TYGO vs. CELC
TYGO (Tigo Energy Inc.) and CELC (Celcuity Inc.) are both stocks. TYGO operates in Solar (Technology), while CELC operates in Diagnostics & Research (Healthcare). Over the past 3 years, TYGO returned -43.32%/yr vs 101.65%/yr for CELC. At a 0.07 correlation, their price movements are largely independent.
Performance
TYGO vs. CELC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TYGO achieves a 107.97% return, which is significantly higher than CELC's -11.22% return.
TYGO
- 1D
- -2.05%
- 1M
- -28.96%
- YTD
- 107.97%
- 6M
- 81.65%
- 1Y
- 145.30%
- 3Y*
- -43.32%
- 5Y*
- —
- 10Y*
- —
CELC
- 1D
- -1.05%
- 1M
- -34.27%
- YTD
- -11.22%
- 6M
- -15.87%
- 1Y
- 631.21%
- 3Y*
- 101.65%
- 5Y*
- 26.91%
- 10Y*
- —
TYGO vs. CELC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TYGO Tigo Energy Inc. | 107.97% | 40.12% | -52.88% | -79.51% | 3.03% | 3.02% |
CELC Celcuity Inc. | -11.22% | 661.96% | -10.16% | 4.00% | 6.22% | -41.61% |
Correlation
The correlation between TYGO and CELC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2021 | 0.07 |
Fundamentals
TYGO:
$208.30M
CELC:
$4.82B
TYGO:
$0.05
CELC:
-$3.95
TYGO:
5.10
CELC:
90.10
TYGO:
$109.89M
CELC:
$0.00
TYGO:
$47.97M
CELC:
-$41.00K
TYGO:
$12.07M
CELC:
-$168.13M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TYGO vs. CELC — Risk / Return Rank
TYGO
CELC
TYGO vs. CELC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tigo Energy Inc. (TYGO) and Celcuity Inc. (CELC). 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.
| TYGO | CELC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.90 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 15.38 | -12.68 |
| Martin ratioReturn relative to average drawdown | 6.25 | 57.19 | -50.94 |
Loading charts...
Drawdowns
TYGO vs. CELC - Drawdown Comparison
The maximum TYGO drawdown since its inception was -97.45%, which is greater than CELC's maximum drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for TYGO and CELC.
Loading charts...
Drawdown Indicators
| TYGO | CELC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.45% | -85.64% | -11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -49.64% | -39.70% | -9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -97.45% | -61.99% | -35.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -82.70% | — |
Current DrawdownCurrent decline from peak | -89.07% | -38.92% | -50.15% |
Average DrawdownAverage peak-to-trough decline | -55.49% | -44.97% | -10.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.42% | 10.67% | +10.75% |
Volatility
TYGO vs. CELC - Volatility Comparison
The current volatility for Tigo Energy Inc. (TYGO) is 17.85%, while Celcuity Inc. (CELC) has a volatility of 34.72%. This indicates that TYGO experiences smaller price fluctuations and is considered to be less risky than CELC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TYGO | CELC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.85% | 34.72% | -16.87% |
Volatility (6M)Calculated over the trailing 6-month period | 77.62% | 49.86% | +27.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.13% | 182.45% | -81.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.03% | 101.49% | -9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.03% | 91.68% | +0.35% |
Dividends
TYGO vs. CELC - Dividend Comparison
Neither TYGO nor CELC has paid dividends to shareholders.
Financials
TYGO vs. CELC - Financials Comparison
This section allows you to compare key financial metrics between Tigo Energy Inc. and Celcuity 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
TYGO and CELC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELC has higher volatility (34.72%) compared to TYGO (17.85%). In terms of maximum drawdown, TYGO dropped -97.45% vs CELC's -85.64%.
CELC currently has the higher Sharpe Ratio (3.35 vs 1.33), 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.
Find the right allocation for TYGO and CELC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer