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

Correlation

The correlation between GLUE and ^XMI is 0.26, 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.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
84.80%
10.54%
GLUE
^XMI

Key characteristics

Returns By Period


GLUE

YTD

-3.89%

1M

-6.97%

6M

71.03%

1Y

38.67%

5Y*

N/A

10Y*

N/A

^XMI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GLUE vs. ^XMI — Risk-Adjusted Performance Rank

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

GLUE
The Risk-Adjusted Performance Rank of GLUE is 6464
Overall Rank
The Sharpe Ratio Rank of GLUE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of GLUE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GLUE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GLUE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GLUE is 5959
Martin Ratio Rank

^XMI
The Risk-Adjusted Performance Rank of ^XMI is 9898
Overall Rank
The Sharpe Ratio Rank of ^XMI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XMI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^XMI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^XMI is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ^XMI is 9797
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.

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 0.26, compared to the broader market-2.000.002.004.000.261.49
The chart of Sortino ratio for GLUE, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.612.15
The chart of Omega ratio for GLUE, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.31
The chart of Calmar ratio for GLUE, currently valued at 0.38, compared to the broader market0.002.004.006.000.382.78
The chart of Martin ratio for GLUE, currently valued at 0.99, compared to the broader market-10.000.0010.0020.000.999.63
GLUE
^XMI


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.26
1.49
GLUE
^XMI

Drawdowns

GLUE vs. ^XMI - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-84.20%
-0.18%
GLUE
^XMI

Volatility

GLUE vs. ^XMI - Volatility Comparison

Monte Rosa Therapeutics, Inc. (GLUE) has a higher volatility of 21.92% compared to NYSE Arca Major Market Index (^XMI) at 0.00%. 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%SeptemberOctoberNovemberDecember2025February
21.92%
0
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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