TBIO vs. XLV

In the year-to-date period, TBIO achieves a -87.50% return, which is significantly lower than XLV's -3.21% return.

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This table presents a comparison of risk-adjusted performance metrics for Telesis Bio Inc. (TBIO) and Health Care Select Sector SPDR Fund (XLV). 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 TBIO Sharpe Ratio is -0.06, which is higher than the XLV Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of TBIO and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TBIO has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.76%.

The maximum TBIO drawdown since its inception was -100.00%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for TBIO and XLV.

Telesis Bio Inc. (TBIO) has a higher volatility of 415.92% compared to Health Care Select Sector SPDR Fund (XLV) at 7.59%. This indicates that TBIO's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.