PortfoliosLab logo
XES vs. XPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XES and XPRO is 0.35, 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.


Performance

XES vs. XPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Oil & Gas Equipment & Services ETF (XES) and Expro Group Holdings N.V. (XPRO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

XES:

-0.84

XPRO:

-1.12

Sortino Ratio

XES:

-1.14

XPRO:

-2.03

Omega Ratio

XES:

0.85

XPRO:

0.75

Calmar Ratio

XES:

-0.40

XPRO:

-0.87

Martin Ratio

XES:

-1.60

XPRO:

-1.46

Ulcer Index

XES:

21.89%

XPRO:

43.28%

Daily Std Dev

XES:

40.02%

XPRO:

55.09%

Max Drawdown

XES:

-95.65%

XPRO:

-72.17%

Current Drawdown

XES:

-86.08%

XPRO:

-66.49%

Returns By Period

In the year-to-date period, XES achieves a -23.68% return, which is significantly higher than XPRO's -33.28% return.


XES

YTD

-23.68%

1M

0.89%

6M

-29.52%

1Y

-35.07%

3Y*

-7.07%

5Y*

14.25%

10Y*

-13.26%

XPRO

YTD

-33.28%

1M

-0.12%

6M

-40.10%

1Y

-62.10%

3Y*

-15.25%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Expro Group Holdings N.V.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XES vs. XPRO — Risk-Adjusted Performance Rank

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

XES
The Risk-Adjusted Performance Rank of XES is 11
Overall Rank
The Sharpe Ratio Rank of XES is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of XES is 11
Sortino Ratio Rank
The Omega Ratio Rank of XES is 11
Omega Ratio Rank
The Calmar Ratio Rank of XES is 33
Calmar Ratio Rank
The Martin Ratio Rank of XES is 11
Martin Ratio Rank

XPRO
The Risk-Adjusted Performance Rank of XPRO is 33
Overall Rank
The Sharpe Ratio Rank of XPRO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of XPRO is 22
Sortino Ratio Rank
The Omega Ratio Rank of XPRO is 33
Omega Ratio Rank
The Calmar Ratio Rank of XPRO is 33
Calmar Ratio Rank
The Martin Ratio Rank of XPRO is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XES vs. XPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Equipment & Services ETF (XES) and Expro Group Holdings N.V. (XPRO). 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.


The current XES Sharpe Ratio is -0.84, which is comparable to the XPRO Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of XES and XPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XES vs. XPRO - Dividend Comparison

XES's dividend yield for the trailing twelve months is around 1.95%, while XPRO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.95%1.32%0.66%0.36%1.81%1.33%1.43%1.15%1.68%0.64%2.47%1.60%
XPRO
Expro Group Holdings N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XES vs. XPRO - Drawdown Comparison

The maximum XES drawdown since its inception was -95.65%, which is greater than XPRO's maximum drawdown of -72.17%. Use the drawdown chart below to compare losses from any high point for XES and XPRO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XES vs. XPRO - Volatility Comparison

The current volatility for SPDR S&P Oil & Gas Equipment & Services ETF (XES) is 9.81%, while Expro Group Holdings N.V. (XPRO) has a volatility of 14.49%. This indicates that XES experiences smaller price fluctuations and is considered to be less risky than XPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...