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XBIT vs. IHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBIT vs. IHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XBiotech Inc. (XBIT) and iShares U.S. Medical Devices ETF (IHI). The values are adjusted to include any dividend payments, if applicable.

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XBIT vs. IHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBIT
XBiotech Inc.
-2.09%-39.49%-1.25%13.96%-68.46%-17.46%-16.15%267.42%28.93%-61.07%
IHI
iShares U.S. Medical Devices ETF
-13.96%6.88%8.62%3.24%-19.80%21.03%24.17%32.75%15.45%30.81%

Returns By Period

In the year-to-date period, XBIT achieves a -2.09% return, which is significantly higher than IHI's -13.96% return. Over the past 10 years, XBIT has underperformed IHI with an annualized return of -11.73%, while IHI has yielded a comparatively higher 10.42% 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%

IHI

1D
0.15%
1M
-10.33%
YTD
-13.96%
6M
-10.09%
1Y
-10.56%
3Y*
0.13%
5Y*
-0.17%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XBIT vs. IHI — Risk / Return Rank

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

XBIT
XBIT Risk / Return Rank: 2121
Overall Rank
XBIT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XBIT Sortino Ratio Rank: 2424
Sortino Ratio Rank
XBIT Omega Ratio Rank: 2424
Omega Ratio Rank
XBIT Calmar Ratio Rank: 1616
Calmar Ratio Rank
XBIT Martin Ratio Rank: 1919
Martin Ratio Rank

IHI
IHI Risk / Return Rank: 22
Overall Rank
IHI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IHI Sortino Ratio Rank: 33
Sortino Ratio Rank
IHI Omega Ratio Rank: 33
Omega Ratio Rank
IHI Calmar Ratio Rank: 33
Calmar Ratio Rank
IHI Martin Ratio Rank: 00
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.

XBIT vs. IHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XBiotech Inc. (XBIT) and iShares U.S. Medical Devices ETF (IHI). 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.


XBITIHIDifference

Sharpe ratio

Return per unit of total volatility

-0.38

-0.56

+0.18

Sortino ratio

Return per unit of downside risk

-0.22

-0.69

+0.48

Omega ratio

Gain probability vs. loss probability

0.98

0.92

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.70

-0.60

-0.11

Martin ratio

Return relative to average drawdown

-1.17

-1.88

+0.72

XBIT vs. IHI - Sharpe Ratio Comparison

The current XBIT Sharpe Ratio is -0.38, which is higher than the IHI Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of XBIT and IHI, 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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Sharpe Ratios by Period


XBITIHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

-0.56

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

-0.01

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.53

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.49

-0.72

Correlation

The correlation between XBIT and IHI is 0.23, 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.


Dividends

XBIT vs. IHI - Dividend Comparison

XBIT has not paid dividends to shareholders, while IHI's dividend yield for the trailing twelve months is around 0.42%.


TTM20252024202320222021202020192018201720162015
XBIT
XBiotech Inc.
0.00%0.00%0.00%0.00%0.00%22.46%0.00%0.00%0.00%0.00%0.00%0.00%
IHI
iShares U.S. Medical Devices ETF
0.42%0.34%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%

Drawdowns

XBIT vs. IHI - Drawdown Comparison

The maximum XBIT drawdown since its inception was -92.67%, which is greater than IHI's maximum drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for XBIT and IHI.


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Drawdown Indicators


XBITIHIDifference

Max Drawdown

Largest peak-to-trough decline

-92.67%

-49.65%

-43.02%

Max Drawdown (1Y)

Largest decline over 1 year

-39.43%

-18.27%

-21.16%

Max Drawdown (5Y)

Largest decline over 5 years

-87.21%

-33.12%

-54.09%

Max Drawdown (10Y)

Largest decline over 10 years

-90.72%

-33.25%

-57.47%

Current Drawdown

Current decline from peak

-91.38%

-18.76%

-72.62%

Average Drawdown

Average peak-to-trough decline

-69.78%

-8.20%

-61.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.84%

5.79%

+18.05%

Volatility

XBIT vs. IHI - Volatility Comparison

XBiotech Inc. (XBIT) has a higher volatility of 7.77% compared to iShares U.S. Medical Devices ETF (IHI) at 5.24%. This indicates that XBIT's price experiences larger fluctuations and is considered to be riskier than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBITIHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

5.24%

+2.53%

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%

18.89%

+40.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.08%

18.74%

+45.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.92%

19.63%

+56.29%