Performance

GMED+24.57%XLV+22.05%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
GMED	-2.70%	-12.13%	+24.57%	-0.12%	-24.26%	0.58
XLV	-0.27%	+13.63%	+22.05%	+5.76%	-10.84%	1.05

Summary

GMED vs XLV

Over the past year, GMED returned +24.57% against +22.05% for XLV. Over five years, XLV averaged +5.76% a year, compared with -0.12% for GMED. XLV had the higher Sharpe ratio over the past year (1.05 vs 0.58), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -24.26% for GMED.

Current Drawdown

GMED-20.77%XLV-0.27%

Rolling Volatility

GMED+1.54%XLV+0.99%

METRICS

Correlation Matrix

	GMED	XLV
GMED	1.00	0.31
XLV	0.31	1.00

Metrics

Risk Indicators

GMEDXLV

Alpha

22.02%

14.72%

Beta

0.68x

0.24x

Sharpe

0.58

1.05

Sortino

1.22

1.73

Omega

1.14

1.19

Calmar

1.01

2.03

Martin

2.15

3.57

Comparisons

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GMED vs SPY
GMED vs SOLV
GMED vs MDT
GMED vs STE
GMED vs SYK

More XLV comparisons

XLV vs VHT
XLV vs XBI
XLV vs VOO
XLV vs IYH
XLV vs IBB
XLV vs IHI

GMED vs XLV: returns, Sharpe ratio and drawdown

GMED vs XLV

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