XWEL vs. SKYQ
XWEL (XWELL Inc.) and SKYQ (Sky Quarry Inc) are both stocks. XWEL operates in Diagnostics & Research (Healthcare), while SKYQ operates in Oil & Gas Integrated (Energy). Over the past year, XWEL returned 42.13% vs -70.83% for SKYQ. At a 0.08 correlation, their price movements are largely independent.
Performance
XWEL vs. SKYQ - Performance Comparison
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Returns By Period
In the year-to-date period, XWEL achieves a 201.65% return, which is significantly higher than SKYQ's 5.70% return.
XWEL
- 1D
- 6.92%
- 1M
- 4.51%
- YTD
- 201.65%
- 6M
- 78.87%
- 1Y
- 42.13%
- 3Y*
- -34.29%
- 5Y*
- -44.50%
- 10Y*
- —
SKYQ
- 1D
- -3.08%
- 1M
- -63.51%
- YTD
- 5.70%
- 6M
- -37.15%
- 1Y
- -70.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWEL vs. SKYQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWEL XWELL Inc. | 201.65% | -69.48% | -15.72% |
SKYQ Sky Quarry Inc | 5.70% | -80.57% | -72.02% |
Correlation
The correlation between XWEL and SKYQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.08 |
Fundamentals
XWEL:
-$4.69
SKYQ:
-$6.57
XWEL:
0.27
SKYQ:
0.28
XWEL:
$29.21M
SKYQ:
$12.49M
XWEL:
$7.51M
SKYQ:
$0.00
XWEL:
-$24.97M
SKYQ:
-$9.24M
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Return for Risk
XWEL vs. SKYQ — Risk / Return Rank
XWEL
SKYQ
XWEL vs. SKYQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XWELL Inc. (XWEL) and Sky Quarry Inc (SKYQ). 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.
| XWEL | SKYQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.10 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.84 | +1.38 |
| Martin ratioReturn relative to average drawdown | 1.18 | -1.38 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWEL | SKYQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | -0.29 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | -0.40 | +0.02 |
Drawdowns
XWEL vs. SKYQ - Drawdown Comparison
The maximum XWEL drawdown since its inception was -99.98%, which is greater than SKYQ's maximum drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for XWEL and SKYQ.
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Drawdown Indicators
| XWEL | SKYQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -94.73% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -78.38% | -84.99% | +6.61% |
Max Drawdown (3Y)Largest decline over 3 years | -95.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.34% | — | — |
Current DrawdownCurrent decline from peak | -99.92% | -94.43% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -94.90% | -82.04% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.85% | 51.49% | -15.64% |
Volatility
XWEL vs. SKYQ - Volatility Comparison
The current volatility for XWELL Inc. (XWEL) is 26.65%, while Sky Quarry Inc (SKYQ) has a volatility of 37.58%. This indicates that XWEL experiences smaller price fluctuations and is considered to be less risky than SKYQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWEL | SKYQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.65% | 37.58% | -10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 143.97% | 179.81% | -35.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 240.92% | 241.02% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 130.88% | 207.14% | -76.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.50% | 207.14% | -56.64% |
Dividends
XWEL vs. SKYQ - Dividend Comparison
Neither XWEL nor SKYQ has paid dividends to shareholders.
Financials
XWEL vs. SKYQ - Financials Comparison
This section allows you to compare key financial metrics between XWELL Inc. and Sky Quarry Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XWEL and SKYQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SKYQ has higher volatility (37.58%) compared to XWEL (26.65%). In terms of maximum drawdown, XWEL dropped -99.98% vs SKYQ's -94.73%.
XWEL currently has the higher Sharpe Ratio (0.18 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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