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SES.TO vs. XENE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SES.TO vs. XENE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Secure Energy Services Inc. (SES.TO) and Xenon Pharmaceuticals Inc. (XENE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SES.TO is traded in CAD, while XENE is traded in USD. To make them comparable, the XENE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SES.TO achieves a 22.13% return, which is significantly higher than XENE's 20.80% return. Over the past 10 years, SES.TO has underperformed XENE with an annualized return of 12.17%, while XENE has yielded a comparatively higher 22.65% annualized return.


SES.TO

1D
2.84%
1M
-4.89%
YTD
22.13%
6M
18.84%
1Y
40.36%
3Y*
55.28%
5Y*
37.10%
10Y*
12.17%

XENE

1D
2.64%
1M
-5.00%
YTD
20.80%
6M
20.24%
1Y
76.27%
3Y*
12.42%
5Y*
27.11%
10Y*
22.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SES.TO vs. XENE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SES.TO
Secure Energy Services Inc.
22.13%8.77%77.98%41.96%36.20%115.40%-48.80%-24.54%-17.13%-23.06%
XENE
Xenon Pharmaceuticals Inc.
20.80%9.09%-7.58%14.24%35.21%101.28%15.33%97.55%142.31%-65.65%

Correlation

The correlation between SES.TO and XENE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2014

0.03

The correlation between SES.TO and XENE shifts across timeframes, from -0.10 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SES.TO:

CA$4.62B

XENE:

$4.67B

EPS

SES.TO:

CA$0.54

XENE:

-$4.72

PB Ratio

SES.TO:

5.95

XENE:

3.37

Total Revenue (TTM)

SES.TO:

-CA$844.00M

XENE:

$0.00

Gross Profit (TTM)

SES.TO:

CA$401.00M

XENE:

-$78.30M

EBITDA (TTM)

SES.TO:

CA$477.00M

XENE:

-$399.62M

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Return for Risk

SES.TO vs. XENE — Risk / Return Rank

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

SES.TO
SES.TO Risk / Return Rank: 7474
Overall Rank
SES.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SES.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
SES.TO Omega Ratio Rank: 7373
Omega Ratio Rank
SES.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
SES.TO Martin Ratio Rank: 7171
Martin Ratio Rank

XENE
XENE Risk / Return Rank: 8686
Overall Rank
XENE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XENE Sortino Ratio Rank: 9090
Sortino Ratio Rank
XENE Omega Ratio Rank: 8585
Omega Ratio Rank
XENE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XENE Martin Ratio Rank: 8787
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.

SES.TO vs. XENE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Secure Energy Services Inc. (SES.TO) and Xenon Pharmaceuticals Inc. (XENE). 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.


SES.TOXENEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.78

5.07

-3.29

Martin ratioReturn relative to average drawdown

4.00

10.82

-6.82

SES.TO vs. XENE - Sharpe Ratio Comparison

The current SES.TO Sharpe Ratio is 1.40, which is comparable to the XENE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SES.TO and XENE, 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


SES.TOXENEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.28

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.41

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.35

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.26

+0.06

Drawdowns

SES.TO vs. XENE - Drawdown Comparison

The maximum SES.TO drawdown since its inception was -96.50%, which is greater than XENE's maximum drawdown of -89.70%. Use the drawdown chart below to compare losses from any high point for SES.TO and XENE.


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Drawdown Indicators


SES.TOXENEDifference

Max Drawdown

Largest peak-to-trough decline

-96.50%

-89.70%

-6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-22.77%

-15.12%

-7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.79%

-41.47%

+14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.47%

-41.47%

+11.00%

Max Drawdown (10Y)

Largest decline over 10 years

-92.31%

-78.70%

-13.61%

Current Drawdown

Current decline from peak

-9.95%

-12.88%

+2.93%

Average Drawdown

Average peak-to-trough decline

-45.54%

-36.40%

-9.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

7.07%

+3.05%

Volatility

SES.TO vs. XENE - Volatility Comparison

The current volatility for Secure Energy Services Inc. (SES.TO) is 6.10%, while Xenon Pharmaceuticals Inc. (XENE) has a volatility of 7.79%. This indicates that SES.TO experiences smaller price fluctuations and is considered to be less risky than XENE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SES.TOXENEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.79%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.62%

46.34%

-26.72%

Volatility (1Y)

Calculated over the trailing 1-year period

28.97%

59.80%

-30.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.65%

66.73%

-29.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.90%

65.78%

-13.88%

Dividends

SES.TO vs. XENE - Dividend Comparison

SES.TO's dividend yield for the trailing twelve months is around 1.93%, while XENE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SES.TO
Secure Energy Services Inc.
1.93%2.32%2.46%4.24%1.76%0.61%3.70%5.45%3.94%2.85%2.05%2.87%
XENE
Xenon 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%

Financials

SES.TO vs. XENE - Financials Comparison

This section allows you to compare key financial metrics between Secure Energy Services Inc. and Xenon Pharmaceuticals Inc.. 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


-6.00B-4.00B-2.00B0.002.00B20222023202420252026
383.00M
0
(SES.TO) Total Revenue
(XENE) Total Revenue
Please note, different currencies. SES.TO values in CAD, XENE values in USD

Frequently Asked Questions


SES.TO and XENE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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