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PHGE vs. XRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PHGE and XRX is 0.10, 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

PHGE vs. XRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BiomX Inc. (PHGE) and Xerox Holdings Corporation (XRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PHGE:

-0.95

XRX:

-1.08

Sortino Ratio

PHGE:

-2.24

XRX:

-1.82

Omega Ratio

PHGE:

0.75

XRX:

0.77

Calmar Ratio

PHGE:

-0.87

XRX:

-0.65

Martin Ratio

PHGE:

-1.16

XRX:

-1.51

Ulcer Index

PHGE:

74.16%

XRX:

40.52%

Daily Std Dev

PHGE:

95.39%

XRX:

56.55%

Max Drawdown

PHGE:

-99.55%

XRX:

-94.92%

Current Drawdown

PHGE:

-99.55%

XRX:

-93.17%

Fundamentals

Market Cap

PHGE:

$12.83M

XRX:

$616.37M

EPS

PHGE:

$23.03

XRX:

-$10.54

PS Ratio

PHGE:

0.00

XRX:

0.10

PB Ratio

PHGE:

2.19

XRX:

0.59

Total Revenue (TTM)

PHGE:

-$1.93M

XRX:

$6.18B

Gross Profit (TTM)

PHGE:

-$2.43M

XRX:

$1.94B

EBITDA (TTM)

PHGE:

$1.21M

XRX:

-$731.00M

Returns By Period

In the year-to-date period, PHGE achieves a -32.89% return, which is significantly higher than XRX's -40.54% return.


PHGE

YTD

-32.89%

1M

-15.52%

6M

-31.01%

1Y

-87.75%

3Y*

-58.18%

5Y*

-61.54%

10Y*

N/A

XRX

YTD

-40.54%

1M

12.67%

6M

-43.58%

1Y

-61.66%

3Y*

-31.18%

5Y*

-15.71%

10Y*

-11.23%

*Annualized

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BiomX Inc.

Xerox Holdings Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PHGE vs. XRX — Risk-Adjusted Performance Rank

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

PHGE
The Risk-Adjusted Performance Rank of PHGE is 66
Overall Rank
The Sharpe Ratio Rank of PHGE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PHGE is 11
Sortino Ratio Rank
The Omega Ratio Rank of PHGE is 33
Omega Ratio Rank
The Calmar Ratio Rank of PHGE is 33
Calmar Ratio Rank
The Martin Ratio Rank of PHGE is 1919
Martin Ratio Rank

XRX
The Risk-Adjusted Performance Rank of XRX is 55
Overall Rank
The Sharpe Ratio Rank of XRX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of XRX is 33
Sortino Ratio Rank
The Omega Ratio Rank of XRX is 44
Omega Ratio Rank
The Calmar Ratio Rank of XRX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of XRX is 55
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.

PHGE vs. XRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BiomX Inc. (PHGE) and Xerox Holdings Corporation (XRX). 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 PHGE Sharpe Ratio is -0.95, which is comparable to the XRX Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of PHGE and XRX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PHGE vs. XRX - Dividend Comparison

PHGE has not paid dividends to shareholders, while XRX's dividend yield for the trailing twelve months is around 17.89%.


TTM20242023202220212020201920182017201620152014
PHGE
BiomX 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%
XRX
Xerox Holdings Corporation
17.89%11.86%5.46%6.85%4.42%4.31%2.71%5.06%13.66%3.57%2.63%1.82%

Drawdowns

PHGE vs. XRX - Drawdown Comparison

The maximum PHGE drawdown since its inception was -99.55%, roughly equal to the maximum XRX drawdown of -94.92%. Use the drawdown chart below to compare losses from any high point for PHGE and XRX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PHGE vs. XRX - Volatility Comparison

The current volatility for BiomX Inc. (PHGE) is 14.51%, while Xerox Holdings Corporation (XRX) has a volatility of 24.16%. This indicates that PHGE experiences smaller price fluctuations and is considered to be less risky than XRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PHGE vs. XRX - Financials Comparison

This section allows you to compare key financial metrics between BiomX Inc. and Xerox Holdings Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B202120222023202420250
1.46B
(PHGE) Total Revenue
(XRX) Total Revenue
Values in USD except per share items