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SWVL vs. SLNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SWVLSLNO
YTD Return125.81%41.74%
1Y Return297.89%157.68%
Sharpe Ratio1.752.67
Sortino Ratio2.723.20
Omega Ratio1.381.38
Calmar Ratio2.991.66
Martin Ratio6.0312.94
Ulcer Index49.42%12.37%
Daily Std Dev170.04%59.99%
Max Drawdown-99.72%-99.86%
Current Drawdown-98.50%-91.31%

Fundamentals


SWVLSLNO
Market Cap$32.19M$2.46B
EPS$0.37-$2.79
Total Revenue (TTM)$5.87M$3.45M
Gross Profit (TTM)$1.17M$1.97M
EBITDA (TTM)$7.75M-$133.09M

Correlation

-0.50.00.51.00.0

The correlation between SWVL and SLNO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SWVL vs. SLNO - Performance Comparison

In the year-to-date period, SWVL achieves a 125.81% return, which is significantly higher than SLNO's 41.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%JuneJulyAugustSeptemberOctoberNovember
-98.39%
1,605.53%
SWVL
SLNO

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Risk-Adjusted Performance

SWVL vs. SLNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Swvl Holdings Corp (SWVL) and Soleno Therapeutics, Inc. (SLNO). 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.


SWVL
Sharpe ratio
The chart of Sharpe ratio for SWVL, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for SWVL, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.72
Omega ratio
The chart of Omega ratio for SWVL, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for SWVL, currently valued at 2.99, compared to the broader market0.002.004.006.002.99
Martin ratio
The chart of Martin ratio for SWVL, currently valued at 6.03, compared to the broader market0.0010.0020.0030.006.03
SLNO
Sharpe ratio
The chart of Sharpe ratio for SLNO, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.67
Sortino ratio
The chart of Sortino ratio for SLNO, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.006.003.20
Omega ratio
The chart of Omega ratio for SLNO, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for SLNO, currently valued at 5.51, compared to the broader market0.002.004.006.005.51
Martin ratio
The chart of Martin ratio for SLNO, currently valued at 12.94, compared to the broader market0.0010.0020.0030.0012.94

SWVL vs. SLNO - Sharpe Ratio Comparison

The current SWVL Sharpe Ratio is 1.75, which is lower than the SLNO Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of SWVL and SLNO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.75
2.67
SWVL
SLNO

Dividends

SWVL vs. SLNO - Dividend Comparison

Neither SWVL nor SLNO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWVL vs. SLNO - Drawdown Comparison

The maximum SWVL drawdown since its inception was -99.72%, roughly equal to the maximum SLNO drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SWVL and SLNO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.50%
-0.11%
SWVL
SLNO

Volatility

SWVL vs. SLNO - Volatility Comparison

Swvl Holdings Corp (SWVL) has a higher volatility of 17.84% compared to Soleno Therapeutics, Inc. (SLNO) at 9.38%. This indicates that SWVL's price experiences larger fluctuations and is considered to be riskier than SLNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
17.84%
9.38%
SWVL
SLNO

Financials

SWVL vs. SLNO - Financials Comparison

This section allows you to compare key financial metrics between Swvl Holdings Corp and Soleno Therapeutics, 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



Values in USD except per share items