A vs. XSD
Compare and contrast key facts about Agilent Technologies, Inc. (A) and SPDR S&P Semiconductor ETF (XSD).
XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: A or XSD.
Performance
A vs. XSD - Performance Comparison
Returns By Period
In the year-to-date period, A achieves a -8.25% return, which is significantly lower than XSD's 1.86% return. Over the past 10 years, A has underperformed XSD with an annualized return of 12.61%, while XSD has yielded a comparatively higher 20.71% annualized return.
A
-8.25%
-8.58%
-17.64%
12.93%
10.89%
12.61%
XSD
1.86%
-5.95%
-5.32%
15.73%
19.11%
20.71%
Key characteristics
| A | XSD | |
|---|---|---|
| Sharpe Ratio | 0.44 | 0.50 |
| Sortino Ratio | 0.80 | 0.88 |
| Omega Ratio | 1.10 | 1.11 |
| Calmar Ratio | 0.33 | 0.64 |
| Martin Ratio | 1.32 | 1.74 |
| Ulcer Index | 9.01% | 9.72% |
| Daily Std Dev | 27.30% | 34.10% |
| Max Drawdown | -93.18% | -64.56% |
| Current Drawdown | -27.67% | -16.51% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between A and XSD is 0.59, 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.
Risk-Adjusted Performance
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.
Dividends
A vs. XSD - Dividend Comparison
A's dividend yield for the trailing twelve months is around 0.74%, more than XSD's 0.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
A Agilent Technologies, Inc. | 0.74% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% | 0.69% | 0.86% |
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
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.
Volatility
A vs. XSD - Volatility Comparison
The current volatility for Agilent Technologies, Inc. (A) is 8.46%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 10.73%. 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.