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

Correlation

The correlation between ^XMI and GLUE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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.

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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

-41.07%

1M

0.74%

6M

-55.83%

1Y

-21.04%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^XMI vs. GLUE — Risk-Adjusted Performance Rank

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

^XMI
The Risk-Adjusted Performance Rank of ^XMI is 9898
Overall Rank
The Sharpe Ratio Rank of ^XMI is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XMI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^XMI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^XMI is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ^XMI is 9797
Martin Ratio Rank

GLUE
The Risk-Adjusted Performance Rank of GLUE is 4242
Overall Rank
The Sharpe Ratio Rank of GLUE is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GLUE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of GLUE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of GLUE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of GLUE is 3232
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.

^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.



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Drawdowns

^XMI vs. GLUE - Drawdown Comparison


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Volatility

^XMI vs. GLUE - Volatility Comparison


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