ABM vs. XLI

Last updated Jun 23, 2026

ABM (ABM Industries Incorporated) 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, ABM returned 4.13%/yr vs 14.79%/yr for XLI. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

ABM vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABM Industries Incorporated (ABM) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABM achieves a 5.16% return, which is significantly lower than XLI's 17.82% return. Over the past 10 years, ABM has underperformed XLI with an annualized return of 4.13%, while XLI has yielded a comparatively higher 14.79% annualized return.

ABM

• 1D: -0.66%
• 1M: 9.13%
• YTD: 5.16%
• 6M: 5.38%
• 1Y: 3.50%
• 3Y*: 4.94%
• 5Y*: 1.49%
• 10Y*: 4.13%

XLI

• 1D: 0.74%
• 1M: 6.10%
• YTD: 17.82%
• 6M: 16.37%
• 1Y: 29.73%
• 3Y*: 22.49%
• 5Y*: 14.10%
• 10Y*: 14.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABM vs. XLI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABM ABM Industries Incorporated	5.16%	-15.53%	16.35%	3.04%	10.73%	9.81%	2.14%	20.39%	-13.05%	-6.13%
XLI Industrial Select Sector SPDR Fund	17.82%	19.35%	17.31%	18.13%	-5.57%	21.08%	10.91%	29.08%	-13.25%	23.98%

Correlation

The correlation between ABM and XLI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998	0.52

The correlation between ABM and XLI shifts across timeframes, from 0.45 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ABM vs. XLI — Risk / Return Rank

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

ABM

ABM Risk / Return Rank: 43
ABM Sharpe Ratio Rank: 47
ABM Sortino Ratio Rank: 40
ABM Omega Ratio Rank: 40
ABM Calmar Ratio Rank: 46
ABM Martin Ratio Rank: 45

XLI

XLI Risk / Return Rank: 54
XLI Sharpe Ratio Rank: 57
XLI Sortino Ratio Rank: 56
XLI Omega Ratio Rank: 52
XLI Calmar Ratio Rank: 51
XLI Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABM vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) 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.

	ABM	XLI	Difference
Sharpe ratio: Return per unit of total volatility	0.13	1.84	-1.72
Sortino ratio: Return per unit of downside risk	0.35	2.61	-2.26
Omega ratio: Gain probability vs. loss probability	1.05	1.32	-0.27
Calmar ratio: Return relative to maximum drawdown	0.15	2.45	-2.30
Martin ratio: Return relative to average drawdown	0.29	9.64	-9.35

ABM vs. XLI - Sharpe Ratio Comparison

The current ABM Sharpe Ratio is 0.13, which is lower than the XLI Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ABM and XLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABM vs. XLI - Drawdown Comparison

The maximum ABM drawdown since its inception was -59.64%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for ABM and XLI.

Drawdown Indicators

	ABM	XLI	Difference
Max Drawdown Largest peak-to-trough decline	-59.64%	-62.26%	+2.62%
Max Drawdown (1Y) Largest decline over 1 year	-23.78%	-12.21%	-11.57%
Max Drawdown (3Y) Largest decline over 3 years	-34.37%	-18.49%	-15.88%
Max Drawdown (5Y) Largest decline over 5 years	-34.37%	-21.64%	-12.73%
Max Drawdown (10Y) Largest decline over 10 years	-52.00%	-42.33%	-9.67%
Current Drawdown Current decline from peak	-22.43%	0.00%	-22.43%
Average Drawdown Average peak-to-trough decline	-14.82%	-9.19%	-5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.21%	3.09%	+9.12%

Volatility

ABM vs. XLI - Volatility Comparison

ABM Industries Incorporated (ABM) has a higher volatility of 10.07% compared to Industrial Select Sector SPDR Fund (XLI) at 5.80%. This indicates that ABM's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABM	XLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.07%	5.80%	+4.27%
Volatility (6M) Calculated over the trailing 6-month period	22.19%	13.50%	+8.69%
Volatility (1Y) Calculated over the trailing 1-year period	27.93%	16.22%	+11.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.04%	17.53%	+13.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.87%	20.05%	+13.82%

Dividends

ABM vs. XLI - Dividend Comparison

ABM's dividend yield for the trailing twelve months is around 2.53%, more than XLI's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABM ABM Industries Incorporated	2.53%	2.51%	1.76%	1.96%	1.76%	1.86%	1.47%	2.40%	2.18%	1.80%	1.62%	1.69%
XLI Industrial Select Sector SPDR Fund	1.37%	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

Can I hold both ABM and XLI in my portfolio?

ABM and XLI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABM or XLI?

ABM has higher volatility (10.07%) compared to XLI (5.80%). In terms of maximum drawdown, ABM dropped -59.64% vs XLI's -62.26%.

Which has better risk-adjusted returns?

XLI currently has the higher Sharpe Ratio (1.84 vs 0.13), 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.