XBIT vs. ^XNG

Last updated Apr 2, 2026

Compare and contrast key facts about XBiotech Inc. (XBIT) and NYSE Arca Natural Gas Index (^XNG).

Performance

XBIT vs. ^XNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XBiotech Inc. (XBIT) and NYSE Arca Natural Gas Index (^XNG). The values are adjusted to include any dividend payments, if applicable.

XBIT vs. ^XNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XBIT XBiotech Inc.	-2.09%	-39.49%	-1.25%	13.96%	-68.46%	-17.46%	-16.15%	267.42%	28.93%	-61.07%
^XNG NYSE Arca Natural Gas Index	24.95%	9.44%	16.55%	2.82%	22.57%	54.17%	-17.49%	-3.37%	-32.78%	-15.65%

Returns By Period

In the year-to-date period, XBIT achieves a -2.09% return, which is significantly lower than ^XNG's 24.95% return. Over the past 10 years, XBIT has underperformed ^XNG with an annualized return of -11.73%, while ^XNG has yielded a comparatively higher 6.67% annualized return.

XBIT

• 1D: -0.43%
• 1M: 0.86%
• YTD: -2.09%
• 6M: -11.36%
• 1Y: -22.52%
• 3Y*: -12.14%
• 5Y*: -30.80%
• 10Y*: -11.73%

^XNG

• 1D: -1.76%
• 1M: 3.48%
• YTD: 24.95%
• 6M: 21.20%
• 1Y: 24.70%
• 3Y*: 20.15%
• 5Y*: 19.40%
• 10Y*: 6.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XBIT vs. ^XNG — Risk / Return Rank

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

XBIT

XBIT Risk / Return Rank: 21
XBIT Sharpe Ratio Rank: 23
XBIT Sortino Ratio Rank: 24
XBIT Omega Ratio Rank: 24
XBIT Calmar Ratio Rank: 16
XBIT Martin Ratio Rank: 19

^XNG

^XNG Risk / Return Rank: 79
^XNG Sharpe Ratio Rank: 83
^XNG Sortino Ratio Rank: 79
^XNG Omega Ratio Rank: 82
^XNG Calmar Ratio Rank: 75
^XNG Martin Ratio Rank: 77

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.

XBIT vs. ^XNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XBiotech Inc. (XBIT) and NYSE Arca Natural Gas Index (^XNG). 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.

	XBIT	^XNG	Difference
Sharpe ratio Return per unit of total volatility	-0.38	1.32	-1.70
Sortino ratio Return per unit of downside risk	-0.22	1.72	-1.93
Omega ratio Gain probability vs. loss probability	0.98	1.26	-0.28
Calmar ratio Return relative to maximum drawdown	-0.70	1.83	-2.53
Martin ratio Return relative to average drawdown	-1.17	6.76	-7.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XBIT vs. ^XNG - Sharpe Ratio Comparison

The current XBIT Sharpe Ratio is -0.38, which is lower than the ^XNG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XBIT and ^XNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XBIT	^XNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	1.32	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.48	0.89	-1.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	0.23	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.21	-0.44

Correlation

The correlation between XBIT and ^XNG is 0.16, 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.

Drawdowns

XBIT vs. ^XNG - Drawdown Comparison

The maximum XBIT drawdown since its inception was -92.67%, which is greater than ^XNG's maximum drawdown of -84.52%. Use the drawdown chart below to compare losses from any high point for XBIT and ^XNG.

Drawdown Indicators

	XBIT	^XNG	Difference
Max Drawdown Largest peak-to-trough decline	-92.67%	-84.52%	-8.15%
Max Drawdown (1Y) Largest decline over 1 year	-39.43%	-14.10%	-25.33%
Max Drawdown (5Y) Largest decline over 5 years	-87.21%	-25.27%	-61.94%
Max Drawdown (10Y) Largest decline over 10 years	-90.72%	-77.64%	-13.08%
Current Drawdown Current decline from peak	-91.38%	-8.78%	-82.60%
Average Drawdown Average peak-to-trough decline	-69.78%	-27.37%	-42.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.84%	3.81%	+20.03%

Volatility

XBIT vs. ^XNG - Volatility Comparison

XBiotech Inc. (XBIT) has a higher volatility of 7.77% compared to NYSE Arca Natural Gas Index (^XNG) at 4.73%. This indicates that XBIT's price experiences larger fluctuations and is considered to be riskier than ^XNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XBIT	^XNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.77%	4.73%	+3.04%
Volatility (6M) Calculated over the trailing 6-month period	40.36%	11.23%	+29.13%
Volatility (1Y) Calculated over the trailing 1-year period	59.87%	18.78%	+41.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.08%	21.89%	+42.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	75.92%	29.27%	+46.65%