XERS vs. GC=F

Last updated Apr 2, 2026

Compare and contrast key facts about Xeris Biopharma Holdings, Inc. (XERS) and Gold (GC=F).

Performance

XERS vs. GC=F - Performance Comparison

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

XERS vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XERS Xeris Biopharma Holdings, Inc.	-23.06%	131.56%	44.26%	76.69%	-54.61%	-40.45%	-30.21%	-58.53%	-15.92%
GC=F Gold	8.72%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	0.88%

Returns By Period

In the year-to-date period, XERS achieves a -23.06% return, which is significantly lower than GC=F's 8.72% return.

XERS

• 1D: 4.14%
• 1M: 0.33%
• YTD: -23.06%
• 6M: -24.59%
• 1Y: 18.90%
• 3Y*: 54.74%
• 5Y*: 6.02%
• 10Y*: —

GC=F

• 1D: -1.68%
• 1M: -7.92%
• YTD: 8.72%
• 6M: 22.48%
• 1Y: 49.77%
• 3Y*: 33.33%
• 5Y*: 22.19%
• 10Y*: 14.46%

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

Return for Risk

XERS vs. GC=F — Risk / Return Rank

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

XERS

XERS Risk / Return Rank: 49
XERS Sharpe Ratio Rank: 52
XERS Sortino Ratio Rank: 52
XERS Omega Ratio Rank: 51
XERS Calmar Ratio Rank: 46
XERS Martin Ratio Rank: 46

GC=F

GC=F Risk / Return Rank: 82
GC=F Sharpe Ratio Rank: 83
GC=F Sortino Ratio Rank: 89
GC=F Omega Ratio Rank: 77
GC=F Calmar Ratio Rank: 69
GC=F Martin Ratio Rank: 90

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xeris Biopharma Holdings, Inc. (XERS) and Gold (GC=F). 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.

	XERS	GC=F	Difference
Sharpe ratio Return per unit of total volatility	0.31	1.72	-1.41
Sortino ratio Return per unit of downside risk	0.89	2.13	-1.24
Omega ratio Gain probability vs. loss probability	1.12	1.32	-0.20
Calmar ratio Return relative to maximum drawdown	0.22	2.64	-2.42
Martin ratio Return relative to average drawdown	0.47	9.67	-9.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XERS vs. GC=F - Sharpe Ratio Comparison

The current XERS Sharpe Ratio is 0.31, which is lower than the GC=F Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of XERS and GC=F, 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

	XERS	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	1.72	-1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	1.23	-1.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.64	-0.82

Correlation

The correlation between XERS and GC=F is 0.05, 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

XERS vs. GC=F - Drawdown Comparison

The maximum XERS drawdown since its inception was -96.22%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for XERS and GC=F.

Drawdown Indicators

	XERS	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-96.22%	-44.36%	-51.86%
Max Drawdown (1Y) Largest decline over 1 year	-46.57%	-17.73%	-28.84%
Max Drawdown (5Y) Largest decline over 5 years	-78.59%	-20.43%	-58.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.87%	—
Current Drawdown Current decline from peak	-77.82%	-11.58%	-66.24%
Average Drawdown Average peak-to-trough decline	-79.09%	-13.03%	-66.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.19%	4.83%	+16.36%

Volatility

XERS vs. GC=F - Volatility Comparison

Xeris Biopharma Holdings, Inc. (XERS) has a higher volatility of 15.22% compared to Gold (GC=F) at 11.34%. This indicates that XERS's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XERS	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.22%	11.34%	+3.88%
Volatility (6M) Calculated over the trailing 6-month period	43.33%	24.65%	+18.68%
Volatility (1Y) Calculated over the trailing 1-year period	61.79%	27.83%	+33.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.47%	17.97%	+51.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.84%	16.37%	+63.47%