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XGN vs. FOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, XGN achieves a -27.30% return, which is significantly lower than FOA's -16.89% return.


XGN

1D
-2.64%
1M
3.76%
YTD
-27.30%
6M
-33.33%
1Y
-38.87%
3Y*
12.43%
5Y*
-22.83%
10Y*

FOA

1D
0.30%
1M
3.55%
YTD
-16.89%
6M
-11.56%
1Y
-3.82%
3Y*
1.22%
5Y*
-24.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGN vs. FOA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XGN
Exagen Inc.
-27.30%48.29%106.03%-17.08%-79.36%-11.89%-48.03%51.19%
FOA
Finance Of America Companies Inc.
-16.89%-13.90%155.64%-13.39%-68.01%-61.83%3.69%1.01%

Correlation

The correlation between XGN and FOA is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.11

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

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.11

Fundamentals

EPS

XGN:

-$0.90

FOA:

$4.39

PS Ratio

XGN:

1.45

FOA:

0.12

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

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Return for Risk

XGN vs. FOA — Risk / Return Rank

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

XGN
XGN Risk / Return Rank: 2121
Overall Rank
XGN Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGN Sortino Ratio Rank: 1919
Sortino Ratio Rank
XGN Omega Ratio Rank: 2020
Omega Ratio Rank
XGN Calmar Ratio Rank: 2525
Calmar Ratio Rank
XGN Martin Ratio Rank: 2626
Martin Ratio Rank

FOA
FOA Risk / Return Rank: 3838
Overall Rank
FOA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FOA Sortino Ratio Rank: 3636
Sortino Ratio Rank
FOA Omega Ratio Rank: 3636
Omega Ratio Rank
FOA Calmar Ratio Rank: 3939
Calmar Ratio Rank
FOA Martin Ratio Rank: 3939
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.

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.


XGNFOADifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

0.93

1.03

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.09

-0.42

Martin ratioReturn relative to average drawdown

-0.79

-0.16

-0.63

XGN vs. FOA - Sharpe Ratio Comparison

The current XGN Sharpe Ratio is -0.56, which is lower than the FOA Sharpe Ratio of -0.08. 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.


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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.


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Drawdown Indicators


XGNFOADifference

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%

-77.83%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-91.50%

-94.58%

+3.08%

Current Drawdown

Current decline from peak

-84.48%

-82.69%

-1.79%

Average Drawdown

Average peak-to-trough decline

-70.88%

-57.54%

-13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.25%

24.56%

+24.69%

Volatility

XGN vs. FOA - Volatility Comparison

Exagen Inc. (XGN) has a higher volatility of 28.54% compared to Finance Of America Companies Inc. (FOA) at 10.06%. 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.


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Volatility by Period


XGNFOADifference

Volatility (1M)

Calculated over the trailing 1-month period

28.54%

10.06%

+18.48%

Volatility (6M)

Calculated over the trailing 6-month period

59.22%

33.20%

+26.02%

Volatility (1Y)

Calculated over the trailing 1-year period

70.16%

47.24%

+22.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.17%

76.53%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.52%

65.32%

+23.20%

Dividends

XGN vs. FOA - Dividend Comparison

Neither XGN nor FOA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

XGN vs. FOA - Financials Comparison

This section allows you to compare key financial metrics between Exagen Inc. and Finance Of America Companies Inc.. 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


0.00200.00M400.00M600.00M800.00M20222023202420252026
17.31M
0
(XGN) Total Revenue
(FOA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


XGN and FOA have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XGN has higher volatility (28.54%) compared to FOA (10.06%). In terms of maximum drawdown, XGN dropped -95.22% vs FOA's -96.13%.

FOA currently has the higher Sharpe Ratio (-0.08 vs -0.56), 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

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