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XENE vs. BZQIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XENE vs. BZQIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xenon Pharmaceuticals Inc. (XENE) and Bezeq Corp Ltd (BZQIY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XENE achieves a 22.24% return, which is significantly higher than BZQIY's 16.77% return. Over the past 10 years, XENE has outperformed BZQIY with an annualized return of 24.15%, while BZQIY has yielded a comparatively lower 7.02% annualized return.


XENE

1D
3.55%
1M
1.14%
YTD
22.24%
6M
18.90%
1Y
70.95%
3Y*
11.05%
5Y*
24.94%
10Y*
24.15%

BZQIY

1D
0.00%
1M
-12.06%
YTD
16.77%
6M
16.77%
1Y
79.12%
3Y*
38.12%
5Y*
22.71%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XENE vs. BZQIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XENE
Xenon Pharmaceuticals Inc.
22.24%14.34%-14.89%16.81%26.22%103.12%17.32%107.77%123.36%-63.31%
BZQIY
Bezeq Corp Ltd
16.77%65.06%16.21%-13.14%17.10%48.36%20.80%-17.74%-35.39%-16.29%

Correlation

The correlation between XENE and BZQIY is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2014

-0.00

Fundamentals

Market Cap

XENE:

$4.79B

BZQIY:

$6.89B

EPS

XENE:

-$4.72

BZQIY:

₪2.37

PB Ratio

XENE:

3.45

BZQIY:

6.50

Total Revenue (TTM)

XENE:

$0.00

BZQIY:

₪8.64B

Gross Profit (TTM)

XENE:

-$78.30M

BZQIY:

₪6.23B

EBITDA (TTM)

XENE:

-$399.62M

BZQIY:

₪3.73B

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Return for Risk

XENE vs. BZQIY — Risk / Return Rank

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

XENE
XENE Risk / Return Rank: 8585
Overall Rank
XENE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XENE Sortino Ratio Rank: 9090
Sortino Ratio Rank
XENE Omega Ratio Rank: 8686
Omega Ratio Rank
XENE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XENE Martin Ratio Rank: 8686
Martin Ratio Rank

BZQIY
BZQIY Risk / Return Rank: 9090
Overall Rank
BZQIY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BZQIY Sortino Ratio Rank: 8585
Sortino Ratio Rank
BZQIY Omega Ratio Rank: 9898
Omega Ratio Rank
BZQIY Calmar Ratio Rank: 9393
Calmar Ratio Rank
BZQIY Martin Ratio Rank: 9494
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.

XENE vs. BZQIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xenon Pharmaceuticals Inc. (XENE) and Bezeq Corp Ltd (BZQIY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XENEBZQIYDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.35

1.71

-0.36

Calmar ratioReturn relative to maximum drawdown

3.88

5.25

-1.37

Martin ratioReturn relative to average drawdown

8.65

15.58

-6.93

XENE vs. BZQIY - Sharpe Ratio Comparison

The current XENE Sharpe Ratio is 1.19, which is comparable to the BZQIY Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XENE and BZQIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XENE vs. BZQIY - Drawdown Comparison

The maximum XENE drawdown since its inception was -90.43%, which is greater than BZQIY's maximum drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for XENE and BZQIY.


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Drawdown Indicators


XENEBZQIYDifference

Max Drawdown

Largest peak-to-trough decline

-90.43%

-76.40%

-14.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.40%

-15.15%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-43.59%

-41.64%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-43.59%

-43.14%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-77.66%

-73.44%

-4.22%

Current Drawdown

Current decline from peak

-12.70%

-12.06%

-0.64%

Average Drawdown

Average peak-to-trough decline

-39.42%

-32.69%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.23%

5.09%

+3.14%

Volatility

XENE vs. BZQIY - Volatility Comparison

The current volatility for Xenon Pharmaceuticals Inc. (XENE) is 8.27%, while Bezeq Corp Ltd (BZQIY) has a volatility of 12.12%. This indicates that XENE experiences smaller price fluctuations and is considered to be less risky than BZQIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XENEBZQIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

12.12%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

46.47%

32.41%

+14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

59.90%

52.55%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.60%

62.10%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.41%

54.15%

+12.26%

Dividends

XENE vs. BZQIY - Dividend Comparison

XENE has not paid dividends to shareholders, while BZQIY's dividend yield for the trailing twelve months is around 5.16%.


PositionTTM20252024202320222021202020192018201720162015
BZQIY
Bezeq Corp Ltd
5.16%4.61%5.36%4.77%3.73%0.00%0.00%0.00%4.87%5.78%11.67%8.00%
XENE
Xenon Pharmaceuticals 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%

Financials

XENE vs. BZQIY - Financials Comparison

This section allows you to compare key financial metrics between Xenon Pharmaceuticals Inc. and Bezeq Corp 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


0.00500.00M1.00B1.50B2.00B202220232024202520260
2.17B
(XENE) Total Revenue
(BZQIY) Total Revenue
Please note, different currencies. XENE values in USD, BZQIY values in ILS

Frequently Asked Questions


XENE and BZQIY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BZQIY has higher volatility (12.12%) compared to XENE (8.27%). In terms of maximum drawdown, XENE dropped -90.43% vs BZQIY's -76.40%.

BZQIY currently has the higher Sharpe Ratio (1.52 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for XENE and BZQIY

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