PortfoliosLab logoPortfoliosLab logo
EDIT vs. XLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, EDIT achieves a 35.61% return, which is significantly higher than XLG's 7.57% return. Over the past 10 years, EDIT has underperformed XLG with an annualized return of -22.08%, while XLG has yielded a comparatively higher 17.27% annualized return.


EDIT

1D
-1.42%
1M
-7.33%
YTD
35.61%
6M
17.55%
1Y
52.75%
3Y*
-34.00%
5Y*
-39.28%
10Y*
-22.08%

XLG

1D
-1.15%
1M
4.22%
YTD
7.57%
6M
7.32%
1Y
28.54%
3Y*
24.46%
5Y*
16.24%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIT vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIT
Editas Medicine, Inc.
35.61%61.42%-87.46%14.21%-66.59%-62.13%136.78%30.15%-25.97%89.34%
XLG
Invesco S&P 500 Top 50 ETF
7.57%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%

Correlation

The correlation between EDIT and XLG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2016

0.37

Compare stocks, funds, or ETFs

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


Return for Risk

EDIT vs. XLG — Risk / Return Rank

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

EDIT
EDIT Risk / Return Rank: 6161
Overall Rank
EDIT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EDIT Sortino Ratio Rank: 6565
Sortino Ratio Rank
EDIT Omega Ratio Rank: 6262
Omega Ratio Rank
EDIT Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDIT Martin Ratio Rank: 5757
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 5656
Overall Rank
XLG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6161
Sortino Ratio Rank
XLG Omega Ratio Rank: 6161
Omega Ratio Rank
XLG Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLG Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDIT vs. XLG - Risk-Adjusted Trends 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.


EDITXLGDifference

Sharpe ratio

Return per unit of total volatility

0.56

2.15

-1.59

Sortino ratio

Return per unit of downside risk

1.50

2.92

-1.42

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

0.89

2.31

-1.42

Martin ratio

Return relative to average drawdown

1.58

8.66

-7.08

EDIT vs. XLG - Sharpe Ratio Comparison

The current EDIT Sharpe Ratio is 0.56, which is lower than the XLG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of EDIT and XLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EDITXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

2.15

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.87

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

0.92

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.62

-0.82

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.


Loading charts...

Drawdown Indicators


EDITXLGDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

-52.39%

-46.53%

Max Drawdown (1Y)

Largest decline over 1 year

-59.88%

-12.41%

-47.47%

Max Drawdown (3Y)

Largest decline over 3 years

-91.46%

-20.70%

-70.76%

Max Drawdown (5Y)

Largest decline over 5 years

-98.66%

-28.02%

-70.64%

Max Drawdown (10Y)

Largest decline over 10 years

-98.92%

-30.46%

-68.46%

Current Drawdown

Current decline from peak

-96.93%

-1.44%

-95.49%

Average Drawdown

Average peak-to-trough decline

-62.56%

-7.64%

-54.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

3.30%

+30.17%

Volatility

EDIT vs. XLG - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 30.18% compared to Invesco S&P 500 Top 50 ETF (XLG) at 3.19%. 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.


Loading charts...

Volatility by Period


EDITXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.18%

3.19%

+26.99%

Volatility (6M)

Calculated over the trailing 6-month period

61.46%

9.80%

+51.66%

Volatility (1Y)

Calculated over the trailing 1-year period

94.33%

13.33%

+81.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.99%

18.68%

+75.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.75%

18.84%

+64.91%

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 0.60%.


PositionTTM20252024202320222021202020192018201720162015
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
0.60%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Frequently Asked Questions


EDIT and XLG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIT has higher volatility (30.18%) compared to XLG (3.19%). In terms of maximum drawdown, EDIT dropped -98.92% vs XLG's -52.39%.

XLG currently has the higher Sharpe Ratio (2.15 vs 0.56), 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.

Portfolio Optimizer

Find the right allocation for EDIT and XLG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer