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XSTP.TO vs. MDMG.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSTP.TO and MDMG.ME is 0.00, 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.


-0.50.00.51.00.0

Performance

XSTP.TO vs. MDMG.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and MD Medical Group Investments Plc (MDMG.ME). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
2.19%
25.13%
XSTP.TO
MDMG.ME

Key characteristics

Sharpe Ratio

XSTP.TO:

1.99

MDMG.ME:

0.40

Sortino Ratio

XSTP.TO:

2.74

MDMG.ME:

0.68

Omega Ratio

XSTP.TO:

1.42

MDMG.ME:

1.10

Calmar Ratio

XSTP.TO:

4.15

MDMG.ME:

0.34

Martin Ratio

XSTP.TO:

12.79

MDMG.ME:

0.49

Ulcer Index

XSTP.TO:

0.84%

MDMG.ME:

22.81%

Daily Std Dev

XSTP.TO:

5.42%

MDMG.ME:

28.23%

Max Drawdown

XSTP.TO:

-5.15%

MDMG.ME:

-63.61%

Current Drawdown

XSTP.TO:

-2.57%

MDMG.ME:

-12.57%

Returns By Period

In the year-to-date period, XSTP.TO achieves a -0.32% return, which is significantly lower than MDMG.ME's 16.31% return.


XSTP.TO

YTD

-0.32%

1M

-1.43%

6M

6.48%

1Y

11.30%

5Y*

N/A

10Y*

N/A

MDMG.ME

YTD

16.31%

1M

11.51%

6M

26.44%

1Y

5.31%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XSTP.TO vs. MDMG.ME — Risk-Adjusted Performance Rank

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

XSTP.TO
The Risk-Adjusted Performance Rank of XSTP.TO is 8484
Overall Rank
The Sharpe Ratio Rank of XSTP.TO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of XSTP.TO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XSTP.TO is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XSTP.TO is 9191
Calmar Ratio Rank
The Martin Ratio Rank of XSTP.TO is 8383
Martin Ratio Rank

MDMG.ME
The Risk-Adjusted Performance Rank of MDMG.ME is 5454
Overall Rank
The Sharpe Ratio Rank of MDMG.ME is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of MDMG.ME is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MDMG.ME is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MDMG.ME is 6060
Calmar Ratio Rank
The Martin Ratio Rank of MDMG.ME is 5050
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.

XSTP.TO vs. MDMG.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) and MD Medical Group Investments Plc (MDMG.ME). 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.


Sharpe ratio
The chart of Sharpe ratio for XSTP.TO, currently valued at 0.99, compared to the broader market0.002.004.000.990.10
The chart of Sortino ratio for XSTP.TO, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.490.40
The chart of Omega ratio for XSTP.TO, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.05
The chart of Calmar ratio for XSTP.TO, currently valued at 2.17, compared to the broader market0.005.0010.0015.0020.002.170.09
The chart of Martin ratio for XSTP.TO, currently valued at 6.81, compared to the broader market0.0020.0040.0060.0080.00100.006.810.15
XSTP.TO
MDMG.ME

The current XSTP.TO Sharpe Ratio is 1.99, which is higher than the MDMG.ME Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XSTP.TO and MDMG.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.99
0.10
XSTP.TO
MDMG.ME

Dividends

XSTP.TO vs. MDMG.ME - Dividend Comparison

XSTP.TO's dividend yield for the trailing twelve months is around 2.58%, more than MDMG.ME's 1.45% yield.


TTM2024202320222021
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
2.58%2.41%3.08%5.70%2.06%
MDMG.ME
MD Medical Group Investments Plc
1.45%1.69%13.85%2.01%4.69%

Drawdowns

XSTP.TO vs. MDMG.ME - Drawdown Comparison

The maximum XSTP.TO drawdown since its inception was -5.15%, smaller than the maximum MDMG.ME drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for XSTP.TO and MDMG.ME. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.64%
-13.36%
XSTP.TO
MDMG.ME

Volatility

XSTP.TO vs. MDMG.ME - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO) is 3.56%, while MD Medical Group Investments Plc (MDMG.ME) has a volatility of 9.93%. This indicates that XSTP.TO experiences smaller price fluctuations and is considered to be less risky than MDMG.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.56%
9.93%
XSTP.TO
MDMG.ME
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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