IBIO vs. XBI

In the year-to-date period, IBIO achieves a -68.44% return, which is significantly lower than XBI's -11.78% return. Over the past 10 years, IBIO has underperformed XBI with an annualized return of -57.85%, while XBI has yielded a comparatively higher 0.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) 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.

The current IBIO Sharpe Ratio is -0.52, which is lower than the XBI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of IBIO 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.

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

The maximum IBIO drawdown since its inception was -100.00%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for IBIO and XBI. For additional features, visit the drawdowns tool.

iBio, Inc. (IBIO) has a higher volatility of 36.69% compared to SPDR S&P Biotech ETF (XBI) at 10.93%. This indicates that IBIO'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.