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^XMI vs. GLUE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XMI and GLUE is 0.26, 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.


-0.50.00.51.00.3

Performance

^XMI vs. GLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Major Market Index (^XMI) and Monte Rosa Therapeutics, Inc. (GLUE). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
7.88%
91.10%
^XMI
GLUE

Key characteristics

Returns By Period


^XMI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GLUE

YTD

24.78%

1M

-16.96%

6M

86.02%

1Y

22.82%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for ^XMI, currently valued at 1.77, compared to the broader market-0.500.000.501.001.502.002.501.770.17
The chart of Sortino ratio for ^XMI, currently valued at 2.54, compared to the broader market-1.000.001.002.003.002.541.47
The chart of Omega ratio for ^XMI, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.401.351.16
The chart of Calmar ratio for ^XMI, currently valued at 3.43, compared to the broader market0.001.002.003.003.430.25
The chart of Martin ratio for ^XMI, currently valued at 11.82, compared to the broader market0.005.0010.0015.0011.820.66
^XMI
GLUE


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.77
0.17
^XMI
GLUE

Drawdowns

^XMI vs. GLUE - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.18%
-83.30%
^XMI
GLUE

Volatility

^XMI vs. GLUE - Volatility Comparison

The current volatility for NYSE Arca Major Market Index (^XMI) is 0.00%, while Monte Rosa Therapeutics, Inc. (GLUE) has a volatility of 29.16%. 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.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember0
29.16%
^XMI
GLUE
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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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