PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CYCN vs. XDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CYCN and XDTE is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

CYCN vs. XDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cyclerion Therapeutics, Inc. (CYCN) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
4.23%
10.63%
CYCN
XDTE

Key characteristics

Daily Std Dev

CYCN:

342.13%

XDTE:

11.79%

Max Drawdown

CYCN:

-99.63%

XDTE:

-6.90%

Current Drawdown

CYCN:

-99.27%

XDTE:

-0.28%

Returns By Period

In the year-to-date period, CYCN achieves a -15.84% return, which is significantly lower than XDTE's 4.03% return.


CYCN

YTD

-15.84%

1M

-6.55%

6M

4.23%

1Y

-4.91%

5Y*

-50.75%

10Y*

N/A

XDTE

YTD

4.03%

1M

0.84%

6M

10.63%

1Y

N/A

5Y*

N/A

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

CYCN vs. XDTE — Risk-Adjusted Performance Rank

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

CYCN
The Risk-Adjusted Performance Rank of CYCN is 6161
Overall Rank
The Sharpe Ratio Rank of CYCN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of CYCN is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CYCN is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CYCN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CYCN is 4242
Martin Ratio Rank

XDTE
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.

CYCN vs. XDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cyclerion Therapeutics, Inc. (CYCN) and Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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 CYCN, currently valued at -0.02, compared to the broader market-2.000.002.00-0.02
The chart of Sortino ratio for CYCN, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.006.002.85
The chart of Omega ratio for CYCN, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
The chart of Calmar ratio for CYCN, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
The chart of Martin ratio for CYCN, currently valued at -0.20, compared to the broader market-10.000.0010.0020.0030.00-0.20
CYCN
XDTE


Chart placeholderNot enough data

Dividends

CYCN vs. XDTE - Dividend Comparison

CYCN has not paid dividends to shareholders, while XDTE's dividend yield for the trailing twelve months is around 24.33%.


TTM2024
CYCN
Cyclerion Therapeutics, Inc.
0.00%0.00%
XDTE
Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF
24.33%20.35%

Drawdowns

CYCN vs. XDTE - Drawdown Comparison

The maximum CYCN drawdown since its inception was -99.63%, which is greater than XDTE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for CYCN and XDTE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-57.32%
-0.28%
CYCN
XDTE

Volatility

CYCN vs. XDTE - Volatility Comparison

Cyclerion Therapeutics, Inc. (CYCN) has a higher volatility of 67.07% compared to Roundhill ETF Trust - Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) at 2.61%. This indicates that CYCN's price experiences larger fluctuations and is considered to be riskier than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
67.07%
2.61%
CYCN
XDTE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab