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SDGR vs SOPH: Correlation

Schrodinger, Inc. (SDGR) and SOPHiA GENETICS SA (SOPH) show a moderate relationship: their 3-year correlation of weekly returns is 0.42.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.42
moderate
Correlation (1Y)
0.50
last 12 months
Correlation (5Y)
0.39
long-run
Ann. covariance
1448.0
%² · weekly, annualized

How correlated are SDGR and SOPH?

On 3 years of weekly data the SDGR/SOPH correlation comes out at 0.42, moderate. Recent behaviour matches the longer record: 0.50 over 1 year against 0.42 over 3. The 5-year figure is 0.39, and annualized covariance runs at 1448.0 %².

Among the 21 assets we track against SDGR, SOPH ranks #14 by 3-year correlation. The last year tells two different stories: SOPH led by 164.8 percentage points, +3.1% for SDGR against +167.9% for SOPH.

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

SDGR vs SOPH: side by side

SDGR (Schrodinger, Inc.)SOPH (SOPHiA GENETICS SA)
1-year return+3.1%+167.9%
5-year return-65.2%-54.1%
Volatility (ann.)57.7%60.0%
Beta vs S&P 5001.911.16
Max drawdown (3Y)-70.2%-52.7%
Market cap$1.5B$0.8B
P/E (trailing)
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: SOPH -52.7% vs -70.2%Higher 5y return: SOPH -54.1% vs -65.2%
-42%0%+175%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. SDGR · SOPH

Year-by-year returns

YearSDGRSOPH
2022-46.3%-85.4%
2023+91.5%+128.6%
2024-46.1%-34.8%
2025-7.3%+52.1%
2026+14.1%+91.0%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are SDGR and SOPH good diversifiers for each other?

A fair diversifier. At 0.42, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between SDGR and SOPH?

Using weekly returns as of 2026-08-27: 0.42 over 3 years, with 0.50 over the last year and 0.39 over 5 years.

Is SOPH a good diversifier for SDGR?

A fair diversifier. At 0.42, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.42 mean?

On the −1 to +1 scale, 0.42 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.

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SDGR vs SOPH: 3-year weekly correlation 0.42SDGR vs SOPH0.42

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Related comparisons

Hubs: SDGR correlations · SOPH correlations