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CIEN vs. XAIX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIEN and XAIX.DE is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CIEN vs. XAIX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ciena Corporation (CIEN) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
58.64%
136.61%
CIEN
XAIX.DE

Key characteristics

Sharpe Ratio

CIEN:

0.64

XAIX.DE:

0.03

Sortino Ratio

CIEN:

1.15

XAIX.DE:

0.19

Omega Ratio

CIEN:

1.17

XAIX.DE:

1.03

Calmar Ratio

CIEN:

0.35

XAIX.DE:

0.02

Martin Ratio

CIEN:

2.34

XAIX.DE:

0.09

Ulcer Index

CIEN:

14.35%

XAIX.DE:

7.75%

Daily Std Dev

CIEN:

52.44%

XAIX.DE:

23.36%

Max Drawdown

CIEN:

-99.51%

XAIX.DE:

-33.08%

Current Drawdown

CIEN:

-94.25%

XAIX.DE:

-24.73%

Returns By Period

In the year-to-date period, CIEN achieves a -29.09% return, which is significantly lower than XAIX.DE's -18.77% return.


CIEN

YTD

-29.09%

1M

-8.74%

6M

-7.94%

1Y

37.40%

5Y*

6.37%

10Y*

10.76%

XAIX.DE

YTD

-18.77%

1M

-12.18%

6M

-13.38%

1Y

-2.09%

5Y*

17.55%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CIEN vs. XAIX.DE — Risk-Adjusted Performance Rank

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

CIEN
The Risk-Adjusted Performance Rank of CIEN is 7474
Overall Rank
The Sharpe Ratio Rank of CIEN is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of CIEN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of CIEN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CIEN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CIEN is 7777
Martin Ratio Rank

XAIX.DE
The Risk-Adjusted Performance Rank of XAIX.DE is 3232
Overall Rank
The Sharpe Ratio Rank of XAIX.DE is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of XAIX.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of XAIX.DE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of XAIX.DE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of XAIX.DE is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CIEN vs. XAIX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for CIEN, currently valued at 0.56, compared to the broader market-2.00-1.000.001.002.003.00
CIEN: 0.56
XAIX.DE: 0.19
The chart of Sortino ratio for CIEN, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.00
CIEN: 1.06
XAIX.DE: 0.41
The chart of Omega ratio for CIEN, currently valued at 1.16, compared to the broader market0.501.001.502.00
CIEN: 1.16
XAIX.DE: 1.06
The chart of Calmar ratio for CIEN, currently valued at 0.64, compared to the broader market0.001.002.003.004.00
CIEN: 0.64
XAIX.DE: 0.18
The chart of Martin ratio for CIEN, currently valued at 2.02, compared to the broader market-5.000.005.0010.0015.0020.00
CIEN: 2.02
XAIX.DE: 0.68

The current CIEN Sharpe Ratio is 0.64, which is higher than the XAIX.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CIEN and XAIX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.56
0.19
CIEN
XAIX.DE

Dividends

CIEN vs. XAIX.DE - Dividend Comparison

Neither CIEN nor XAIX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CIEN vs. XAIX.DE - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for CIEN and XAIX.DE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.75%
-18.00%
CIEN
XAIX.DE

Volatility

CIEN vs. XAIX.DE - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 25.26% compared to Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) at 14.34%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
25.26%
14.34%
CIEN
XAIX.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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