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RXRX vs. IBB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RXRX vs. IBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Recursion Pharmaceuticals, Inc. (RXRX) and iShares Nasdaq Biotechnology ETF (IBB). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-80.27%
-12.14%
RXRX
IBB

Returns By Period

In the year-to-date period, RXRX achieves a -37.37% return, which is significantly lower than IBB's -1.59% return.


RXRX

YTD

-37.37%

1M

-11.91%

6M

-34.45%

1Y

-7.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

IBB

YTD

-1.59%

1M

-8.89%

6M

-2.29%

1Y

14.34%

5Y (annualized)

3.93%

10Y (annualized)

3.32%

Key characteristics


RXRXIBB
Sharpe Ratio-0.170.75
Sortino Ratio0.341.13
Omega Ratio1.041.14
Calmar Ratio-0.160.40
Martin Ratio-0.333.54
Ulcer Index42.44%3.77%
Daily Std Dev82.66%17.93%
Max Drawdown-88.97%-62.85%
Current Drawdown-85.06%-23.59%

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Correlation

-0.50.00.51.00.6

The correlation between RXRX and IBB is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

RXRX vs. IBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Recursion Pharmaceuticals, Inc. (RXRX) and iShares Nasdaq Biotechnology ETF (IBB). 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.


Sharpe ratio
The chart of Sharpe ratio for RXRX, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.170.75
The chart of Sortino ratio for RXRX, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.341.13
The chart of Omega ratio for RXRX, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.14
The chart of Calmar ratio for RXRX, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.40
The chart of Martin ratio for RXRX, currently valued at -0.33, compared to the broader market0.0010.0020.0030.00-0.333.54
RXRX
IBB

The current RXRX Sharpe Ratio is -0.17, which is lower than the IBB Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of RXRX and IBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.17
0.75
RXRX
IBB

Dividends

RXRX vs. IBB - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
RXRX
Recursion Pharmaceuticals, 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%
IBB
iShares Nasdaq Biotechnology ETF
0.34%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%0.03%

Drawdowns

RXRX vs. IBB - Drawdown Comparison

The maximum RXRX drawdown since its inception was -88.97%, which is greater than IBB's maximum drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for RXRX and IBB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-85.06%
-23.59%
RXRX
IBB

Volatility

RXRX vs. IBB - Volatility Comparison

Recursion Pharmaceuticals, Inc. (RXRX) has a higher volatility of 21.74% compared to iShares Nasdaq Biotechnology ETF (IBB) at 7.08%. This indicates that RXRX's price experiences larger fluctuations and is considered to be riskier than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
21.74%
7.08%
RXRX
IBB