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XBIO vs. LU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XBIO and LU is 0.17, 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.


Performance

XBIO vs. LU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xenetic Biosciences, Inc. (XBIO) and Lufax Holding Ltd (LU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XBIO:

-0.30

LU:

0.72

Sortino Ratio

XBIO:

0.07

LU:

1.43

Omega Ratio

XBIO:

1.01

LU:

1.17

Calmar Ratio

XBIO:

-0.18

LU:

0.51

Martin Ratio

XBIO:

-0.89

LU:

1.67

Ulcer Index

XBIO:

20.36%

LU:

28.71%

Daily Std Dev

XBIO:

68.29%

LU:

74.44%

Max Drawdown

XBIO:

-99.94%

LU:

-96.68%

Current Drawdown

XBIO:

-99.92%

LU:

-89.90%

Fundamentals

Market Cap

XBIO:

$4.70M

LU:

$2.54B

EPS

XBIO:

-$2.38

LU:

-$0.76

PS Ratio

XBIO:

1.82

LU:

0.08

PB Ratio

XBIO:

0.92

LU:

0.22

Total Revenue (TTM)

XBIO:

$2.58M

LU:

$8.97B

Gross Profit (TTM)

XBIO:

$2.64M

LU:

$8.97B

EBITDA (TTM)

XBIO:

-$3.88M

LU:

-$576.12M

Returns By Period

In the year-to-date period, XBIO achieves a -23.66% return, which is significantly lower than LU's 22.59% return.


XBIO

YTD

-23.66%

1M

9.07%

6M

-24.61%

1Y

-21.88%

3Y*

-24.23%

5Y*

-21.16%

10Y*

-42.93%

LU

YTD

22.59%

1M

-6.09%

6M

25.75%

1Y

52.98%

3Y*

-31.33%

5Y*

N/A

10Y*

N/A

*Annualized

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Xenetic Biosciences, Inc.

Lufax Holding Ltd

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XBIO vs. LU — Risk-Adjusted Performance Rank

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

XBIO
The Risk-Adjusted Performance Rank of XBIO is 3636
Overall Rank
The Sharpe Ratio Rank of XBIO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XBIO is 3939
Sortino Ratio Rank
The Omega Ratio Rank of XBIO is 3838
Omega Ratio Rank
The Calmar Ratio Rank of XBIO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XBIO is 3030
Martin Ratio Rank

LU
The Risk-Adjusted Performance Rank of LU is 7474
Overall Rank
The Sharpe Ratio Rank of LU is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LU is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LU is 7171
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.

XBIO vs. LU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xenetic Biosciences, Inc. (XBIO) and Lufax Holding Ltd (LU). 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 XBIO Sharpe Ratio is -0.30, which is lower than the LU Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of XBIO and LU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XBIO vs. LU - Dividend Comparison

XBIO has not paid dividends to shareholders, while LU's dividend yield for the trailing twelve months is around 82.59%.


TTM202420232022
XBIO
Xenetic Biosciences, Inc.
0.00%0.00%0.00%0.00%
LU
Lufax Holding Ltd
82.59%101.26%11.60%26.29%

Drawdowns

XBIO vs. LU - Drawdown Comparison

The maximum XBIO drawdown since its inception was -99.94%, roughly equal to the maximum LU drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for XBIO and LU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XBIO vs. LU - Volatility Comparison

The current volatility for Xenetic Biosciences, Inc. (XBIO) is 12.87%, while Lufax Holding Ltd (LU) has a volatility of 14.21%. This indicates that XBIO experiences smaller price fluctuations and is considered to be less risky than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

XBIO vs. LU - Financials Comparison

This section allows you to compare key financial metrics between Xenetic Biosciences, Inc. and Lufax Holding Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20212022202320242025
593.26K
4.39B
(XBIO) Total Revenue
(LU) Total Revenue
Values in USD except per share items