PortfoliosLab logo
A vs. XSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between A and XSD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

A vs. XSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilent Technologies, Inc. (A) and SPDR S&P Semiconductor ETF (XSD). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
408.84%
712.70%
A
XSD

Key characteristics

Sharpe Ratio

A:

-0.78

XSD:

-0.16

Sortino Ratio

A:

-0.98

XSD:

0.08

Omega Ratio

A:

0.88

XSD:

1.01

Calmar Ratio

A:

-0.53

XSD:

-0.18

Martin Ratio

A:

-1.60

XSD:

-0.49

Ulcer Index

A:

14.44%

XSD:

15.00%

Daily Std Dev

A:

29.53%

XSD:

45.64%

Max Drawdown

A:

-93.18%

XSD:

-64.56%

Current Drawdown

A:

-39.19%

XSD:

-28.80%

Returns By Period

The year-to-date returns for both stocks are quite close, with A having a -20.72% return and XSD slightly lower at -21.57%. Over the past 10 years, A has underperformed XSD with an annualized return of 10.61%, while XSD has yielded a comparatively higher 16.98% annualized return.


A

YTD

-20.72%

1M

-11.17%

6M

-18.04%

1Y

-21.49%

5Y*

7.75%

10Y*

10.61%

XSD

YTD

-21.57%

1M

-10.24%

6M

-20.08%

1Y

-11.53%

5Y*

15.76%

10Y*

16.98%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

A vs. XSD — Risk-Adjusted Performance Rank

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

A
The Risk-Adjusted Performance Rank of A is 1212
Overall Rank
The Sharpe Ratio Rank of A is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 1313
Sortino Ratio Rank
The Omega Ratio Rank of A is 1414
Omega Ratio Rank
The Calmar Ratio Rank of A is 1818
Calmar Ratio Rank
The Martin Ratio Rank of A is 66
Martin Ratio Rank

XSD
The Risk-Adjusted Performance Rank of XSD is 1313
Overall Rank
The Sharpe Ratio Rank of XSD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of XSD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XSD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XSD is 99
Calmar Ratio Rank
The Martin Ratio Rank of XSD is 1111
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.

A vs. XSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and SPDR S&P Semiconductor ETF (XSD). 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.


The chart of Sharpe ratio for A, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
A: -0.78
XSD: -0.16
The chart of Sortino ratio for A, currently valued at -0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
A: -0.98
XSD: 0.08
The chart of Omega ratio for A, currently valued at 0.88, compared to the broader market0.501.001.502.00
A: 0.88
XSD: 1.01
The chart of Calmar ratio for A, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
A: -0.53
XSD: -0.18
The chart of Martin ratio for A, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.00
A: -1.60
XSD: -0.49

The current A Sharpe Ratio is -0.78, which is lower than the XSD Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of A and XSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.78
-0.16
A
XSD

Dividends

A vs. XSD - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.91%, more than XSD's 0.31% yield.


TTM20242023202220212020201920182017201620152014
A
Agilent Technologies, Inc.
0.91%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%
XSD
SPDR S&P Semiconductor ETF
0.31%0.20%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%

Drawdowns

A vs. XSD - Drawdown Comparison

The maximum A drawdown since its inception was -93.18%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for A and XSD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.19%
-28.80%
A
XSD

Volatility

A vs. XSD - Volatility Comparison

The current volatility for Agilent Technologies, Inc. (A) is 15.73%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 28.55%. This indicates that A experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.73%
28.55%
A
XSD