ACM vs. XLE
ACM (AECOM) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, ACM returned 8.16%/yr vs 10.08%/yr for XLE. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
ACM vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, ACM achieves a -20.65% return, which is significantly lower than XLE's 33.31% return. Over the past 10 years, ACM has underperformed XLE with an annualized return of 8.16%, while XLE has yielded a comparatively higher 10.08% annualized return.
ACM
- 1D
- 3.33%
- 1M
- 10.42%
- 6M
- -22.11%
- YTD
- -20.65%
- 1Y
- -31.77%
- 3Y*
- -3.70%
- 5Y*
- 5.10%
- 10Y*
- 8.16%
- ALL TIME*
- 7.06%
XLE
- 1D
- -1.28%
- 1M
- 10.47%
- 6M
- 19.08%
- YTD
- 33.31%
- 1Y
- 41.66%
- 3Y*
- 14.20%
- 5Y*
- 23.80%
- 10Y*
- 10.08%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ACM AECOM | $113.48M | $106.38M | $147.42M |
| $1.70B | $1.73B | $1.97B |
ACM vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | -20.65% | -9.91% | 16.67% | 9.77% | 10.72% | 55.38% | 15.42% | 62.75% | -28.67% | 2.17% |
XLE State Street Energy Select Sector SPDR ETF | 33.31% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between ACM and XLE is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.50 |
The correlation between ACM and XLE shifts across timeframes, from -0.00 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ACM vs. XLE — Risk / Return Rank
ACM
XLE
ACM vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| ACM | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -3.75 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.32 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.79 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.03 | 7.45 | -8.49 |
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Drawdowns
ACM vs. XLE - Drawdown Comparison
The maximum ACM drawdown since its inception was -59.97%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for ACM and XLE.
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Drawdown Indicators
| ACM | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.97% | -71.26% | +11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -49.67% | -14.98% | -34.69% |
Max Drawdown (3Y)Largest decline over 3 years | -49.67% | -20.14% | -29.53% |
Max Drawdown (5Y)Largest decline over 5 years | -49.67% | -26.04% | -23.63% |
Max Drawdown (10Y)Largest decline over 10 years | -54.12% | -66.81% | +12.69% |
Current DrawdownCurrent decline from peak | -43.70% | -5.35% | -38.35% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -17.93% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.74% | 5.60% | +25.14% |
Volatility
ACM vs. XLE - Volatility Comparison
AECOM (ACM) has a higher volatility of 9.57% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.13%. This indicates that ACM's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACM | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 6.13% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 16.74% | +11.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.82% | 21.04% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 25.77% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.09% | 29.58% | +1.51% |
Dividends
ACM vs. XLE - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 1.59%, less than XLE's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 1.59% | 1.09% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.58% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
ACM and XLE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACM has higher volatility (9.57%) compared to XLE (6.13%). In terms of maximum drawdown, ACM dropped -59.97% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.99 vs -0.94), 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.
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