 MBX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBX has higher volatility (22.92%) compared to SOGP (16.73%). In terms of maximum drawdown, SOGP dropped -99.25% vs MBX's -77.71%.
MBX currently has the higher Sharpe Ratio (2.61 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.
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