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ACM vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ACM vs. XLU

Last updated May 12, 2025

Compare and contrast key facts about AECOM (ACM) and Utilities Select Sector SPDR Fund (XLU).

XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACM or XLU.

Correlation

The correlation between ACM and XLU is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ACM vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ACM:

27.57%

XLU:

13.14%

Max Drawdown

ACM:

-1.39%

XLU:

-0.80%

Current Drawdown

ACM:

0.00%

XLU:

-0.63%

Returns By Period

ACM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ACM vs. XLU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACM
The Risk-Adjusted Performance Rank of ACM is 6868
Overall Rank
The Sharpe Ratio Rank of ACM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ACM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ACM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ACM is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ACM is 6868
Martin Ratio Rank
XLU
The Risk-Adjusted Performance Rank of XLU is 8585
Overall Rank
The Sharpe Ratio Rank of XLU is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8484
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.

ACM vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Utilities Select Sector SPDR Fund (XLU). 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.

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Dividends

ACM vs. XLU - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 0.92%, less than XLU's 2.84% yield.

TTM20242023202220212020201920182017201620152014
ACM
AECOM		0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLU
Utilities Select Sector SPDR Fund		2.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACM vs. XLU - Drawdown Comparison

The maximum ACM drawdown since its inception was -1.39%, which is greater than XLU's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for ACM and XLU. For additional features, visit the drawdowns tool.

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Volatility

ACM vs. XLU - Volatility Comparison

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