ARWR vs. XBI
Compare and contrast key facts about Arrowhead Pharmaceuticals, Inc. (ARWR) and SPDR S&P Biotech ETF (XBI).
XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARWR or XBI.
Performance
ARWR vs. XBI - Performance Comparison
Returns By Period
In the year-to-date period, ARWR achieves a -39.31% return, which is significantly lower than XBI's 2.99% return. Over the past 10 years, ARWR has outperformed XBI with an annualized return of 12.49%, while XBI has yielded a comparatively lower 5.08% annualized return.
ARWR
-39.31%
-12.32%
-25.03%
-33.82%
-18.19%
12.49%
XBI
2.99%
-8.40%
0.85%
31.15%
1.69%
5.08%
Key characteristics
| ARWR | XBI | |
|---|---|---|
| Sharpe Ratio | -0.48 | 1.10 |
| Sortino Ratio | -0.33 | 1.64 |
| Omega Ratio | 0.96 | 1.19 |
| Calmar Ratio | -0.32 | 0.49 |
| Martin Ratio | -0.91 | 3.79 |
| Ulcer Index | 34.44% | 7.75% |
| Daily Std Dev | 64.84% | 26.68% |
| Max Drawdown | -99.83% | -63.89% |
| Current Drawdown | -97.46% | -47.12% |
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Correlation
The correlation between ARWR and XBI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ARWR vs. XBI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrowhead Pharmaceuticals, Inc. (ARWR) and SPDR S&P Biotech ETF (XBI). 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.
Dividends
ARWR vs. XBI - Dividend Comparison
ARWR has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.16%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARWR Arrowhead Pharmaceuticals, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XBI SPDR S&P Biotech ETF | 0.16% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Drawdowns
ARWR vs. XBI - Drawdown Comparison
The maximum ARWR drawdown since its inception was -99.83%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for ARWR and XBI. For additional features, visit the drawdowns tool.
Volatility
ARWR vs. XBI - Volatility Comparison
Arrowhead Pharmaceuticals, Inc. (ARWR) has a higher volatility of 16.72% compared to SPDR S&P Biotech ETF (XBI) at 8.44%. This indicates that ARWR's price experiences larger fluctuations and is considered to be riskier than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.