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

Correlation

The correlation between XPRO and XES 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

XPRO vs. XES - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XPRO:

-1.08

XES:

-0.77

Sortino Ratio

XPRO:

-1.70

XES:

-0.88

Omega Ratio

XPRO:

0.79

XES:

0.88

Calmar Ratio

XPRO:

-0.79

XES:

-0.34

Martin Ratio

XPRO:

-1.39

XES:

-1.44

Ulcer Index

XPRO:

41.06%

XES:

20.54%

Daily Std Dev

XPRO:

55.09%

XES:

40.07%

Max Drawdown

XPRO:

-72.17%

XES:

-95.65%

Current Drawdown

XPRO:

-65.61%

XES:

-85.14%

Returns By Period

In the year-to-date period, XPRO achieves a -31.52% return, which is significantly lower than XES's -18.55% return.


XPRO

YTD

-31.52%

1M

6.88%

6M

-36.51%

1Y

-59.31%

5Y*

N/A

10Y*

N/A

XES

YTD

-18.55%

1M

13.00%

6M

-22.83%

1Y

-30.76%

5Y*

20.40%

10Y*

-12.94%

*Annualized

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Risk-Adjusted Performance

XPRO vs. XES — Risk-Adjusted Performance Rank

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

XPRO
The Risk-Adjusted Performance Rank of XPRO is 55
Overall Rank
The Sharpe Ratio Rank of XPRO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of XPRO is 44
Sortino Ratio Rank
The Omega Ratio Rank of XPRO is 55
Omega Ratio Rank
The Calmar Ratio Rank of XPRO is 55
Calmar Ratio Rank
The Martin Ratio Rank of XPRO is 99
Martin Ratio Rank

XES
The Risk-Adjusted Performance Rank of XES is 22
Overall Rank
The Sharpe Ratio Rank of XES is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of XES is 22
Sortino Ratio Rank
The Omega Ratio Rank of XES is 11
Omega Ratio Rank
The Calmar Ratio Rank of XES is 44
Calmar Ratio Rank
The Martin Ratio Rank of XES is 11
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.

XPRO vs. XES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expro Group Holdings N.V. (XPRO) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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 XPRO Sharpe Ratio is -1.08, which is lower than the XES Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of XPRO and XES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XPRO vs. XES - Dividend Comparison

XPRO has not paid dividends to shareholders, while XES's dividend yield for the trailing twelve months is around 1.83%.


TTM20242023202220212020201920182017201620152014
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%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.83%1.31%0.66%0.36%1.81%1.33%1.43%1.15%1.68%0.64%2.47%1.59%

Drawdowns

XPRO vs. XES - Drawdown Comparison

The maximum XPRO drawdown since its inception was -72.17%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for XPRO and XES. For additional features, visit the drawdowns tool.


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Volatility

XPRO vs. XES - Volatility Comparison

Expro Group Holdings N.V. (XPRO) has a higher volatility of 13.99% compared to SPDR S&P Oil & Gas Equipment & Services ETF (XES) at 10.81%. This indicates that XPRO's price experiences larger fluctuations and is considered to be riskier than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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