SRFM vs. SGMT
SRFM (Surf Air Mobility Inc.) and SGMT (Sagimet Biosciences Inc.) are both stocks. SRFM operates in Airlines (Industrials), while SGMT operates in Biotechnology (Healthcare). Over the past year, SRFM returned -51.57% vs -24.74% for SGMT. At a 0.13 correlation, their price movements are largely independent.
Performance
SRFM vs. SGMT - Performance Comparison
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Returns By Period
In the year-to-date period, SRFM achieves a -44.33% return, which is significantly lower than SGMT's 9.46% return.
SRFM
- 1D
- -2.70%
- 1M
- -12.90%
- YTD
- -44.33%
- 6M
- -48.57%
- 1Y
- -51.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGMT
- 1D
- 0.78%
- 1M
- -14.74%
- YTD
- 9.46%
- 6M
- 4.01%
- 1Y
- -24.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SRFM vs. SGMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SRFM Surf Air Mobility Inc. | -44.33% | -64.01% | -50.32% | -69.00% |
SGMT Sagimet Biosciences Inc. | 9.46% | 31.56% | -16.97% | -63.87% |
Correlation
The correlation between SRFM and SGMT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.13 |
The correlation between SRFM and SGMT shifts across timeframes, from 0.13 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SRFM:
-$7.17
SGMT:
-$1.34
SRFM:
$108.66M
SGMT:
$0.00
SRFM:
$5.05M
SGMT:
$0.00
SRFM:
-$74.08M
SGMT:
-$48.74M
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Return for Risk
SRFM vs. SGMT — Risk / Return Rank
SRFM
SGMT
SRFM vs. SGMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surf Air Mobility Inc. (SRFM) and Sagimet Biosciences Inc. (SGMT). 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.
| SRFM | SGMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.45 | -0.14 |
| Martin ratioReturn relative to average drawdown | -0.76 | -0.73 | -0.03 |
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Drawdowns
SRFM vs. SGMT - Drawdown Comparison
The maximum SRFM drawdown since its inception was -97.29%, which is greater than SGMT's maximum drawdown of -89.69%. Use the drawdown chart below to compare losses from any high point for SRFM and SGMT.
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Drawdown Indicators
| SRFM | SGMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.29% | -89.69% | -7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -88.30% | -55.57% | -32.73% |
Current DrawdownCurrent decline from peak | -96.91% | -64.82% | -32.09% |
Average DrawdownAverage peak-to-trough decline | -87.68% | -65.85% | -21.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.54% | 33.91% | +33.63% |
Volatility
SRFM vs. SGMT - Volatility Comparison
Surf Air Mobility Inc. (SRFM) has a higher volatility of 16.48% compared to Sagimet Biosciences Inc. (SGMT) at 13.28%. This indicates that SRFM's price experiences larger fluctuations and is considered to be riskier than SGMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRFM | SGMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.48% | 13.28% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 70.39% | 59.70% | +10.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.04% | 100.42% | +47.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 152.04% | 150.96% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 152.04% | 150.96% | +1.08% |
Dividends
SRFM vs. SGMT - Dividend Comparison
Neither SRFM nor SGMT has paid dividends to shareholders.
Financials
SRFM vs. SGMT - Financials Comparison
This section allows you to compare key financial metrics between Surf Air Mobility Inc. and Sagimet 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
SRFM and SGMT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRFM has higher volatility (16.48%) compared to SGMT (13.28%). In terms of maximum drawdown, SRFM dropped -97.29% vs SGMT's -89.69%.
SGMT currently has the higher Sharpe Ratio (-0.27 vs -0.35), 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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