PortfoliosLab logoPortfoliosLab logo
Xunlei Limited (XNET)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US98419E1082
CUSIP
98419E108
IPO Date
Jun 24, 2014

Highlights

Market Cap
$69.87M
Enterprise Value
$27.91M
EPS (TTM)
$82.61
PE Ratio
0.07
PEG Ratio
0.00
Total Revenue (TTM)
$461.05M
Gross Profit (TTM)
$217.81M
EBITDA (TTM)
$1.28B
Year Range
$2.83 - $11.03
ROA (TTM)
64.17%
ROE (TTM)
76.25%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xunlei Limited

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xunlei Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Xunlei Limited (XNET) has returned -21.58% so far this year and 23.83% over the past 12 months. Over the last ten years, XNET has returned -0.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Xunlei Limited

1D
1.09%
1M
-2.80%
YTD
-21.58%
6M
-41.90%
1Y
23.83%
3Y*
44.57%
5Y*
-3.52%
10Y*
-0.81%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 24, 2014, XNET's average daily return is +0.10%, while the average monthly return is +1.53%. At this rate, your investment would double in approximately 3.8 years.

Historically, 41% of months were positive and 59% were negative. The best month was Oct 2019 with a return of +139.3%, while the worst month was Dec 2018 at -33.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.

On a daily basis, XNET closed higher 46% of trading days. The best single day was Oct 25, 2019 with a return of +107.8%, while the worst single day was Nov 29, 2017 at -31.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.26%-6.99%-2.80%-21.58%
202524.62%55.65%16.32%-6.01%32.94%-27.81%14.07%56.49%32.37%-6.90%-18.86%-1.94%256.28%
2024-6.79%-1.57%0.25%2.71%18.27%-7.18%2.38%-5.52%13.85%9.73%-2.71%0.76%22.84%
202314.29%-14.90%3.95%-14.13%-15.19%47.76%3.54%-15.12%-6.90%-12.35%6.69%6.93%-10.99%
2022-9.95%-5.52%2.92%-21.02%-9.35%25.40%6.96%-4.73%-13.66%-28.63%89.50%-3.19%-9.45%
202158.13%42.89%0.15%-18.81%-8.66%-5.98%-20.18%2.75%-23.53%2.10%-19.52%-14.47%-30.45%

Benchmark Metrics

Xunlei Limited has an annualized alpha of 10.79%, beta of 1.16, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since June 25, 2014.

  • This stock participated in 152.74% of S&P 500 Index downside but only 69.07% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.06 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
10.79%
Beta
1.16
0.06
Upside Capture
69.07%
Downside Capture
152.74%

Return for Risk

Risk / Return Rank

XNET ranks 53 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


XNET Risk / Return Rank: 5353
Overall Rank
XNET Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XNET Sortino Ratio Rank: 5757
Sortino Ratio Rank
XNET Omega Ratio Rank: 5555
Omega Ratio Rank
XNET Calmar Ratio Rank: 5252
Calmar Ratio Rank
XNET Martin Ratio Rank: 5050
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 Xunlei Limited (XNET) and compare them to a chosen benchmark (S&P 500 Index).


XNETBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.90

-0.63

Sortino ratio

Return per unit of downside risk

1.08

1.39

-0.30

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.49

1.40

-0.91

Martin ratio

Return relative to average drawdown

0.86

6.61

-5.75

Explore XNET risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Xunlei Limited 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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Xunlei Limited. 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 Xunlei Limited was 96.03%, occurring on Nov 3, 2022. The portfolio has not yet recovered.

The current Xunlei Limited drawdown is 77.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.03%Nov 27, 20171244Nov 3, 2022
-79.36%Jun 26, 2014765Jul 10, 201794Nov 20, 2017859

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Xunlei Limited 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 Xunlei Limited is priced in the market compared to other companies in the Advertising Agencies industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for XNET, comparing it with other companies in the Advertising Agencies industry. Currently, XNET has a P/E ratio of 0.1. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for XNET compared to other companies in the Advertising Agencies industry. XNET currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for XNET relative to other companies in the Advertising Agencies industry. Currently, XNET has a P/S ratio of 0.2. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for XNET in comparison with other companies in the Advertising Agencies industry. Currently, XNET has a P/B value of 0.1. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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