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XRX vs SPY 1 Year Daily ReturnsXRX has a beta of 1.48. In the past year, XRX has been more volatile than the S&P500.
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XRX Historical BetaSince 2024-09-09, the beta for XRX changed by +0.34 and had an average of 1.22.
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XRX Sharpe RatioXRX has a 1 year sharpe of -0.86 which is -1.2 compared to the S&P500.
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XRX Daily P/L Normal DistributionXRX has a P/L mean of -0.19% and a std dev of 3.7%. A daily 1σ move is between $NaN and $NaN.
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XRX 1 Year DrawdownXRX had a max drawdown of 67.12% in the previous year.
Created with Highcharts 10.1.0.XRXSPYOct '24Nov '24Dec '24Jan '25Feb '25Mar '25Apr '25May '25Jun '25Jul '25Aug '25Sep '25-60%-50%-40%-30%-20%-10%0%Powered by unusualwhales.com
XRX Yearly Drawdown DurationXRX has an average drawdown duration of 31.56 days every year.
Created with Highcharts 10.1.0242242Most Recent: 156Most Recent: 1560204060801001201401601802002202402014201620182020202220242026Powered by unusualwhales.com