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XERS vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XERS vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xeris Biopharma Holdings, Inc. (XERS) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XERS achieves a -5.73% return, which is significantly higher than BTC-USD's -30.61% return.


XERS

1D
2.78%
1M
19.55%
YTD
-5.73%
6M
2.64%
1Y
58.80%
3Y*
36.18%
5Y*
9.00%
10Y*

BTC-USD

1D
-3.08%
1M
-21.40%
YTD
-30.61%
6M
-30.69%
1Y
-42.79%
3Y*
25.82%
5Y*
13.96%
10Y*
57.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XERS vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XERS
Xeris Biopharma Holdings, Inc.
-5.73%131.56%44.26%76.69%-54.61%-40.45%-30.21%-58.53%7.94%
BTC-USD
Bitcoin
-30.61%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-45.36%

Correlation

The correlation between XERS and BTC-USD is 0.07, 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

0.07

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

0.17

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2018

0.12

The correlation between XERS and BTC-USD shifts across timeframes, from 0.07 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XERS vs. BTC-USD — Risk / Return Rank

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

XERS
XERS Risk / Return Rank: 7070
Overall Rank
XERS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XERS Sortino Ratio Rank: 7272
Sortino Ratio Rank
XERS Omega Ratio Rank: 7474
Omega Ratio Rank
XERS Calmar Ratio Rank: 6868
Calmar Ratio Rank
XERS Martin Ratio Rank: 6464
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2222
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3737
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 88
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.

XERS vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xeris Biopharma Holdings, Inc. (XERS) and Bitcoin (BTC-USD). 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.


XERSBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.24

0.85

+0.39

Calmar ratioReturn relative to maximum drawdown

1.27

-0.83

+2.10

Martin ratioReturn relative to average drawdown

2.21

-1.40

+3.61

XERS vs. BTC-USD - Sharpe Ratio Comparison

The current XERS Sharpe Ratio is 1.06, which is higher than the BTC-USD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of XERS and BTC-USD, 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

XERS vs. BTC-USD - Drawdown Comparison

The maximum XERS drawdown since its inception was -96.22%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XERS and BTC-USD.


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Drawdown Indicators


XERSBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.22%

-85.30%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-46.57%

-51.32%

+4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-47.20%

-51.32%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-78.59%

-76.67%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-72.82%

-51.32%

-21.50%

Average Drawdown

Average peak-to-trough decline

-78.99%

-42.41%

-36.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.66%

31.43%

-4.77%

Volatility

XERS vs. BTC-USD - Volatility Comparison

The current volatility for Xeris Biopharma Holdings, Inc. (XERS) is 9.80%, while Bitcoin (BTC-USD) has a volatility of 12.46%. This indicates that XERS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XERSBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

12.46%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

33.25%

34.72%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

55.68%

35.61%

+20.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.30%

44.27%

+24.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.59%

56.41%

+23.18%

Frequently Asked Questions


XERS and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.46%) compared to XERS (9.80%). In terms of maximum drawdown, XERS dropped -96.22% vs BTC-USD's -85.30%.

XERS currently has the higher Sharpe Ratio (1.06 vs -1.00), 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 XERS and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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