ZTEK vs. RIGL
ZTEK (ZEN Graphene Solutions Ltd) and RIGL (Rigel Pharmaceuticals, Inc.) are both stocks. Both are in the Healthcare sector — ZTEK in Medical Instruments & Supplies, RIGL in Biotechnology. Over the past 10 years, ZTEK returned -3.10%/yr vs 4.42%/yr for RIGL. At a 0.05 correlation, their price movements are largely independent.
Performance
ZTEK vs. RIGL - Performance Comparison
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Returns By Period
In the year-to-date period, ZTEK achieves a -41.72% return, which is significantly lower than RIGL's -16.86% return. Over the past 10 years, ZTEK has underperformed RIGL with an annualized return of -3.10%, while RIGL has yielded a comparatively higher 4.42% annualized return.
ZTEK
- 1D
- -6.75%
- 1M
- -42.34%
- YTD
- -41.72%
- 6M
- -49.24%
- 1Y
- -71.09%
- 3Y*
- -38.71%
- 5Y*
- -32.94%
- 10Y*
- -3.10%
RIGL
- 1D
- -0.34%
- 1M
- 22.75%
- YTD
- -16.86%
- 6M
- -18.96%
- 1Y
- 88.96%
- 3Y*
- 28.46%
- 5Y*
- -3.70%
- 10Y*
- 4.42%
ZTEK vs. RIGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTEK ZEN Graphene Solutions Ltd | -41.72% | -31.91% | -12.96% | -30.32% | -60.05% | 37.10% | 910.71% | -5.08% | -45.37% | -15.36% |
RIGL Rigel Pharmaceuticals, Inc. | -16.86% | 154.64% | 16.00% | -3.33% | -43.40% | -24.29% | 63.55% | -6.96% | -40.72% | 63.03% |
Correlation
The correlation between ZTEK and RIGL is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.05 |
Fundamentals
ZTEK:
$39.82M
RIGL:
$701.02M
ZTEK:
-CA$0.07
RIGL:
$19.21
ZTEK:
62.01
RIGL:
2.25
ZTEK:
4.59
RIGL:
1.75
ZTEK:
CA$942.82K
RIGL:
$299.77M
ZTEK:
-CA$704.07K
RIGL:
$279.95M
ZTEK:
-CA$7.85M
RIGL:
$125.80M
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Return for Risk
ZTEK vs. RIGL — Risk / Return Rank
ZTEK
RIGL
ZTEK vs. RIGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ZEN Graphene Solutions Ltd (ZTEK) and Rigel Pharmaceuticals, Inc. (RIGL). 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.
| ZTEK | RIGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.79 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.53 | 3.09 | -4.62 |
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Drawdowns
ZTEK vs. RIGL - Drawdown Comparison
The maximum ZTEK drawdown since its inception was -93.45%, smaller than the maximum RIGL drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for ZTEK and RIGL.
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Drawdown Indicators
| ZTEK | RIGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.45% | -99.37% | +5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -71.95% | -50.08% | -21.87% |
Max Drawdown (3Y)Largest decline over 3 years | -79.04% | -57.00% | -22.04% |
Max Drawdown (5Y)Largest decline over 5 years | -93.45% | -85.24% | -8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -93.45% | -86.40% | -7.05% |
Current DrawdownCurrent decline from peak | -93.45% | -96.67% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -59.60% | -90.91% | +31.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.40% | 28.92% | +17.48% |
Volatility
ZTEK vs. RIGL - Volatility Comparison
ZEN Graphene Solutions Ltd (ZTEK) has a higher volatility of 16.53% compared to Rigel Pharmaceuticals, Inc. (RIGL) at 10.68%. This indicates that ZTEK's price experiences larger fluctuations and is considered to be riskier than RIGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZTEK | RIGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.53% | 10.68% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 77.33% | 37.45% | +39.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 98.41% | 70.06% | +28.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.60% | 85.53% | -5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.78% | 82.83% | +2.95% |
Dividends
ZTEK vs. RIGL - Dividend Comparison
Neither ZTEK nor RIGL has paid dividends to shareholders.
Financials
ZTEK vs. RIGL - Financials Comparison
This section allows you to compare key financial metrics between ZEN Graphene Solutions Ltd and Rigel Pharmaceuticals, 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
ZTEK and RIGL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTEK has higher volatility (16.53%) compared to RIGL (10.68%). In terms of maximum drawdown, ZTEK dropped -93.45% vs RIGL's -99.37%.
RIGL currently has the higher Sharpe Ratio (1.28 vs -0.72), 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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