QGEN vs XLV: returns, Sharpe ratio and drawdown

Over the past year, XLV returned +22.05% against -5.22% for QGEN. Over five years, XLV averaged +5.76% a year, compared with -4.87% for QGEN. XLV had the higher Sharpe ratio over the past year (1.05 vs -0.10), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -41.38% for QGEN.