BZQIY vs. XENE

Last updated Jun 3, 2026

BZQIY (Bezeq Corp Ltd) and XENE (Xenon Pharmaceuticals Inc.) are both stocks. BZQIY operates in Telecom Services (Communication Services), while XENE operates in Biotechnology (Healthcare). Over the past 10 years, BZQIY returned 7.84%/yr vs 21.50%/yr for XENE. At a correlation of -0.00, they often move in opposite directions.

Performance

BZQIY vs. XENE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bezeq Corp Ltd (BZQIY) and Xenon Pharmaceuticals Inc. (XENE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BZQIY achieves a 32.77% return, which is significantly higher than XENE's 16.69% return. Over the past 10 years, BZQIY has underperformed XENE with an annualized return of 7.84%, while XENE has yielded a comparatively higher 21.50% annualized return.

BZQIY

• 1D: 0.00%
• 1M: 12.53%
• YTD: 32.77%
• 6M: 54.17%
• 1Y: 103.67%
• 3Y*: 40.07%
• 5Y*: 27.02%
• 10Y*: 7.84%

XENE

• 1D: -2.08%
• 1M: -6.82%
• YTD: 16.69%
• 6M: 21.97%
• 1Y: 73.93%
• 3Y*: 10.31%
• 5Y*: 23.02%
• 10Y*: 21.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BZQIY vs. XENE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BZQIY Bezeq Corp Ltd	32.77%	65.06%	16.21%	-13.14%	17.10%	48.36%	20.80%	-17.74%	-35.39%	-16.29%
XENE Xenon Pharmaceuticals Inc.	16.69%	14.34%	-14.89%	16.81%	26.22%	103.12%	17.32%	107.77%	123.36%	-63.31%

Correlation

The correlation between BZQIY and XENE is 0.00, 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	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.02
Correlation (10Y) Calculated over the trailing 10-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Nov 6, 2014	-0.00

Fundamentals

Market Cap BZQIY : $7.83B XENE : $4.57B
EPS BZQIY : $2.37 XENE : -$4.72
PB Ratio BZQIY : 2.50 XENE : 3.29
Total Revenue (TTM) BZQIY : $8.64B XENE : $0.00
Gross Profit (TTM) BZQIY : $6.23B XENE : -$78.30M
EBITDA (TTM) BZQIY : $3.73B XENE : -$399.62M

Return for Risk

BZQIY vs. XENE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BZQIY

BZQIY Risk / Return Rank: 93
BZQIY Sharpe Ratio Rank: 88
BZQIY Sortino Ratio Rank: 91
BZQIY Omega Ratio Rank: 98
BZQIY Calmar Ratio Rank: 94
BZQIY Martin Ratio Rank: 96

XENE

XENE Risk / Return Rank: 86
XENE Sharpe Ratio Rank: 76
XENE Sortino Ratio Rank: 90
XENE Omega Ratio Rank: 85
XENE Calmar Ratio Rank: 91
XENE Martin Ratio Rank: 88

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.

BZQIY vs. XENE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bezeq Corp Ltd (BZQIY) and Xenon Pharmaceuticals Inc. (XENE). 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.

	BZQIY	XENE	Difference
Sharpe ratio Return per unit of total volatility	2.04	1.25	+0.79
Sortino ratio Return per unit of downside risk	3.42	3.27	+0.15
Omega ratio Gain probability vs. loss probability	1.94	1.37	+0.57
Calmar ratio Return relative to maximum drawdown	6.84	4.88	+1.97
Martin ratio Return relative to average drawdown	21.59	11.03	+10.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BZQIY vs. XENE - Sharpe Ratio Comparison

The current BZQIY Sharpe Ratio is 2.04, which is higher than the XENE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BZQIY and XENE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BZQIY	XENE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	1.25	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.34	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	0.32	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.22	-0.11

Drawdowns

BZQIY vs. XENE - Drawdown Comparison

The maximum BZQIY drawdown since its inception was -76.40%, smaller than the maximum XENE drawdown of -90.43%. Use the drawdown chart below to compare losses from any high point for BZQIY and XENE.

Drawdown Indicators

	BZQIY	XENE	Difference
Max Drawdown Largest peak-to-trough decline	-76.40%	-90.43%	+14.03%
Max Drawdown (1Y) Largest decline over 1 year	-15.15%	-16.67%	+1.52%
Max Drawdown (3Y) Largest decline over 3 years	-41.64%	-43.59%	+1.95%
Max Drawdown (5Y) Largest decline over 5 years	-43.14%	-43.59%	+0.45%
Max Drawdown (10Y) Largest decline over 10 years	-73.44%	-77.66%	+4.22%
Current Drawdown Current decline from peak	0.00%	-16.67%	+16.67%
Average Drawdown Average peak-to-trough decline	-32.79%	-39.53%	+6.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.80%	7.37%	-2.57%

Volatility

BZQIY vs. XENE - Volatility Comparison

Bezeq Corp Ltd (BZQIY) has a higher volatility of 15.34% compared to Xenon Pharmaceuticals Inc. (XENE) at 7.82%. This indicates that BZQIY's price experiences larger fluctuations and is considered to be riskier than XENE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BZQIY	XENE	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.34%	7.82%	+7.52%
Volatility (6M) Calculated over the trailing 6-month period	33.31%	46.29%	-12.98%
Volatility (1Y) Calculated over the trailing 1-year period	51.10%	59.73%	-8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.94%	67.60%	-5.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.10%	66.44%	-12.34%

Dividends

BZQIY vs. XENE - Dividend Comparison

BZQIY's dividend yield for the trailing twelve months is around 4.54%, while XENE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BZQIY Bezeq Corp Ltd	4.54%	4.61%	5.36%	4.77%	3.73%	0.00%	0.00%	0.00%	4.87%	5.78%	11.67%	8.00%
XENE Xenon 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%

Financials

Frequently Asked Questions

Can I hold both BZQIY and XENE in my portfolio?

BZQIY and XENE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BZQIY or XENE?

BZQIY has higher volatility (15.34%) compared to XENE (7.82%). In terms of maximum drawdown, BZQIY dropped -76.40% vs XENE's -90.43%.

Which has better risk-adjusted returns?

BZQIY currently has the higher Sharpe Ratio (2.04 vs 1.25), 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.