ADM vs. XLE
ADM (Archer-Daniels-Midland Company) 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, ADM returned 9.38%/yr vs 10.52%/yr for XLE. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
ADM vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 39.84% return, which is significantly higher than XLE's 35.03% return. Over the past 10 years, ADM has underperformed XLE with an annualized return of 9.38%, while XLE has yielded a comparatively higher 10.52% annualized return.
ADM
- 1D
- -1.66%
- 1M
- 3.47%
- 6M
- 19.44%
- YTD
- 39.84%
- 1Y
- 50.92%
- 3Y*
- 1.00%
- 5Y*
- 8.85%
- 10Y*
- 9.38%
- ALL TIME*
- 7.84%
XLE
- 1D
- 1.00%
- 1M
- 12.76%
- 6M
- 18.26%
- YTD
- 35.03%
- 1Y
- 40.82%
- 3Y*
- 14.62%
- 5Y*
- 23.67%
- 10Y*
- 10.52%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $327.88M | $285.87M | $300.91M | |
| $1.70B | $1.73B | $1.97B |
ADM vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 39.84% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
XLE State Street Energy Select Sector SPDR ETF | 35.03% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between ADM and XLE is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.43 |
The correlation between ADM and XLE shifts across timeframes, from 0.38 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADM vs. XLE — Risk / Return Rank
ADM
XLE
ADM vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) 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.
| ADM | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.74 | +1.26 |
| Martin ratioReturn relative to average drawdown | 9.92 | 7.32 | +2.60 |
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Drawdowns
ADM vs. XLE - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, roughly equal to the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for ADM and XLE.
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Drawdown Indicators
| ADM | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -71.26% | +3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -14.98% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -20.14% | -29.08% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -26.04% | -28.10% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -66.81% | +12.67% |
Current DrawdownCurrent decline from peak | -9.34% | -4.13% | -5.21% |
Average DrawdownAverage peak-to-trough decline | -21.55% | -17.93% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 5.62% | -0.47% |
Volatility
ADM vs. XLE - Volatility Comparison
Archer-Daniels-Midland Company (ADM) has a higher volatility of 7.93% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.85%. This indicates that ADM'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
| ADM | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 5.85% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 16.71% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 21.05% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.38% | 25.77% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 29.57% | -2.65% |
Dividends
ADM vs. XLE - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.60%, more than XLE's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.60% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
XLE State Street Energy Select Sector SPDR ETF | 2.55% | 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
ADM and XLE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.93%) compared to XLE (5.85%). In terms of maximum drawdown, ADM dropped -68.01% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.95 vs 1.90), 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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