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HRTX vs. XBI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRTX vs. XBI - Performance Comparison

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

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HRTX vs. XBI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRTX
Heron Therapeutics, Inc.
-38.45%-15.03%-10.00%-32.00%-72.62%-56.86%-9.94%-9.41%43.31%38.17%
XBI
SPDR S&P Biotech ETF
4.76%35.89%1.01%7.60%-25.87%-20.45%48.33%32.56%-15.28%43.77%

Returns By Period

In the year-to-date period, HRTX achieves a -38.45% return, which is significantly lower than XBI's 4.76% return. Over the past 10 years, HRTX has underperformed XBI with an annualized return of -27.84%, while XBI has yielded a comparatively higher 9.32% annualized return.


HRTX

1D
7.27%
1M
-32.76%
YTD
-38.45%
6M
-36.50%
1Y
-63.63%
3Y*
-19.08%
5Y*
-45.47%
10Y*
-27.84%

XBI

1D
7.53%
1M
0.28%
YTD
4.76%
6M
27.90%
1Y
58.08%
3Y*
19.00%
5Y*
-1.29%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HRTX vs. XBI — Risk / Return Rank

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

HRTX
HRTX Risk / Return Rank: 66
Overall Rank
HRTX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HRTX Sortino Ratio Rank: 55
Sortino Ratio Rank
HRTX Omega Ratio Rank: 66
Omega Ratio Rank
HRTX Calmar Ratio Rank: 66
Calmar Ratio Rank
HRTX Martin Ratio Rank: 88
Martin Ratio Rank

XBI
XBI Risk / Return Rank: 9292
Overall Rank
XBI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 9393
Sortino Ratio Rank
XBI Omega Ratio Rank: 8787
Omega Ratio Rank
XBI Calmar Ratio Rank: 9595
Calmar Ratio Rank
XBI Martin Ratio Rank: 9494
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.

HRTX vs. XBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Heron Therapeutics, Inc. (HRTX) 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.


HRTXXBIDifference

Sharpe ratio

Return per unit of total volatility

-0.98

2.02

-3.00

Sortino ratio

Return per unit of downside risk

-1.58

2.70

-4.28

Omega ratio

Gain probability vs. loss probability

0.81

1.34

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.93

3.72

-4.66

Martin ratio

Return relative to average drawdown

-1.56

13.98

-15.54

HRTX vs. XBI - Sharpe Ratio Comparison

The current HRTX Sharpe Ratio is -0.98, which is lower than the XBI Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of HRTX and XBI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HRTXXBIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.02

-3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.52

-0.04

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

0.29

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.36

-0.56

Correlation

The correlation between HRTX and XBI is 0.38, 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.


Dividends

HRTX vs. XBI - Dividend Comparison

HRTX has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.34%.


TTM20252024202320222021202020192018201720162015
HRTX
Heron Therapeutics, 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
0.34%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%

Drawdowns

HRTX vs. XBI - Drawdown Comparison

The maximum HRTX drawdown since its inception was -99.96%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for HRTX and XBI.


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Drawdown Indicators


HRTXXBIDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-63.89%

-36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-69.18%

-13.39%

-55.79%

Max Drawdown (5Y)

Largest decline over 5 years

-97.08%

-55.04%

-42.04%

Max Drawdown (10Y)

Largest decline over 10 years

-98.71%

-63.89%

-34.82%

Current Drawdown

Current decline from peak

-99.94%

-26.17%

-73.77%

Average Drawdown

Average peak-to-trough decline

-81.58%

-20.91%

-60.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.31%

3.71%

+37.60%

Volatility

HRTX vs. XBI - Volatility Comparison

Heron Therapeutics, Inc. (HRTX) has a higher volatility of 19.13% compared to SPDR S&P Biotech ETF (XBI) at 11.60%. This indicates that HRTX's price experiences larger fluctuations and is considered to be riskier than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRTXXBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.13%

11.60%

+7.53%

Volatility (6M)

Calculated over the trailing 6-month period

40.77%

19.25%

+21.52%

Volatility (1Y)

Calculated over the trailing 1-year period

65.09%

29.24%

+35.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.85%

32.23%

+55.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.47%

32.15%

+42.32%