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

Correlation

The correlation between XBIO and XOM is 0.46, 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. XOM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XBIO:

-0.30

XOM:

-0.26

Sortino Ratio

XBIO:

0.07

XOM:

-0.39

Omega Ratio

XBIO:

1.01

XOM:

0.95

Calmar Ratio

XBIO:

-0.18

XOM:

-0.50

Martin Ratio

XBIO:

-0.89

XOM:

-1.09

Ulcer Index

XBIO:

20.36%

XOM:

8.72%

Daily Std Dev

XBIO:

68.29%

XOM:

23.92%

Max Drawdown

XBIO:

-99.94%

XOM:

-62.40%

Current Drawdown

XBIO:

-99.92%

XOM:

-15.63%

Fundamentals

Market Cap

XBIO:

$4.70M

XOM:

$444.02B

EPS

XBIO:

-$2.38

XOM:

$7.54

PEG Ratio

XBIO:

0.00

XOM:

5.16

PS Ratio

XBIO:

1.82

XOM:

1.30

PB Ratio

XBIO:

0.92

XOM:

1.69

Total Revenue (TTM)

XBIO:

$2.58M

XOM:

$339.89B

Gross Profit (TTM)

XBIO:

$2.64M

XOM:

$76.32B

EBITDA (TTM)

XBIO:

-$3.88M

XOM:

$73.42B

Returns By Period

In the year-to-date period, XBIO achieves a -23.66% return, which is significantly lower than XOM's -2.47% return. Over the past 10 years, XBIO has underperformed XOM with an annualized return of -42.93%, while XOM has yielded a comparatively higher 6.47% annualized return.


XBIO

YTD

-23.66%

1M

13.02%

6M

-25.80%

1Y

-21.88%

3Y*

-24.23%

5Y*

-21.16%

10Y*

-42.93%

XOM

YTD

-2.47%

1M

-4.28%

6M

-13.86%

1Y

-5.99%

3Y*

6.56%

5Y*

23.73%

10Y*

6.47%

*Annualized

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Xenetic Biosciences, Inc.

Exxon Mobil Corporation

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

Risk-Adjusted Performance

XBIO vs. XOM — 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 3737
Overall Rank
The Sharpe Ratio Rank of XBIO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XBIO is 3939
Sortino Ratio Rank
The Omega Ratio Rank of XBIO is 3939
Omega Ratio Rank
The Calmar Ratio Rank of XBIO is 4040
Calmar Ratio Rank
The Martin Ratio Rank of XBIO is 3131
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 2727
Overall Rank
The Sharpe Ratio Rank of XOM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 2020
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 2424
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. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xenetic Biosciences, Inc. (XBIO) and Exxon Mobil Corporation (XOM). 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 comparable to the XOM Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of XBIO and XOM, 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. XOM - Dividend Comparison

XBIO has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.80%.


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%
XOM
Exxon Mobil Corporation
3.80%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

XBIO vs. XOM - Drawdown Comparison

The maximum XBIO drawdown since its inception was -99.94%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XBIO and XOM.


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

Volatility

XBIO vs. XOM - Volatility Comparison

Xenetic Biosciences, Inc. (XBIO) has a higher volatility of 12.87% compared to Exxon Mobil Corporation (XOM) at 5.66%. This indicates that XBIO's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

XBIO vs. XOM - Financials Comparison

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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
593.26K
81.06B
(XBIO) Total Revenue
(XOM) Total Revenue
Values in USD except per share items