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EGLE vs. XTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGLE vs. XTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Bulk Shipping Inc. (EGLE) and Global X S&P 500 Tail Risk ETF (XTR). The values are adjusted to include any dividend payments, if applicable.

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EGLE vs. XTR - Yearly Performance Comparison


2026 (YTD)2025
EGLE
Eagle Bulk Shipping Inc.
-6.09%20.14%
XTR
Global X S&P 500 Tail Risk ETF
-5.02%24.80%

Returns By Period

In the year-to-date period, EGLE achieves a -6.09% return, which is significantly lower than XTR's -5.02% return.


EGLE

1D
2.08%
1M
-4.83%
YTD
-6.09%
6M
-5.35%
1Y
3Y*
5Y*
10Y*

XTR

1D
1.99%
1M
-5.39%
YTD
-5.02%
6M
-3.26%
1Y
13.41%
3Y*
14.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EGLE vs. XTR — Risk / Return Rank

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

EGLE

XTR
XTR Risk / Return Rank: 6161
Overall Rank
XTR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XTR Sortino Ratio Rank: 5959
Sortino Ratio Rank
XTR Omega Ratio Rank: 5555
Omega Ratio Rank
XTR Calmar Ratio Rank: 6666
Calmar Ratio Rank
XTR Martin Ratio Rank: 6565
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.

EGLE vs. XTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Bulk Shipping Inc. (EGLE) and Global X S&P 500 Tail Risk ETF (XTR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EGLE vs. XTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EGLEXTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.51

+0.64

Correlation

The correlation between EGLE and XTR is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EGLE vs. XTR - Dividend Comparison

EGLE's dividend yield for the trailing twelve months is around 1.05%, less than XTR's 18.76% yield.


TTM20252024202320222021
EGLE
Eagle Bulk Shipping Inc.
1.05%0.99%0.00%0.00%0.00%0.00%
XTR
Global X S&P 500 Tail Risk ETF
18.76%17.82%20.89%1.09%1.08%2.32%

Drawdowns

EGLE vs. XTR - Drawdown Comparison

The maximum EGLE drawdown since its inception was -9.78%, smaller than the maximum XTR drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for EGLE and XTR.


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Drawdown Indicators


EGLEXTRDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-20.83%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

Current Drawdown

Current decline from peak

-7.90%

-6.69%

-1.21%

Average Drawdown

Average peak-to-trough decline

-1.54%

-6.13%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

EGLE vs. XTR - Volatility Comparison


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Volatility by Period


EGLEXTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

13.16%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

13.87%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.74%

13.87%

-2.13%