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SXTC vs. SXRV.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXTC and SXRV.DE is 0.16, 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.


-0.50.00.51.00.2

Performance

SXTC vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China SXT Pharmaceuticals, Inc. (SXTC) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-58.82%
17.88%
SXTC
SXRV.DE

Key characteristics

Sharpe Ratio

SXTC:

-0.73

SXRV.DE:

1.50

Sortino Ratio

SXTC:

-1.37

SXRV.DE:

2.04

Omega Ratio

SXTC:

0.85

SXRV.DE:

1.28

Calmar Ratio

SXTC:

-0.78

SXRV.DE:

1.95

Martin Ratio

SXTC:

-1.29

SXRV.DE:

6.35

Ulcer Index

SXTC:

60.87%

SXRV.DE:

4.12%

Daily Std Dev

SXTC:

107.70%

SXRV.DE:

17.40%

Max Drawdown

SXTC:

-99.97%

SXRV.DE:

-31.39%

Current Drawdown

SXTC:

-99.97%

SXRV.DE:

-0.80%

Returns By Period

In the year-to-date period, SXTC achieves a -24.27% return, which is significantly lower than SXRV.DE's 2.53% return.


SXTC

YTD

-24.27%

1M

-20.84%

6M

-61.53%

1Y

-81.85%

5Y*

-67.39%

10Y*

N/A

SXRV.DE

YTD

2.53%

1M

1.46%

6M

23.91%

1Y

26.59%

5Y*

19.50%

10Y*

19.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SXTC vs. SXRV.DE — Risk-Adjusted Performance Rank

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

SXTC
The Risk-Adjusted Performance Rank of SXTC is 88
Overall Rank
The Sharpe Ratio Rank of SXTC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SXTC is 66
Sortino Ratio Rank
The Omega Ratio Rank of SXTC is 99
Omega Ratio Rank
The Calmar Ratio Rank of SXTC is 55
Calmar Ratio Rank
The Martin Ratio Rank of SXTC is 1111
Martin Ratio Rank

SXRV.DE
The Risk-Adjusted Performance Rank of SXRV.DE is 6262
Overall Rank
The Sharpe Ratio Rank of SXRV.DE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRV.DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SXRV.DE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SXRV.DE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SXRV.DE is 5858
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.

SXTC vs. SXRV.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for China SXT Pharmaceuticals, Inc. (SXTC) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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 SXTC, currently valued at -0.79, compared to the broader market-2.000.002.004.00-0.791.30
The chart of Sortino ratio for SXTC, currently valued at -1.73, compared to the broader market-4.00-2.000.002.004.00-1.731.82
The chart of Omega ratio for SXTC, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.24
The chart of Calmar ratio for SXTC, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.831.78
The chart of Martin ratio for SXTC, currently valued at -1.33, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.335.96
SXTC
SXRV.DE

The current SXTC Sharpe Ratio is -0.73, which is lower than the SXRV.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SXTC and SXRV.DE, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.79
1.30
SXTC
SXRV.DE

Dividends

SXTC vs. SXRV.DE - Dividend Comparison

Neither SXTC nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXTC vs. SXRV.DE - Drawdown Comparison

The maximum SXTC drawdown since its inception was -99.97%, which is greater than SXRV.DE's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for SXTC and SXRV.DE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.97%
-1.66%
SXTC
SXRV.DE

Volatility

SXTC vs. SXRV.DE - Volatility Comparison

China SXT Pharmaceuticals, Inc. (SXTC) has a higher volatility of 21.37% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 6.34%. This indicates that SXTC's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.37%
6.34%
SXTC
SXRV.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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