COYA vs. XBI
COYA (Coya Therapeutics Inc.) is a stock, while XBI (SPDR S&P Biotech ETF) is Health & Biotech Equities fund tracking the S&P Biotechnology Select Industry Index. Over the past 3 years, COYA returned 9.19%/yr vs 24.05%/yr for XBI. At a 0.34 correlation, their price movements are largely independent.
Performance
COYA vs. XBI - Performance Comparison
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Returns By Period
In the year-to-date period, COYA achieves a -9.31% return, which is significantly lower than XBI's 30.56% return.
COYA
- 1D
- 0.00%
- 1M
- 10.97%
- 6M
- 8.45%
- YTD
- -9.31%
- 1Y
- -14.19%
- 3Y*
- 9.19%
- 5Y*
- —
- 10Y*
- —
XBI
- 1D
- -3.20%
- 1M
- 18.98%
- 6M
- 27.86%
- YTD
- 30.56%
- 1Y
- 83.59%
- 3Y*
- 24.05%
- 5Y*
- 3.65%
- 10Y*
- 10.79%
COYA vs. XBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COYA Coya Therapeutics Inc. | -9.31% | 1.22% | -22.67% | 56.39% | -0.25% |
XBI SPDR S&P Biotech ETF | 30.56% | 35.89% | 1.01% | 7.60% | 5.29% |
Correlation
The correlation between COYA and XBI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022 | 0.34 |
The correlation between COYA and XBI shifts across timeframes, from 0.34 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COYA vs. XBI — Risk / Return Rank
COYA
XBI
COYA vs. XBI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coya Therapeutics Inc. (COYA) 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.
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.
| COYA | XBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.47 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 8.35 | -8.70 |
| Martin ratioReturn relative to average drawdown | -0.60 | 24.71 | -25.31 |
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Drawdowns
COYA vs. XBI - Drawdown Comparison
The maximum COYA drawdown since its inception was -62.90%, roughly equal to the maximum XBI drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for COYA and XBI.
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Drawdown Indicators
| COYA | XBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.90% | -63.89% | +0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -48.64% | -9.72% | -38.92% |
Max Drawdown (3Y)Largest decline over 3 years | -62.90% | -32.99% | -29.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -54.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.89% | — |
Current DrawdownCurrent decline from peak | -48.38% | -7.99% | -40.39% |
Average DrawdownAverage peak-to-trough decline | -31.58% | -20.90% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.23% | 3.29% | +24.94% |
Volatility
COYA vs. XBI - Volatility Comparison
Coya Therapeutics Inc. (COYA) has a higher volatility of 19.57% compared to SPDR S&P Biotech ETF (XBI) at 7.98%. This indicates that COYA'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.
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Volatility by Period
| COYA | XBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.57% | 7.98% | +11.59% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 21.31% | +25.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.04% | 26.61% | +39.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.19% | 32.32% | +37.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.19% | 31.93% | +38.26% |
Dividends
COYA vs. XBI - Dividend Comparison
COYA has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COYA Coya Therapeutics 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 | 0.36% | 0.37% | 0.15% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% |
Frequently Asked Questions
COYA and XBI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COYA has higher volatility (19.57%) compared to XBI (7.98%). In terms of maximum drawdown, COYA dropped -62.90% vs XBI's -63.89%.
XBI currently has the higher Sharpe Ratio (3.05 vs -0.26), 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.
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