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VRNA vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRNA vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verona Pharma plc (VRNA) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


VRNA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XSB.TO

1D
-0.29%
1M
-2.16%
YTD
-1.94%
6M
-1.24%
1Y
-0.10%
3Y*
2.55%
5Y*
-0.59%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRNA vs. XSB.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRNA
Verona Pharma plc
0.00%130.21%133.60%-23.92%288.84%-4.00%21.74%-40.41%-18.71%-12.07%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
-1.94%8.66%-2.39%7.22%-9.76%-1.06%7.75%7.64%-6.28%7.09%

Correlation

The correlation between VRNA and XSB.TO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2017

0.05

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Return for Risk

VRNA vs. XSB.TO — Risk / Return Rank

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

VRNA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XSB.TO
XSB.TO Risk / Return Rank: 4949
Overall Rank
XSB.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4747
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.

VRNA vs. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verona Pharma plc (VRNA) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VRNAXSB.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

0.00

Martin ratioReturn relative to average drawdown

0.01

VRNA vs. XSB.TO - Sharpe Ratio Comparison


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Drawdowns

VRNA vs. XSB.TO - Drawdown Comparison


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Drawdown Indicators


VRNAXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Max Drawdown (10Y)

Largest decline over 10 years

-18.49%

Current Drawdown

Current decline from peak

-9.49%

Average Drawdown

Average peak-to-trough decline

-11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

Volatility

VRNA vs. XSB.TO - Volatility Comparison


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Volatility by Period


VRNAXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

Dividends

VRNA vs. XSB.TO - Dividend Comparison

VRNA has not paid dividends to shareholders, while XSB.TO's dividend yield for the trailing twelve months is around 3.10%.


PositionTTM20252024202320222021202020192018201720162015
VRNA
Verona Pharma plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


VRNA and XSB.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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