SOGP vs. MLTX
SOGP (Lizhi Inc) and MLTX (MoonLake Immunotherapeutics) are both stocks. SOGP operates in Internet Content & Information (Communication Services), while MLTX operates in Biotechnology (Healthcare). Over the past 5 years, SOGP returned -28.32%/yr vs 12.25%/yr for MLTX. At a 0.09 correlation, their price movements are largely independent.
Performance
SOGP vs. MLTX - Performance Comparison
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Returns By Period
In the year-to-date period, SOGP achieves a 15.17% return, which is significantly lower than MLTX's 36.57% return.
SOGP
- 1D
- -0.16%
- 1M
- -17.88%
- YTD
- 15.17%
- 6M
- -7.71%
- 1Y
- 965.75%
- 3Y*
- 17.42%
- 5Y*
- -28.32%
- 10Y*
- —
MLTX
- 1D
- 0.56%
- 1M
- 5.51%
- YTD
- 36.57%
- 6M
- 19.44%
- 1Y
- -61.60%
- 3Y*
- -14.95%
- 5Y*
- 12.25%
- 10Y*
- —
SOGP vs. MLTX - 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% | 83.02% |
MLTX MoonLake Immunotherapeutics | 36.57% | -75.66% | -10.33% | 475.14% | 6.17% | -13.02% | 8.39% |
Correlation
The correlation between SOGP and MLTX 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 (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2020 | 0.09 |
Fundamentals
SOGP:
$2.07B
MLTX:
$0.00
SOGP:
$585.38M
MLTX:
-$1.49M
SOGP:
-$138.59M
MLTX:
-$179.84M
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Return for Risk
SOGP vs. MLTX — Risk / Return Rank
SOGP
MLTX
SOGP vs. MLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and MoonLake Immunotherapeutics (MLTX). 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 | MLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.90 | ||
| Sortino ratioReturn per unit of downside risk | +5.58 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.18 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 13.80 | -0.69 | +14.49 |
| Martin ratioReturn relative to average drawdown | 19.51 | -0.98 | +20.48 |
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 | MLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.36 | -0.53 | +3.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.14 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.12 | -0.29 |
Drawdowns
SOGP vs. MLTX - Drawdown Comparison
The maximum SOGP drawdown since its inception was -99.25%, which is greater than MLTX's maximum drawdown of -90.22%. Use the drawdown chart below to compare losses from any high point for SOGP and MLTX.
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Drawdown Indicators
| SOGP | MLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -90.22% | -9.03% |
Max Drawdown (1Y)Largest decline over 1 year | -70.70% | -89.93% | +19.23% |
Max Drawdown (3Y)Largest decline over 3 years | -89.12% | -90.22% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -98.42% | -90.22% | -8.20% |
Current DrawdownCurrent decline from peak | -91.07% | -71.81% | -19.26% |
Average DrawdownAverage peak-to-trough decline | -84.36% | -29.24% | -55.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.93% | 63.21% | -13.28% |
Volatility
SOGP vs. MLTX - Volatility Comparison
The current volatility for Lizhi Inc (SOGP) is 9.76%, while MoonLake Immunotherapeutics (MLTX) has a volatility of 18.65%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than MLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOGP | MLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 18.65% | -8.89% |
Volatility (6M)Calculated over the trailing 6-month period | 57.10% | 55.24% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 290.82% | 115.84% | +174.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.43% | 91.15% | +65.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 160.70% | 86.45% | +74.25% |
Dividends
SOGP vs. MLTX - Dividend Comparison
SOGP's dividend yield for the trailing twelve months is around 17.74%, while MLTX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MLTX MoonLake Immunotherapeutics | 0.00% | 0.00% |
SOGP Lizhi Inc | 17.74% | 8.61% |
Financials
SOGP vs. MLTX - Financials Comparison
This section allows you to compare key financial metrics between Lizhi Inc and MoonLake Immunotherapeutics. 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 MLTX 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.
MLTX has higher volatility (18.65%) compared to SOGP (9.76%). In terms of maximum drawdown, SOGP dropped -99.25% vs MLTX's -90.22%.
SOGP currently has the higher Sharpe Ratio (3.36 vs -0.53), 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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