XLO vs. NANC

In the year-to-date period, XLO achieves a 12.04% return, which is significantly higher than NANC's 1.76% return.

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This table presents a comparison of risk-adjusted performance metrics for Xilio Therapeutics, Inc. (XLO) and Subversive Unusual Whales Democratic ETF (NANC). 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 XLO Sharpe Ratio is 0.09, which is lower than the NANC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XLO and NANC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XLO has not paid dividends to shareholders, while NANC's dividend yield for the trailing twelve months is around 0.20%.

The maximum XLO drawdown since its inception was -98.01%, which is greater than NANC's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for XLO and NANC.

Xilio Therapeutics, Inc. (XLO) has a higher volatility of 59.80% compared to Subversive Unusual Whales Democratic ETF (NANC) at 5.03%. This indicates that XLO's price experiences larger fluctuations and is considered to be riskier than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.