^XMI vs. GLUE
Compare and contrast key facts about NYSE Arca Major Market Index (^XMI) and Monte Rosa Therapeutics, Inc. (GLUE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XMI or GLUE.
Key characteristics
| ^XMI | GLUE | |
|---|---|---|
| YTD Return | 16.28% | -2.65% |
| 1Y Return | 28.44% | 37.16% |
| 3Y Return (Ann) | 8.29% | -36.30% |
| Sharpe Ratio | 2.91 | 0.09 |
| Sortino Ratio | 3.97 | 0.96 |
| Omega Ratio | 1.54 | 1.11 |
| Calmar Ratio | 3.02 | 0.11 |
| Martin Ratio | 21.26 | 0.29 |
| Ulcer Index | 1.36% | 34.52% |
| Daily Std Dev | 9.95% | 108.69% |
| Max Drawdown | -47.65% | -94.08% |
| Current Drawdown | 0.00% | -86.97% |
Correlation
The correlation between ^XMI and GLUE is 0.27, 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
^XMI vs. GLUE - Performance Comparison
In the year-to-date period, ^XMI achieves a 16.28% return, which is significantly higher than GLUE's -2.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
^XMI vs. GLUE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Major Market Index (^XMI) and Monte Rosa Therapeutics, Inc. (GLUE). 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.
Drawdowns
^XMI vs. GLUE - Drawdown Comparison
The maximum ^XMI drawdown since its inception was -47.65%, smaller than the maximum GLUE drawdown of -94.08%. Use the drawdown chart below to compare losses from any high point for ^XMI and GLUE. For additional features, visit the drawdowns tool.
Volatility
^XMI vs. GLUE - Volatility Comparison
The current volatility for NYSE Arca Major Market Index (^XMI) is 2.33%, while Monte Rosa Therapeutics, Inc. (GLUE) has a volatility of 17.34%. This indicates that ^XMI experiences smaller price fluctuations and is considered to be less risky than GLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.