Exelixis Correlations

EXEL Stock

USD 42.40 1.18 2.71%

The current 90-days correlation between Exelixis and Biomarin Pharmaceutical is 0.28 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Exelixis moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Exelixis moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Exelixis Correlation With Market

Modest diversification

The correlation between Exelixis and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exelixis and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Exelixis Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Exelixis. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

For more information on how to buy Exelixis Stock please use our How to buy in Exelixis Stock guide.

Moving together with Exelixis Stock

0.79	AMGN	Amgen Inc	Pair Corr
0.77	FTV	Fortive Corp	Pair Corr
0.66	JPM	JPMorgan Chase Earnings Call Next Week	Pair Corr
0.82	TRV	The Travelers Companies	Pair Corr
0.7	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.69	CSCO	Cisco Systems	Pair Corr
0.83	MRK	Merck Company	Pair Corr
0.65	BAC	Bank of America	Pair Corr

Moving against Exelixis Stock

0.77	HPQ	HP Inc	Pair Corr
0.71	HD	Home Depot	Pair Corr
0.67	MSFT	Microsoft Sell-off Trend	Pair Corr
0.53	PG	Procter Gamble	Pair Corr
0.31	DOCKF	Beyond Medical Techn	Pair Corr

Related Correlations Analysis

	BMRN	MRNA	RVMD	TECH	HALO	MDGL	RNA	BBIO	CAI	ALGN
BMRN		0.58	0.4	0.01	0.35	0.52	0.18	0.42	-0.09	0.37	BMRN
MRNA	0.58		0.33	-0.31	-0.25	0.3	0.06	0.4	0.22	0.58	MRNA
RVMD	0.4	0.33		-0.12	-0.08	0.93	0.86	0.97	-0.65	0.89	RVMD
TECH	0.01	-0.31	-0.12		0.04	-0.17	-0.15	-0.17	0.24	-0.13	TECH
HALO	0.35	-0.25	-0.08	0.04		0.15	-0.05	-0.12	-0.34	-0.34	HALO
MDGL	0.52	0.3	0.93	-0.17	0.15		0.73	0.9	-0.71	0.79	MDGL
RNA	0.18	0.06	0.86	-0.15	-0.05	0.73		0.88	-0.72	0.67	RNA
BBIO	0.42	0.4	0.97	-0.17	-0.12	0.9	0.88		-0.59	0.9	BBIO
CAI	-0.09	0.22	-0.65	0.24	-0.34	-0.71	-0.72	-0.59		-0.35	CAI
ALGN	0.37	0.58	0.89	-0.13	-0.34	0.79	0.67	0.9	-0.35		ALGN
	BMRN	MRNA	RVMD	TECH	HALO	MDGL	RNA	BBIO	CAI	ALGN

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BBIO	+ 0.97	RVMD
MDGL	+ 0.93	RVMD
BBIO	+ 0.9	MDGL
ALGN	+ 0.9	BBIO
ALGN	+ 0.89	RVMD
BBIO	+ 0.88	RNA

High negative correlations

CAI	- 0.72	RNA
CAI	- 0.71	MDGL
CAI	- 0.65	RVMD
CAI	- 0.59	BBIO
ALGN	- 0.35	CAI
ALGN	- 0.34	HALO

Risk-Adjusted Indicators

There is a big difference between Exelixis Stock performing well and Exelixis Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Exelixis' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BMRN	1.50	0.11	0.07	0.17	1.43	(1.76)	3.20	(2.95)	20.77
MRNA	3.06	0.21	0.07	0.14	3.72	(3.32)	6.85	(7.01)	22.21
RVMD	1.62	0.76	0.60	0.94	0.61	(2.17)	4.34	(2.20)	11.71
TECH	1.74	0.05	0.04	0.09	1.70	(2.03)	3.72	(2.93)	12.12
HALO	1.45	(0.08)	0.00	(0.14)	0.00	0.00	3.12	(2.91)	9.83
MDGL	2.01	0.37	0.22	0.47	1.33	(2.57)	7.29	(2.58)	12.14
RNA	1.96	0.80	0.59	0.69	0.23	(2.14)	4.86	(1.82)	42.94
BBIO	1.82	0.57	0.34	0.46	1.37	(2.27)	4.23	(2.83)	22.02
CAI	2.35	(0.17)	0.00	(0.15)	0.00	0.00	4.40	(4.73)	22.72
ALGN	1.43	0.25	0.18	0.21	1.29	(1.64)	3.51	(2.32)	9.66

Exelixis Corporate Management

Laura Dillard	Executive Resources	Profile
Tony Redmond	Senior Resources	Profile
Brenda JD	General Counsel	Profile
Gregg Bernier	VP Marketing	Profile
William MD	Senior Affairs	Profile
Amy MD	Executive Officer	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC