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EDIT vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EDIT vs. XLG

Last updated Apr 28, 2025

Compare and contrast key facts about Editas Medicine, Inc. (EDIT) and Invesco S&P 500® Top 50 ETF (XLG).

XLG is a passively managed fund by Invesco that tracks the performance of the Russell Top 50 Index. It was launched on May 10, 2005.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDIT or XLG.

Correlation

The correlation between EDIT and XLG is 0.41, 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

EDIT vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Editas Medicine, Inc. (EDIT) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.
-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-91.54%
283.07%
EDIT
XLG

Key characteristics

Sharpe Ratio

EDIT:

-0.56

XLG:

0.58

Sortino Ratio

EDIT:

-0.79

XLG:

0.95

Omega Ratio

EDIT:

0.91

XLG:

1.13

Calmar Ratio

EDIT:

-0.73

XLG:

0.62

Martin Ratio

EDIT:

-1.32

XLG:

2.26

Ulcer Index

EDIT:

54.43%

XLG:

5.65%

Daily Std Dev

EDIT:

127.59%

XLG:

21.95%

Max Drawdown

EDIT:

-98.92%

XLG:

-52.39%

Current Drawdown

EDIT:

-98.30%

XLG:

-11.64%

Returns By Period

In the year-to-date period, EDIT achieves a 21.26% return, which is significantly higher than XLG's -8.51% return.

EDIT

YTD

21.26%

1M

23.20%

6M

-51.57%

1Y

-71.05%

5Y*

-42.66%

10Y*

N/A

XLG

YTD

-8.51%

1M

-0.50%

6M

-5.49%

1Y

11.63%

5Y*

16.79%

10Y*

13.91%

*Annualized

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Risk-Adjusted Performance

EDIT vs. XLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDIT
The Risk-Adjusted Performance Rank of EDIT is 1616
Overall Rank
The Sharpe Ratio Rank of EDIT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EDIT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of EDIT is 88
Calmar Ratio Rank
The Martin Ratio Rank of EDIT is 1515
Martin Ratio Rank
XLG
The Risk-Adjusted Performance Rank of XLG is 6666
Overall Rank
The Sharpe Ratio Rank of XLG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 6464
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.

EDIT vs. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) and Invesco S&P 500® Top 50 ETF (XLG). 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.

The chart of Sharpe ratio for EDIT, currently valued at -0.56, compared to the broader market-2.00-1.000.001.002.003.00
EDIT: -0.56
XLG: 0.58
The chart of Sortino ratio for EDIT, currently valued at -0.76, compared to the broader market-6.00-4.00-2.000.002.004.00
EDIT: -0.76
XLG: 0.95
The chart of Omega ratio for EDIT, currently valued at 0.91, compared to the broader market0.501.001.502.00
EDIT: 0.91
XLG: 1.13
The chart of Calmar ratio for EDIT, currently valued at -0.72, compared to the broader market0.001.002.003.004.005.00
EDIT: -0.72
XLG: 0.62
The chart of Martin ratio for EDIT, currently valued at -1.30, compared to the broader market-5.000.005.0010.0015.0020.00
EDIT: -1.30
XLG: 2.26

The current EDIT Sharpe Ratio is -0.56, which is lower than the XLG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EDIT and XLG, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.56
0.58
EDIT
XLG

Dividends

EDIT vs. XLG - Dividend Comparison

EDIT has not paid dividends to shareholders, while XLG's dividend yield for the trailing twelve months is around 0.79%.

TTM20242023202220212020201920182017201620152014
EDIT
Editas Medicine, 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%
XLG
Invesco S&P 500® Top 50 ETF		0.79%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

Drawdowns

EDIT vs. XLG - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.92%, which is greater than XLG's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for EDIT and XLG. For additional features, visit the drawdowns tool.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-98.30%
-11.64%
EDIT
XLG

Volatility

EDIT vs. XLG - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 33.29% compared to Invesco S&P 500® Top 50 ETF (XLG) at 15.08%. This indicates that EDIT's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
33.29%
15.08%
EDIT
XLG