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OTGLY vs. XAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OTGLY vs. XAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CD Projekt SA (OTGLY) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OTGLY achieves a -8.30% return, which is significantly lower than XAIX's 39.88% return.


OTGLY

1D
-0.78%
1M
-14.24%
YTD
-8.30%
6M
-11.77%
1Y
-2.07%
3Y*
26.98%
5Y*
6.32%
10Y*

XAIX

1D
-1.51%
1M
23.00%
YTD
39.88%
6M
41.45%
1Y
68.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OTGLY vs. XAIX - Yearly Performance Comparison


2026 (YTD)20252024
OTGLY
CD Projekt SA
-8.30%45.91%15.43%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
39.88%29.05%15.47%

Correlation

The correlation between OTGLY and XAIX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2024

0.35

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Return for Risk

OTGLY vs. XAIX — Risk / Return Rank

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

OTGLY
OTGLY Risk / Return Rank: 3636
Overall Rank
OTGLY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
OTGLY Sortino Ratio Rank: 3535
Sortino Ratio Rank
OTGLY Omega Ratio Rank: 3434
Omega Ratio Rank
OTGLY Calmar Ratio Rank: 3838
Calmar Ratio Rank
OTGLY Martin Ratio Rank: 3737
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 8888
Overall Rank
XAIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8787
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8585
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.

OTGLY vs. XAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CD Projekt SA (OTGLY) and Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.


OTGLYXAIXDifference
Sharpe ratioReturn per unit of total volatility

-3.36

Sortino ratioReturn per unit of downside risk

-3.96

Omega ratioGain probability vs. loss probability

1.03

1.55

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.09

4.92

-5.00

Martin ratioReturn relative to average drawdown

-0.17

18.19

-18.36

OTGLY vs. XAIX - Sharpe Ratio Comparison

The current OTGLY Sharpe Ratio is -0.05, which is lower than the XAIX Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of OTGLY and XAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OTGLYXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

3.31

-3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

2.13

-2.14

Drawdowns

OTGLY vs. XAIX - Drawdown Comparison

The maximum OTGLY drawdown since its inception was -86.54%, which is greater than XAIX's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for OTGLY and XAIX.


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Drawdown Indicators


OTGLYXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-86.54%

-23.95%

-62.59%

Max Drawdown (1Y)

Largest decline over 1 year

-24.26%

-14.01%

-10.25%

Max Drawdown (3Y)

Largest decline over 3 years

-41.67%

Max Drawdown (5Y)

Largest decline over 5 years

-70.38%

Current Drawdown

Current decline from peak

-48.00%

-1.51%

-46.49%

Average Drawdown

Average peak-to-trough decline

-54.08%

-3.49%

-50.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.04%

3.78%

+8.26%

Volatility

OTGLY vs. XAIX - Volatility Comparison

CD Projekt SA (OTGLY) has a higher volatility of 10.93% compared to Xtrackers Artificial Intelligence and Big Data ETF (XAIX) at 9.22%. This indicates that OTGLY's price experiences larger fluctuations and is considered to be riskier than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OTGLYXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.93%

9.22%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

31.52%

17.41%

+14.11%

Volatility (1Y)

Calculated over the trailing 1-year period

39.29%

20.85%

+18.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.94%

23.37%

+23.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.32%

23.37%

+35.95%

Dividends

OTGLY vs. XAIX - Dividend Comparison

OTGLY's dividend yield for the trailing twelve months is around 0.43%, more than XAIX's 0.38% yield.


PositionTTM20252024202320222021
OTGLY
CD Projekt SA
0.43%0.40%0.88%0.84%0.70%1.86%
XAIX
Xtrackers Artificial Intelligence and Big Data ETF
0.38%0.54%0.08%0.00%0.00%0.00%

Frequently Asked Questions


OTGLY and XAIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OTGLY has higher volatility (10.93%) compared to XAIX (9.22%). In terms of maximum drawdown, OTGLY dropped -86.54% vs XAIX's -23.95%.

XAIX currently has the higher Sharpe Ratio (3.31 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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