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GRTS vs. XBI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GRTS vs. XBI

Last updated May 22, 2025

Compare and contrast key facts about Gritstone bio, Inc. (GRTS) and SPDR S&P Biotech ETF (XBI).

XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006.

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

Correlation

The correlation between GRTS and XBI is 0.31, 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.

Performance

GRTS vs. XBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gritstone bio, Inc. (GRTS) and SPDR S&P Biotech ETF (XBI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

GRTS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

XBI

YTD

-11.91%

1M

5.06%

6M

-15.61%

1Y

-13.24%

3Y*

4.15%

5Y*

-5.56%

10Y*

0.33%

*Annualized

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Gritstone bio, Inc.

SPDR S&P Biotech ETF

Risk-Adjusted Performance

GRTS vs. XBI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GRTS
The Risk-Adjusted Performance Rank of GRTS is 44
Overall Rank
The Sharpe Ratio Rank of GRTS is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GRTS is 22
Sortino Ratio Rank
The Omega Ratio Rank of GRTS is 11
Omega Ratio Rank
The Calmar Ratio Rank of GRTS is 11
Calmar Ratio Rank
The Martin Ratio Rank of GRTS is 33
Martin Ratio Rank
XBI
The Risk-Adjusted Performance Rank of XBI is 55
Overall Rank
The Sharpe Ratio Rank of XBI is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of XBI is 55
Sortino Ratio Rank
The Omega Ratio Rank of XBI is 55
Omega Ratio Rank
The Calmar Ratio Rank of XBI is 77
Calmar Ratio Rank
The Martin Ratio Rank of XBI is 44
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.

GRTS vs. XBI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gritstone bio, Inc. (GRTS) and SPDR S&P Biotech ETF (XBI). 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.

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Dividends

GRTS vs. XBI - Dividend Comparison

GRTS has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.17%.

TTM20242023202220212020201920182017201620152014
GRTS
Gritstone bio, 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%
XBI
SPDR S&P Biotech ETF		0.17%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%

Drawdowns

GRTS vs. XBI - Drawdown Comparison

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Volatility

GRTS vs. XBI - Volatility Comparison

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