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STTK vs. EQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STTK vs. EQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shattuck Labs, Inc. (STTK) and Equillium Inc (EQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STTK achieves a 30.14% return, which is significantly lower than EQ's 100.65% return.


STTK

1D
-2.46%
1M
-31.36%
YTD
30.14%
6M
82.69%
1Y
365.69%
3Y*
18.84%
5Y*
-30.36%
10Y*

EQ

1D
11.47%
1M
48.10%
YTD
100.65%
6M
256.86%
1Y
771.15%
3Y*
70.29%
5Y*
-14.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STTK vs. EQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
STTK
Shattuck Labs, Inc.
30.14%201.65%-83.03%210.00%-72.97%-83.76%170.85%
EQ
Equillium Inc
100.65%107.16%3.49%-31.79%-71.88%-29.53%-17.05%

Correlation

The correlation between STTK and EQ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2020

0.14

Fundamentals

Market Cap

STTK:

$533.11M

EQ:

$299.43M

EPS

STTK:

-$0.59

EQ:

-$0.29

PB Ratio

STTK:

5.56

EQ:

5.03

Total Revenue (TTM)

STTK:

$1.00M

EQ:

$0.00

Gross Profit (TTM)

STTK:

-$835.00K

EQ:

-$83.00K

EBITDA (TTM)

STTK:

-$48.60M

EQ:

-$19.95M

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Return for Risk

STTK vs. EQ — Risk / Return Rank

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

STTK
STTK Risk / Return Rank: 9494
Overall Rank
STTK Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STTK Sortino Ratio Rank: 9393
Sortino Ratio Rank
STTK Omega Ratio Rank: 9191
Omega Ratio Rank
STTK Calmar Ratio Rank: 9797
Calmar Ratio Rank
STTK Martin Ratio Rank: 9595
Martin Ratio Rank

EQ
EQ Risk / Return Rank: 9797
Overall Rank
EQ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EQ Sortino Ratio Rank: 9797
Sortino Ratio Rank
EQ Omega Ratio Rank: 9494
Omega Ratio Rank
EQ Calmar Ratio Rank: 9898
Calmar Ratio Rank
EQ Martin Ratio Rank: 9898
Martin Ratio Rank
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.

STTK vs. EQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shattuck Labs, Inc. (STTK) and Equillium Inc (EQ). 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.


STTKEQDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.45

1.55

-0.10

Calmar ratioReturn relative to maximum drawdown

9.28

13.47

-4.20

Martin ratioReturn relative to average drawdown

19.92

29.64

-9.72

STTK vs. EQ - Sharpe Ratio Comparison

The current STTK Sharpe Ratio is 3.67, which is comparable to the EQ Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of STTK and EQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STTKEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.67

4.69

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.13

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.06

-0.13

Drawdowns

STTK vs. EQ - Drawdown Comparison

The maximum STTK drawdown since its inception was -98.73%, roughly equal to the maximum EQ drawdown of -98.91%. Use the drawdown chart below to compare losses from any high point for STTK and EQ.


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Drawdown Indicators


STTKEQDifference

Max Drawdown

Largest peak-to-trough decline

-98.73%

-98.91%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-39.72%

-57.79%

+18.07%

Max Drawdown (3Y)

Largest decline over 3 years

-93.45%

-90.33%

-3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

-96.20%

-1.39%

Current Drawdown

Current decline from peak

-91.75%

-88.26%

-3.49%

Average Drawdown

Average peak-to-trough decline

-83.06%

-84.98%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

26.22%

-7.76%

Volatility

STTK vs. EQ - Volatility Comparison

The current volatility for Shattuck Labs, Inc. (STTK) is 23.12%, while Equillium Inc (EQ) has a volatility of 39.76%. This indicates that STTK experiences smaller price fluctuations and is considered to be less risky than EQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STTKEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.12%

39.76%

-16.64%

Volatility (6M)

Calculated over the trailing 6-month period

51.52%

79.48%

-27.96%

Volatility (1Y)

Calculated over the trailing 1-year period

100.61%

166.03%

-65.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.35%

114.85%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.28%

288.90%

-174.62%

Dividends

STTK vs. EQ - Dividend Comparison

Neither STTK nor EQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

STTK vs. EQ - Financials Comparison

This section allows you to compare key financial metrics between Shattuck Labs, Inc. and Equillium 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M2022202320242025202600
(STTK) Total Revenue
(EQ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


STTK and EQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQ has higher volatility (39.76%) compared to STTK (23.12%). In terms of maximum drawdown, STTK dropped -98.73% vs EQ's -98.91%.

EQ currently has the higher Sharpe Ratio (4.69 vs 3.67), 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.

Portfolio Optimizer

Find the right allocation for STTK and EQ

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