XGN vs. FOA

Last updated Aug 1, 2026

XGN (Exagen Inc.) and FOA (Finance Of America Companies Inc.) are both stocks. XGN operates in Diagnostics & Research (Healthcare), while FOA operates in Credit Services (Financial Services). Over the past 5 years, XGN returned -17.59%/yr vs -18.81%/yr for FOA. Their 0.10 correlation means their historical movements had little consistent relationship.

Performance

XGN vs. FOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exagen Inc. (XGN) and Finance Of America Companies Inc. (FOA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XGN achieves a -25.49% return, which is significantly lower than FOA's -6.03% return.

XGN

• 1D: -3.00%
• 1M: -0.22%
• 6M: 23.10%
• YTD: -25.49%
• 1Y: -47.51%
• 3Y*: 21.91%
• 5Y*: -17.59%
• 10Y*: —
• ALL TIME*: -17.38%

FOA

• 1D: -1.86%
• 1M: -17.18%
• 6M: -2.32%
• YTD: -6.03%
• 1Y: 9.17%
• 3Y*: 5.45%
• 5Y*: -18.81%
• 10Y*: —
• ALL TIME*: -18.05%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FOA Finance Of America Companies Inc.	$1.17M	$1.47M	$1.37M
XGN Exagen Inc.	$1.07M	$1.02M	$1.70M

XGN vs. FOA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XGN Exagen Inc.	-25.49%	48.29%	106.03%	-17.08%	-79.36%	-11.89%	-48.03%	51.19%
FOA Finance Of America Companies Inc.	-6.03%	-13.90%	155.64%	-13.39%	-68.01%	-61.83%	3.69%	1.01%

Correlation

The correlation between XGN and FOA is 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.18
Correlation (3Y) Balances recent behavior with more history.	0.11
Correlation (5Y) Shows whether the relationship held over a longer period.	0.11
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019	0.10

Fundamentals

Market Cap XGN : $109.44M FOA : $203.31M
EPS XGN : -$0.89 FOA : $5.13
PS Ratio XGN : 1.51 FOA : 0.11
Total Revenue (TTM) XGN : $68.38M FOA : $1.15B
Gross Profit (TTM) XGN : $39.88M FOA : $623.72M
EBITDA (TTM) XGN : -$15.91M FOA : $1.78B

Return for Risk

XGN vs. FOA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XGN

XGN Risk / Return Rank: 19
XGN Sharpe Ratio Rank: 15
XGN Sortino Ratio Rank: 15
XGN Omega Ratio Rank: 17
XGN Calmar Ratio Rank: 22
XGN Martin Ratio Rank: 27

FOA

FOA Risk / Return Rank: 48
FOA Sharpe Ratio Rank: 49
FOA Sortino Ratio Rank: 48
FOA Omega Ratio Rank: 46
FOA Calmar Ratio Rank: 48
FOA Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XGN vs. FOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exagen Inc. (XGN) and Finance Of America Companies Inc. (FOA). 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.

	XGN	FOA	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	0.11	-0.76
Sortino ratio: Return per unit of downside risk	-0.81	0.56	-1.37
Omega ratio: Gain probability vs. loss probability	0.91	1.07	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.59	0.13	-0.72
Martin ratio: Return relative to average drawdown	-0.86	0.23	-1.09

XGN vs. FOA - Sharpe Ratio Comparison

The current XGN Sharpe Ratio is -0.65, which is lower than the FOA Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of XGN and FOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XGN vs. FOA - Drawdown Comparison

The maximum XGN drawdown since its inception was -95.22%, roughly equal to the maximum FOA drawdown of -96.13%. Use the drawdown chart below to compare losses from any high point for XGN and FOA.

Drawdown Indicators

	XGN	FOA	Difference
Max Drawdown Largest peak-to-trough decline	-95.22%	-96.13%	+0.91%
Max Drawdown (1Y) Largest decline over 1 year	-77.84%	-45.07%	-32.77%
Max Drawdown (3Y) Largest decline over 3 years	-77.84%	-77.61%	-0.23%
Max Drawdown (5Y) Largest decline over 5 years	-90.58%	-93.30%	+2.72%
Current Drawdown Current decline from peak	-84.09%	-80.42%	-3.67%
Average Drawdown Average peak-to-trough decline	-71.09%	-57.86%	-13.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	53.41%	25.14%	+28.27%

Volatility

XGN vs. FOA - Volatility Comparison

Exagen Inc. (XGN) has a higher volatility of 23.42% compared to Finance Of America Companies Inc. (FOA) at 13.61%. This indicates that XGN's price experiences larger fluctuations and is considered to be riskier than FOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XGN	FOA	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.42%	13.61%	+9.81%
Volatility (6M) Calculated over the trailing 6-month period	60.11%	37.72%	+22.39%
Volatility (1Y) Calculated over the trailing 1-year period	71.60%	50.58%	+21.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.50%	76.96%	+6.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.27%	65.38%	+22.89%

Dividends

XGN vs. FOA - Dividend Comparison

Neither XGN nor FOA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both XGN and FOA in my portfolio?

XGN and FOA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XGN or FOA?

XGN has higher volatility (23.42%) compared to FOA (13.61%). In terms of maximum drawdown, XGN dropped -95.22% vs FOA's -96.13%.

Which has better risk-adjusted returns?

FOA currently has the higher Sharpe Ratio (0.11 vs -0.65), 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.