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

Correlation

The correlation between XBIO and PFE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XBIO vs. PFE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XBIO:

-0.35

PFE:

-0.67

Sortino Ratio

XBIO:

-0.05

PFE:

-0.76

Omega Ratio

XBIO:

0.99

PFE:

0.91

Calmar Ratio

XBIO:

-0.23

PFE:

-0.26

Martin Ratio

XBIO:

-1.18

PFE:

-1.12

Ulcer Index

XBIO:

19.68%

PFE:

13.63%

Daily Std Dev

XBIO:

69.42%

PFE:

24.48%

Max Drawdown

XBIO:

-99.94%

PFE:

-58.96%

Current Drawdown

XBIO:

-99.92%

PFE:

-56.22%

Fundamentals

Market Cap

XBIO:

$4.81M

PFE:

$130.02B

EPS

XBIO:

-$2.62

PFE:

$1.33

PEG Ratio

XBIO:

0.00

PFE:

0.58

PS Ratio

XBIO:

1.92

PFE:

2.08

PB Ratio

XBIO:

0.79

PFE:

1.44

Total Revenue (TTM)

XBIO:

$2.64M

PFE:

$62.46B

Gross Profit (TTM)

XBIO:

$2.64M

PFE:

$42.09B

EBITDA (TTM)

XBIO:

-$4.04M

PFE:

$16.71B

Returns By Period

In the year-to-date period, XBIO achieves a -24.56% return, which is significantly lower than PFE's -11.75% return. Over the past 10 years, XBIO has underperformed PFE with an annualized return of -44.28%, while PFE has yielded a comparatively higher 0.58% annualized return.


XBIO

YTD

-24.56%

1M

21.37%

6M

-17.76%

1Y

-23.91%

5Y*

-19.63%

10Y*

-44.28%

PFE

YTD

-11.75%

1M

2.63%

6M

-10.02%

1Y

-16.34%

5Y*

-4.54%

10Y*

0.58%

*Annualized

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Risk-Adjusted Performance

XBIO vs. PFE — 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 3030
Overall Rank
The Sharpe Ratio Rank of XBIO is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of XBIO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of XBIO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of XBIO is 3535
Calmar Ratio Rank
The Martin Ratio Rank of XBIO is 1818
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 2121
Overall Rank
The Sharpe Ratio Rank of PFE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 2020
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. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xenetic Biosciences, Inc. (XBIO) and Pfizer Inc. (PFE). 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 -0.35, which is higher than the PFE Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of XBIO and PFE, 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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Dividends

XBIO vs. PFE - Dividend Comparison

XBIO has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 7.52%.


TTM20242023202220212020201920182017201620152014
XBIO
Xenetic Biosciences, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFE
Pfizer Inc.
7.52%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%3.34%

Drawdowns

XBIO vs. PFE - Drawdown Comparison

The maximum XBIO drawdown since its inception was -99.94%, which is greater than PFE's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for XBIO and PFE. For additional features, visit the drawdowns tool.


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Volatility

XBIO vs. PFE - Volatility Comparison

Xenetic Biosciences, Inc. (XBIO) has a higher volatility of 13.84% compared to Pfizer Inc. (PFE) at 9.76%. This indicates that XBIO's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

XBIO vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between Xenetic Biosciences, Inc. and Pfizer Inc.. 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
648.82K
13.72B
(XBIO) Total Revenue
(PFE) Total Revenue
Values in USD except per share items