STOK vs. CELH

Last updated Jun 4, 2026

STOK (Stoke Therapeutics, Inc.) and CELH (Celsius Holdings, Inc.) are both stocks. STOK operates in Biotechnology (Healthcare), while CELH operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 5 years, STOK returned -4.61%/yr vs 2.88%/yr for CELH. At a 0.21 correlation, their price movements are largely independent.

Performance

STOK vs. CELH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stoke Therapeutics, Inc. (STOK) and Celsius Holdings, Inc. (CELH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STOK achieves a -7.18% return, which is significantly higher than CELH's -34.39% return.

STOK

• 1D: 2.72%
• 1M: -13.81%
• YTD: -7.18%
• 6M: -4.84%
• 1Y: 170.28%
• 3Y*: 34.27%
• 5Y*: -4.61%
• 10Y*: —

CELH

• 1D: -1.74%
• 1M: -10.60%
• YTD: -34.39%
• 6M: -28.55%
• 1Y: -23.40%
• 3Y*: -13.31%
• 5Y*: 2.88%
• 10Y*: 42.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STOK vs. CELH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
STOK Stoke Therapeutics, Inc.	-7.18%	187.76%	109.70%	-43.01%	-61.53%	-61.26%	118.68%	10.75%
CELH Celsius Holdings, Inc.	-34.39%	73.65%	-51.69%	57.21%	39.52%	48.22%	941.61%	18.38%

Correlation

The correlation between STOK and CELH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019	0.21

Fundamentals

Market Cap STOK : $1.86B CELH : $7.80B
EPS STOK : -$2.85 CELH : $0.61
PS Ratio STOK : 54.74 CELH : 2.45
PB Ratio STOK : 4.70 CELH : 19.57
Total Revenue (TTM) STOK : $32.08M CELH : $2.97B
Gross Profit (TTM) STOK : $23.81M CELH : $1.47B
EBITDA (TTM) STOK : -$179.29M CELH : $274.27M

Return for Risk

STOK vs. CELH — Risk / Return Rank

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

STOK

STOK Risk / Return Rank: 91
STOK Sharpe Ratio Rank: 93
STOK Sortino Ratio Rank: 90
STOK Omega Ratio Rank: 89
STOK Calmar Ratio Rank: 90
STOK Martin Ratio Rank: 92

CELH

CELH Risk / Return Rank: 24
CELH Sharpe Ratio Rank: 22
CELH Sortino Ratio Rank: 24
CELH Omega Ratio Rank: 24
CELH Calmar Ratio Rank: 27
CELH Martin Ratio Rank: 25

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.

STOK vs. CELH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stoke Therapeutics, Inc. (STOK) and Celsius Holdings, Inc. (CELH). 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.

	STOK	CELH	Difference
Sharpe ratio: Return per unit of total volatility	2.66	-0.42	+3.08
Sortino ratio: Return per unit of downside risk	3.28	-0.25	+3.54
Omega ratio: Gain probability vs. loss probability	1.41	0.97	+0.45
Calmar ratio: Return relative to maximum drawdown	4.61	-0.41	+5.02
Martin ratio: Return relative to average drawdown	14.14	-0.82	+14.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STOK vs. CELH - Sharpe Ratio Comparison

The current STOK Sharpe Ratio is 2.66, which is higher than the CELH Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of STOK and CELH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STOK	CELH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.66	-0.42	+3.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.04	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.66	-0.63

Drawdowns

STOK vs. CELH - Drawdown Comparison

The maximum STOK drawdown since its inception was -95.17%, which is greater than CELH's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for STOK and CELH.

Drawdown Indicators

	STOK	CELH	Difference
Max Drawdown Largest peak-to-trough decline	-95.17%	-77.86%	-17.31%
Max Drawdown (1Y) Largest decline over 1 year	-37.16%	-57.05%	+19.89%
Max Drawdown (3Y) Largest decline over 3 years	-75.62%	-77.86%	+2.24%
Max Drawdown (5Y) Largest decline over 5 years	-91.80%	-77.86%	-13.94%
Max Drawdown (10Y) Largest decline over 10 years	—	-77.86%	—
Current Drawdown Current decline from peak	-57.80%	-68.78%	+10.98%
Average Drawdown Average peak-to-trough decline	-62.31%	-27.81%	-34.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.09%	28.67%	-16.58%

Volatility

STOK vs. CELH - Volatility Comparison

The current volatility for Stoke Therapeutics, Inc. (STOK) is 12.34%, while Celsius Holdings, Inc. (CELH) has a volatility of 18.17%. This indicates that STOK experiences smaller price fluctuations and is considered to be less risky than CELH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STOK	CELH	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.34%	18.17%	-5.83%
Volatility (6M) Calculated over the trailing 6-month period	41.46%	37.10%	+4.36%
Volatility (1Y) Calculated over the trailing 1-year period	65.08%	56.10%	+8.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.88%	65.87%	+15.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.43%	68.91%	+11.52%

Dividends

STOK vs. CELH - Dividend Comparison

Neither STOK nor CELH has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both STOK and CELH in my portfolio?

STOK and CELH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STOK or CELH?

CELH has higher volatility (18.17%) compared to STOK (12.34%). In terms of maximum drawdown, STOK dropped -95.17% vs CELH's -77.86%.

Which has better risk-adjusted returns?

STOK currently has the higher Sharpe Ratio (2.66 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.