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GLUE vs. ^XMI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GLUE and ^XMI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

GLUE vs. ^XMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monte Rosa Therapeutics, Inc. (GLUE) and NYSE Arca Major Market Index (^XMI). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-66.81%
28.42%
GLUE
^XMI

Key characteristics

Sharpe Ratio

GLUE:

0.31

^XMI:

2.31

Sortino Ratio

GLUE:

1.71

^XMI:

3.23

Omega Ratio

GLUE:

1.19

^XMI:

1.43

Calmar Ratio

GLUE:

0.46

^XMI:

4.62

Martin Ratio

GLUE:

1.23

^XMI:

15.85

Ulcer Index

GLUE:

34.50%

^XMI:

1.46%

Daily Std Dev

GLUE:

137.54%

^XMI:

10.02%

Max Drawdown

GLUE:

-94.08%

^XMI:

-47.65%

Current Drawdown

GLUE:

-83.35%

^XMI:

-0.18%

Returns By Period

In the year-to-date period, GLUE achieves a 24.42% return, which is significantly higher than ^XMI's 16.43% return.


GLUE

YTD

24.42%

1M

-6.76%

6M

98.59%

1Y

25.54%

5Y*

N/A

10Y*

N/A

^XMI

YTD

16.43%

1M

0.88%

6M

8.76%

1Y

16.97%

5Y*

7.40%

10Y*

7.71%

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Risk-Adjusted Performance

GLUE vs. ^XMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Monte Rosa Therapeutics, Inc. (GLUE) and NYSE Arca Major Market Index (^XMI). 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 GLUE, currently valued at 0.31, compared to the broader market-4.00-2.000.002.000.311.80
The chart of Sortino ratio for GLUE, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.712.56
The chart of Omega ratio for GLUE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.35
The chart of Calmar ratio for GLUE, currently valued at 0.46, compared to the broader market0.002.004.006.000.463.54
The chart of Martin ratio for GLUE, currently valued at 1.23, compared to the broader market0.0010.0020.001.2312.15
GLUE
^XMI

The current GLUE Sharpe Ratio is 0.31, which is lower than the ^XMI Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of GLUE and ^XMI, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.31
1.80
GLUE
^XMI

Drawdowns

GLUE vs. ^XMI - Drawdown Comparison

The maximum GLUE drawdown since its inception was -94.08%, which is greater than ^XMI's maximum drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for GLUE and ^XMI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.35%
-0.18%
GLUE
^XMI

Volatility

GLUE vs. ^XMI - Volatility Comparison

Monte Rosa Therapeutics, Inc. (GLUE) has a higher volatility of 29.21% compared to NYSE Arca Major Market Index (^XMI) at 0.80%. This indicates that GLUE's price experiences larger fluctuations and is considered to be riskier than ^XMI 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%JulyAugustSeptemberOctoberNovemberDecember
29.21%
0.80%
GLUE
^XMI
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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.

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