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ISIN
US30068X1037
CUSIP
30068X103
IPO Date
Sep 19, 2019

Highlights

Market Cap
$105.44M
Enterprise Value
$91.73M
EPS (TTM)
-$0.90
Total Revenue (TTM)
$68.38M
Gross Profit (TTM)
$39.88M
EBITDA (TTM)
-$15.91M
Year Range
$2.59 - $12.23
Target Price
$9.00
ROA (TTM)
-38.81%
ROE (TTM)
-139.73%

Share Price Chart


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Exagen Inc.

Performance

XGN Performance Chart

Exagen Inc. (XGN) is down 27.3% since the beginning of the year. At $4 per share, XGN is trading 63.9% below its 52-week high of $12. Investors who bought $1,000 worth of XGN shares 5 years ago would now be looking at an investment worth $274.


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S&P 500 Index

Returns By Period

Exagen Inc. (XGN) has returned -27.30% so far this year and -38.87% over the past 12 months.


Exagen Inc.

1D
-2.64%
1M
3.76%
YTD
-27.30%
6M
-33.33%
1Y
-38.87%
3Y*
12.43%
5Y*
-22.83%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGN Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2019, XGN's average daily return is +0.07%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 48% of months were positive and 52% were negative. The best month was Apr 2025 with a return of +73.5%, while the worst month was Sep 2022 at -40.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, XGN closed higher 44% of trading days. The best single day was Mar 17, 2020 with a return of +63.7%, while the worst single day was Mar 16, 2020 at -32.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-39.47%-1.63%-17.13%-3.33%71.72%-11.24%-27.30%
2025-2.44%-13.50%3.76%73.54%11.56%0.43%20.34%17.38%11.46%6.19%-32.31%-23.04%48.29%
20248.04%4.65%-29.33%-12.87%40.75%-6.67%7.14%52.82%3.69%-21.36%63.37%3.27%106.03%
202318.33%-10.21%-4.71%4.53%18.50%-3.65%-15.17%2.44%-3.97%-29.34%7.60%8.15%-17.08%
2022-15.48%-22.69%5.66%-24.03%-18.03%14.80%28.75%-38.70%-40.18%-9.59%10.20%-11.11%-79.36%
202118.94%16.50%-4.32%-3.66%-15.48%5.19%-20.48%18.29%-3.55%-14.56%-11.53%13.13%-11.89%

Benchmark Metrics

Exagen Inc. has an annualized alpha of -3.70%, beta of 1.37, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since September 19, 2019.

  • This stock participated in 190.39% of S&P 500 Index downside but only 85.51% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.10 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.70%
Beta
1.37
0.10
Upside Capture
85.51%
Downside Capture
190.39%

Return for Risk

Risk / Return Rank

XGN ranks 21 for risk / return — below 21% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XGN Risk / Return Rank: 2121
Overall Rank
XGN Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGN Sortino Ratio Rank: 1919
Sortino Ratio Rank
XGN Omega Ratio Rank: 2020
Omega Ratio Rank
XGN Calmar Ratio Rank: 2525
Calmar Ratio Rank
XGN Martin Ratio Rank: 2626
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Exagen Inc. (XGN) and compare them to S&P 500 Index.

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.


XGNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.50

2.78

-3.29

Martin ratioReturn relative to average drawdown

-0.79

12.44

-13.23

Dividends

Dividend History


Exagen Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Exagen Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Exagen Inc. was 95.22%, occurring on May 1, 2024. The portfolio has not yet recovered.

The current Exagen Inc. drawdown is 84.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-95.22%May 2024
4y 4mo
6y 6moDec 2019 - now
2019 bear market2019
-32.13%Oct 2019
21d25d
1mo 16dSep 2019 - Nov 2019
2019 correction2019
-16.54%Nov 2019
20d21d
1mo 11dNov 2019 - Dec 2019

Drawdown Indicators


XGNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-95.22%

-56.78%

-38.44%

Max Drawdown (1Y)

Largest decline over 1 year

-77.84%

-9.10%

-68.74%

Max Drawdown (3Y)

Largest decline over 3 years

-77.84%

-18.90%

-58.94%

Max Drawdown (5Y)

Largest decline over 5 years

-91.50%

-25.43%

-66.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-84.48%

-1.80%

-82.68%

Average Drawdown

Average peak-to-trough decline

-70.88%

-10.71%

-60.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.25%

2.03%

+47.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Exagen Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Exagen Inc. is priced in the market compared to other companies in the Diagnostics & Research industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for XGN relative to other companies in the Diagnostics & Research industry. Currently, XGN has a P/S ratio of 1.4. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for XGN in comparison with other companies in the Diagnostics & Research industry. Currently, XGN has a P/B value of 7.3. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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