VKTX vs. SOFR
VKTX (Viking Therapeutics, Inc.) is a stock, while SOFR (Amplify Samsung SOFR ETF) is Multisector Bonds fund tracking the Secured Overnight Financing Rate. Over the past year, VKTX returned 10.30% vs 3.92% for SOFR. At a 0.07 correlation, their price movements are largely independent.
Performance
VKTX vs. SOFR - Performance Comparison
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Returns By Period
In the year-to-date period, VKTX achieves a -15.35% return, which is significantly lower than SOFR's 1.46% return.
VKTX
- 1D
- 1.53%
- 1M
- -4.89%
- YTD
- -15.35%
- 6M
- -22.79%
- 1Y
- 10.30%
- 3Y*
- 8.88%
- 5Y*
- 41.45%
- 10Y*
- 36.36%
SOFR
- 1D
- 0.00%
- 1M
- 0.23%
- YTD
- 1.46%
- 6M
- 1.75%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VKTX vs. SOFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VKTX Viking Therapeutics, Inc. | -15.35% | -12.57% | -35.43% |
SOFR Amplify Samsung SOFR ETF | 1.46% | 4.27% | 1.20% |
Correlation
The correlation between VKTX and SOFR is 0.03, 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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024 | 0.07 |
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Return for Risk
VKTX vs. SOFR — Risk / Return Rank
VKTX
SOFR
VKTX vs. SOFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Viking Therapeutics, Inc. (VKTX) and Amplify Samsung SOFR ETF (SOFR). 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.
| VKTX | SOFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.54 | ||
| Sortino ratioReturn per unit of downside risk | -6.17 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 3.37 | -2.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 9.68 | -9.45 |
| Martin ratioReturn relative to average drawdown | 0.46 | 39.82 | -39.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VKTX | SOFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 4.68 | -4.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 4.96 | -4.84 |
Drawdowns
VKTX vs. SOFR - Drawdown Comparison
The maximum VKTX drawdown since its inception was -90.41%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for VKTX and SOFR.
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Drawdown Indicators
| VKTX | SOFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.41% | -0.41% | -90.00% |
Max Drawdown (1Y)Largest decline over 1 year | -45.14% | -0.41% | -44.73% |
Max Drawdown (3Y)Largest decline over 3 years | -78.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -78.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.26% | — | — |
Current DrawdownCurrent decline from peak | -68.49% | -0.14% | -68.35% |
Average DrawdownAverage peak-to-trough decline | -60.01% | -0.03% | -59.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.37% | 0.10% | +22.27% |
Volatility
VKTX vs. SOFR - Volatility Comparison
Viking Therapeutics, Inc. (VKTX) has a higher volatility of 13.73% compared to Amplify Samsung SOFR ETF (SOFR) at 0.24%. This indicates that VKTX's price experiences larger fluctuations and is considered to be riskier than SOFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKTX | SOFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.73% | 0.24% | +13.49% |
Volatility (6M)Calculated over the trailing 6-month period | 41.30% | 0.55% | +40.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.85% | 0.84% | +73.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.62% | 0.84% | +100.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.07% | 0.84% | +96.23% |
Dividends
VKTX vs. SOFR - Dividend Comparison
VKTX has not paid dividends to shareholders, while SOFR's dividend yield for the trailing twelve months is around 3.95%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SOFR Amplify Samsung SOFR ETF | 3.95% | 4.22% | 1.60% |
VKTX Viking Therapeutics, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VKTX and SOFR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VKTX has higher volatility (13.73%) compared to SOFR (0.24%). In terms of maximum drawdown, VKTX dropped -90.41% vs SOFR's -0.41%.
SOFR currently has the higher Sharpe Ratio (4.68 vs 0.14), 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.
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