ABBV vs. XLI
ABBV (AbbVie Inc.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, ABBV returned 19.10%/yr vs 14.15%/yr for XLI. At a 0.36 correlation, their price movements are largely independent.
Performance
ABBV vs. XLI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ABBV achieves a 1.30% return, which is significantly lower than XLI's 13.90% return. Over the past 10 years, ABBV has outperformed XLI with an annualized return of 19.10%, while XLI has yielded a comparatively lower 14.15% annualized return.
ABBV
- 1D
- 1.32%
- 1M
- 8.05%
- YTD
- 1.30%
- 6M
- 3.65%
- 1Y
- 23.06%
- 3Y*
- 22.39%
- 5Y*
- 18.94%
- 10Y*
- 19.10%
XLI
- 1D
- 0.59%
- 1M
- 0.96%
- YTD
- 13.90%
- 6M
- 13.10%
- 1Y
- 25.17%
- 3Y*
- 20.87%
- 5Y*
- 12.93%
- 10Y*
- 14.15%
ABBV vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.30% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
XLI Industrial Select Sector SPDR Fund | 13.90% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between ABBV and XLI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.36 |
Over the past year, the correlation between ABBV and XLI has dropped to 0.14 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABBV vs. XLI — Risk / Return Rank
ABBV
XLI
ABBV vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) and Industrial Select Sector SPDR Fund (XLI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABBV | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.98 | -0.70 |
| Martin ratioReturn relative to average drawdown | 2.88 | 7.82 | -4.94 |
Loading charts...
Drawdowns
ABBV vs. XLI - Drawdown Comparison
The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for ABBV and XLI.
Loading charts...
Drawdown Indicators
| ABBV | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.09% | -62.26% | +17.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.32% | -12.21% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -18.49% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.92% | -21.64% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -42.33% | -2.76% |
Current DrawdownCurrent decline from peak | -4.60% | -1.24% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -9.20% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 3.09% | +4.66% |
Volatility
ABBV vs. XLI - Volatility Comparison
AbbVie Inc. (ABBV) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 6.10% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ABBV | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.22% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.85% | 13.59% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.31% | 16.17% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.89% | 17.55% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.73% | 20.04% | +5.69% |
Dividends
ABBV vs. XLI - Dividend Comparison
ABBV's dividend yield for the trailing twelve months is around 2.96%, more than XLI's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
XLI Industrial Select Sector SPDR Fund | 1.16% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Frequently Asked Questions
ABBV and XLI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLI has higher volatility (6.22%) compared to ABBV (6.10%). In terms of maximum drawdown, ABBV dropped -45.09% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.50 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ABBV and XLI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer