MRIN vs. XLE

In the year-to-date period, MRIN achieves a -61.90% return, which is significantly lower than XLE's -3.22% return. Over the past 10 years, MRIN has underperformed XLE with an annualized return of -43.28%, while XLE has yielded a comparatively higher 4.55% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Marin Software Incorporated (MRIN) and Energy Select Sector SPDR Fund (XLE). 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 MRIN Sharpe Ratio is -0.40, which is lower than the XLE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of MRIN and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MRIN has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.48%.

The maximum MRIN drawdown since its inception was -99.93%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for MRIN and XLE.

Marin Software Incorporated (MRIN) has a higher volatility of 86.23% compared to Energy Select Sector SPDR Fund (XLE) at 5.98%. This indicates that MRIN's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.