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UP vs. SOGP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UP vs. SOGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wheels Up Experience Inc. (UP) and Lizhi Inc (SOGP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UP achieves a -37.22% return, which is significantly lower than SOGP's 3.93% return.


UP

1D
8.85%
1M
63.82%
YTD
-37.22%
6M
-41.41%
1Y
-69.02%
3Y*
-47.02%
5Y*
-66.71%
10Y*

SOGP

1D
-3.95%
1M
-24.62%
YTD
3.93%
6M
-7.95%
1Y
687.21%
3Y*
12.23%
5Y*
-28.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UP vs. SOGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UP
Wheels Up Experience Inc.
-37.22%-60.22%-51.90%-66.70%-77.80%-53.46%3.32%
SOGP
Lizhi Inc
3.93%465.48%-20.80%-56.51%-65.95%-52.32%83.89%

Correlation

The correlation between UP and SOGP is 0.09, 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

0.09

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

0.14

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

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.19

Fundamentals

Total Revenue (TTM)

UP:

$727.89M

SOGP:

CN¥2.07B

Gross Profit (TTM)

UP:

$27.38M

SOGP:

CN¥585.38M

EBITDA (TTM)

UP:

-$176.99M

SOGP:

-CN¥138.59M

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Return for Risk

UP vs. SOGP — Risk / Return Rank

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

UP
UP Risk / Return Rank: 2020
Overall Rank
UP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UP Sortino Ratio Rank: 2323
Sortino Ratio Rank
UP Omega Ratio Rank: 2323
Omega Ratio Rank
UP Calmar Ratio Rank: 1313
Calmar Ratio Rank
UP Martin Ratio Rank: 2020
Martin Ratio Rank

SOGP
SOGP Risk / Return Rank: 9696
Overall Rank
SOGP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SOGP Sortino Ratio Rank: 9999
Sortino Ratio Rank
SOGP Omega Ratio Rank: 9797
Omega Ratio Rank
SOGP Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOGP Martin Ratio Rank: 9292
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.

UP vs. SOGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheels Up Experience Inc. (UP) and Lizhi Inc (SOGP). 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.


UPSOGPDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-6.21

Omega ratioGain probability vs. loss probability

0.95

1.68

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.78

9.74

-10.52

Martin ratioReturn relative to average drawdown

-1.08

13.60

-14.68

UP vs. SOGP - Sharpe Ratio Comparison

The current UP Sharpe Ratio is -0.53, which is lower than the SOGP Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of UP and SOGP, 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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Drawdowns

UP vs. SOGP - Drawdown Comparison

The maximum UP drawdown since its inception was -99.78%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for UP and SOGP.


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Drawdown Indicators


UPSOGPDifference

Max Drawdown

Largest peak-to-trough decline

-99.78%

-99.25%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-92.39%

-70.70%

-21.69%

Max Drawdown (3Y)

Largest decline over 3 years

-95.63%

-89.12%

-6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-99.78%

-98.42%

-1.36%

Current Drawdown

Current decline from peak

-99.64%

-91.94%

-7.70%

Average Drawdown

Average peak-to-trough decline

-78.91%

-84.33%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

66.44%

50.53%

+15.91%

Volatility

UP vs. SOGP - Volatility Comparison

Wheels Up Experience Inc. (UP) has a higher volatility of 39.97% compared to Lizhi Inc (SOGP) at 11.95%. This indicates that UP's price experiences larger fluctuations and is considered to be riskier than SOGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPSOGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.97%

11.95%

+28.02%

Volatility (6M)

Calculated over the trailing 6-month period

97.68%

57.53%

+40.15%

Volatility (1Y)

Calculated over the trailing 1-year period

135.85%

286.72%

-150.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.23%

156.38%

-35.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.04%

160.50%

-45.46%

Dividends

UP vs. SOGP - Dividend Comparison

UP has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 19.66%.


PositionTTM2025
SOGP
Lizhi Inc
19.66%8.61%
UP
Wheels Up Experience Inc.
0.00%0.00%

Financials

UP vs. SOGP - Financials Comparison

This section allows you to compare key financial metrics between Wheels Up Experience Inc. and Lizhi 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


200.00M300.00M400.00M500.00M600.00M20222023202420252026
168.92M
422.82M
(UP) Total Revenue
(SOGP) Total Revenue
Please note, different currencies. UP values in USD, SOGP values in CNY

Frequently Asked Questions


UP and SOGP have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UP has higher volatility (39.97%) compared to SOGP (11.95%). In terms of maximum drawdown, UP dropped -99.78% vs SOGP's -99.25%.

SOGP currently has the higher Sharpe Ratio (2.40 vs -0.53), 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 UP and SOGP

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