DINO vs. XEMD
DINO (HF Sinclair Corp) is a stock, while XEMD (BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF) is Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. Over the past 3 years, DINO returned 25.49%/yr vs 10.14%/yr for XEMD. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
DINO vs. XEMD - Performance Comparison
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Returns By Period
In the year-to-date period, DINO achieves a 101.90% return, which is significantly higher than XEMD's 2.49% return.
DINO
- 1D
- -1.05%
- 1M
- 26.06%
- 6M
- 78.95%
- YTD
- 101.90%
- 1Y
- 115.95%
- 3Y*
- 25.49%
- 5Y*
- 29.70%
- 10Y*
- 17.51%
- ALL TIME*
- 16.11%
XEMD
- 1D
- 0.02%
- 1M
- -0.62%
- 6M
- 1.43%
- YTD
- 2.49%
- 1Y
- 8.88%
- 3Y*
- 10.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DINO HF Sinclair Corp | $287.29M | $249.33M | $194.85M |
| $5.44M | $11.46M | $8.01M |
DINO vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DINO HF Sinclair Corp | 101.90% | 38.14% | -34.36% | 11.04% | 13.88% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 2.49% | 13.98% | 8.77% | 10.26% | 2.40% |
Correlation
The correlation between DINO and XEMD is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.12 |
The correlation between DINO and XEMD shifts across timeframes, from -0.12 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DINO vs. XEMD — Risk / Return Rank
DINO
XEMD
DINO vs. XEMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HF Sinclair Corp (DINO) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.
| DINO | XEMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.64 | 2.53 | +4.10 |
| Martin ratioReturn relative to average drawdown | 17.04 | 10.95 | +6.09 |
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Drawdowns
DINO vs. XEMD - Drawdown Comparison
The maximum DINO drawdown since its inception was -85.99%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for DINO and XEMD.
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Drawdown Indicators
| DINO | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.99% | -10.01% | -75.98% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -3.52% | -14.05% |
Max Drawdown (3Y)Largest decline over 3 years | -57.35% | -4.23% | -53.12% |
Max Drawdown (5Y)Largest decline over 5 years | -57.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.35% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -0.96% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -27.93% | -1.23% | -26.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.83% | 0.81% | +6.02% |
Volatility
DINO vs. XEMD - Volatility Comparison
HF Sinclair Corp (DINO) has a higher volatility of 9.89% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 0.96%. This indicates that DINO's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DINO | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 0.96% | +8.93% |
Volatility (6M)Calculated over the trailing 6-month period | 30.63% | 3.80% | +26.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.03% | 4.74% | +32.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.67% | 6.80% | +31.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.19% | 6.80% | +37.39% |
Dividends
DINO vs. XEMD - Dividend Comparison
DINO's dividend yield for the trailing twelve months is around 2.19%, less than XEMD's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DINO HF Sinclair Corp | 2.19% | 4.34% | 5.71% | 3.24% | 2.31% | 1.07% | 5.42% | 2.64% | 2.58% | 2.58% | 4.03% | 3.28% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 5.82% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DINO and XEMD have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DINO has higher volatility (9.89%) compared to XEMD (0.96%). In terms of maximum drawdown, DINO dropped -85.99% vs XEMD's -10.01%.
DINO currently has the higher Sharpe Ratio (3.15 vs 1.88), 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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