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XRH0.L vs. STTK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRH0.L vs. STTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Physical Rhodium ETC (XRH0.L) and Shattuck Labs, Inc. (STTK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRH0.L achieves a -15.28% return, which is significantly lower than STTK's 31.51% return.


XRH0.L

1D
0.78%
1M
-3.00%
YTD
-15.28%
6M
10.23%
1Y
73.21%
3Y*
18.90%
5Y*
-13.58%
10Y*
29.93%

STTK

1D
1.05%
1M
-26.61%
YTD
31.51%
6M
61.62%
1Y
313.79%
3Y*
18.56%
5Y*
-30.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRH0.L vs. STTK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XRH0.L
Xtrackers Physical Rhodium ETC
-15.28%205.23%-14.69%-60.81%-4.46%-15.51%28.35%
STTK
Shattuck Labs, Inc.
31.51%201.65%-83.03%210.00%-72.97%-83.76%170.85%

Correlation

The correlation between XRH0.L and STTK is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2020

-0.01

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Return for Risk

XRH0.L vs. STTK — Risk / Return Rank

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

XRH0.L
XRH0.L Risk / Return Rank: 3434
Overall Rank
XRH0.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XRH0.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XRH0.L Omega Ratio Rank: 3636
Omega Ratio Rank
XRH0.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
XRH0.L Martin Ratio Rank: 2929
Martin Ratio Rank

STTK
STTK Risk / Return Rank: 9393
Overall Rank
STTK Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
STTK Sortino Ratio Rank: 9292
Sortino Ratio Rank
STTK Omega Ratio Rank: 8989
Omega Ratio Rank
STTK Calmar Ratio Rank: 9696
Calmar Ratio Rank
STTK Martin Ratio Rank: 9494
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.

XRH0.L vs. STTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Physical Rhodium ETC (XRH0.L) and Shattuck Labs, Inc. (STTK). 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.


XRH0.LSTTKDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.23

1.42

-0.19

Calmar ratioReturn relative to maximum drawdown

2.12

7.96

-5.84

Martin ratioReturn relative to average drawdown

4.10

16.94

-12.85

XRH0.L vs. STTK - Sharpe Ratio Comparison

The current XRH0.L Sharpe Ratio is 1.03, which is lower than the STTK Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of XRH0.L and STTK, 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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Sharpe Ratios by Period


XRH0.LSTTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

3.17

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.26

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.19

+0.39

Drawdowns

XRH0.L vs. STTK - Drawdown Comparison

The maximum XRH0.L drawdown since its inception was -85.90%, smaller than the maximum STTK drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for XRH0.L and STTK.


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Drawdown Indicators


XRH0.LSTTKDifference

Max Drawdown

Largest peak-to-trough decline

-85.90%

-98.73%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-34.33%

-39.72%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-46.87%

-93.45%

+46.58%

Max Drawdown (5Y)

Largest decline over 5 years

-82.47%

-97.59%

+15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-85.90%

Current Drawdown

Current decline from peak

-61.74%

-91.67%

+29.93%

Average Drawdown

Average peak-to-trough decline

-51.31%

-83.06%

+31.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.81%

18.63%

-0.82%

Volatility

XRH0.L vs. STTK - Volatility Comparison

The current volatility for Xtrackers Physical Rhodium ETC (XRH0.L) is 12.10%, while Shattuck Labs, Inc. (STTK) has a volatility of 22.91%. This indicates that XRH0.L experiences smaller price fluctuations and is considered to be less risky than STTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRH0.LSTTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

22.91%

-10.81%

Volatility (6M)

Calculated over the trailing 6-month period

52.72%

51.47%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

71.00%

100.56%

-29.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.08%

117.33%

-53.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.25%

114.24%

-49.99%

Dividends

XRH0.L vs. STTK - Dividend Comparison

Neither XRH0.L nor STTK has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XRH0.L and STTK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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