XOMA vs. SHELL.AS

In the year-to-date period, XOMA achieves a 62.22% return, which is significantly higher than SHELL.AS's 9.38% return. Over the past 10 years, XOMA has underperformed SHELL.AS with an annualized return of -10.61%, while SHELL.AS has yielded a comparatively higher 6.20% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for XOMA Corporation (XOMA) and Shell plc (SHELL.AS). 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 XOMA Sharpe Ratio is 1.77, which is higher than the SHELL.AS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XOMA and SHELL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XOMA has not paid dividends to shareholders, while SHELL.AS's dividend yield for the trailing twelve months is around 4.05%.

The maximum XOMA drawdown since its inception was -99.96%, which is greater than SHELL.AS's maximum drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for XOMA and SHELL.AS. For additional features, visit the drawdowns tool.

XOMA Corporation (XOMA) has a higher volatility of 14.77% compared to Shell plc (SHELL.AS) at 5.62%. This indicates that XOMA's price experiences larger fluctuations and is considered to be riskier than SHELL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between XOMA Corporation and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.