SKYQ vs. XWEL

Last updated Apr 2, 2026

Compare and contrast key facts about Sky Quarry Inc (SKYQ) and XWELL Inc. (XWEL).

Performance

SKYQ vs. XWEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sky Quarry Inc (SKYQ) and XWELL Inc. (XWEL). The values are adjusted to include any dividend payments, if applicable.

SKYQ vs. XWEL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SKYQ Sky Quarry Inc	41.50%	-80.57%	-72.02%
XWEL XWELL Inc.	151.74%	-69.48%	-15.72%

Fundamentals

EPS SKYQ : -$6.57 XWEL : -$4.69
PS Ratio SKYQ : 0.38 XWEL : 0.22
Total Revenue (TTM) SKYQ : $12.49M XWEL : $29.21M
Gross Profit (TTM) SKYQ : $0.00 XWEL : $7.51M
EBITDA (TTM) SKYQ : -$9.24M XWEL : -$24.97M

Returns By Period

In the year-to-date period, SKYQ achieves a 41.50% return, which is significantly lower than XWEL's 151.74% return.

SKYQ

• 1D: -1.56%
• 1M: -36.75%
• YTD: 41.50%
• 6M: -45.94%
• 1Y: -54.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XWEL

• 1D: 0.87%
• 1M: -31.76%
• YTD: 151.74%
• 6M: 17.77%
• 1Y: 17.17%
• 3Y*: -45.63%
• 5Y*: -48.93%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SKYQ vs. XWEL — Risk / Return Rank

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

SKYQ

SKYQ Risk / Return Rank: 35
SKYQ Sharpe Ratio Rank: 28
SKYQ Sortino Ratio Rank: 51
SKYQ Omega Ratio Rank: 48
SKYQ Calmar Ratio Rank: 21
SKYQ Martin Ratio Rank: 25

XWEL

XWEL Risk / Return Rank: 60
XWEL Sharpe Ratio Rank: 42
XWEL Sortino Ratio Rank: 87
XWEL Omega Ratio Rank: 81
XWEL Calmar Ratio Rank: 44
XWEL Martin Ratio Rank: 45

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.

SKYQ vs. XWEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sky Quarry Inc (SKYQ) and XWELL Inc. (XWEL). 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.

	SKYQ	XWEL	Difference
Sharpe ratio Return per unit of total volatility	-0.27	0.07	-0.34
Sortino ratio Return per unit of downside risk	0.90	2.62	-1.72
Omega ratio Gain probability vs. loss probability	1.10	1.31	-0.20
Calmar ratio Return relative to maximum drawdown	-0.58	0.18	-0.75
Martin ratio Return relative to average drawdown	-0.91	0.39	-1.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKYQ vs. XWEL - Sharpe Ratio Comparison

The current SKYQ Sharpe Ratio is -0.27, which is lower than the XWEL Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SKYQ and XWEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SKYQ	XWEL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	0.07	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	-0.39	-0.06

Correlation

The correlation between SKYQ and XWEL is 0.11, 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.

Dividends

SKYQ vs. XWEL - Dividend Comparison

Neither SKYQ nor XWEL has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SKYQ vs. XWEL - Drawdown Comparison

The maximum SKYQ drawdown since its inception was -94.73%, smaller than the maximum XWEL drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SKYQ and XWEL.

Drawdown Indicators

	SKYQ	XWEL	Difference
Max Drawdown Largest peak-to-trough decline	-94.73%	-99.98%	+5.25%
Max Drawdown (1Y) Largest decline over 1 year	-76.77%	-78.38%	+1.61%
Max Drawdown (5Y) Largest decline over 5 years	—	-99.34%	—
Current Drawdown Current decline from peak	-92.54%	-99.94%	+7.40%
Average Drawdown Average peak-to-trough decline	-81.75%	-94.79%	+13.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.79%	34.89%	+13.90%

Volatility

SKYQ vs. XWEL - Volatility Comparison

Sky Quarry Inc (SKYQ) has a higher volatility of 67.26% compared to XWELL Inc. (XWEL) at 28.64%. This indicates that SKYQ's price experiences larger fluctuations and is considered to be riskier than XWEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SKYQ	XWEL	Difference
Volatility (1M) Calculated over the trailing 1-month period	67.26%	28.64%	+38.62%
Volatility (6M) Calculated over the trailing 6-month period	143.18%	136.19%	+6.99%
Volatility (1Y) Calculated over the trailing 1-year period	202.63%	236.78%	-34.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	183.91%	129.03%	+54.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	183.91%	150.78%	+33.13%

Financials