SHELL.AS vs. XOMA

In the year-to-date period, SHELL.AS achieves a 9.38% return, which is significantly lower than XOMA's 62.22% return. Over the past 10 years, SHELL.AS has outperformed XOMA with an annualized return of 6.20%, while XOMA has yielded a comparatively lower -10.61% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHELL.AS) and XOMA Corporation (XOMA). 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 SHELL.AS Sharpe Ratio is 0.57, which is lower than the XOMA Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SHELL.AS and XOMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SHELL.AS's dividend yield for the trailing twelve months is around 4.05%, while XOMA has not paid dividends to shareholders.

The maximum SHELL.AS drawdown since its inception was -63.48%, smaller than the maximum XOMA drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for SHELL.AS and XOMA. For additional features, visit the drawdowns tool.

The current volatility for Shell plc (SHELL.AS) is 5.62%, while XOMA Corporation (XOMA) has a volatility of 14.77%. This indicates that SHELL.AS experiences smaller price fluctuations and is considered to be less risky than XOMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Shell plc and XOMA 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.