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AJG vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AJG vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arthur J. Gallagher & Co. (AJG) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AJG achieves a -1.36% return, which is significantly lower than XLK's 22.34% return. Over the past 10 years, AJG has underperformed XLK with an annualized return of 19.74%, while XLK has yielded a comparatively higher 23.89% annualized return.


AJG

1D
-0.09%
1M
18.50%
6M
-1.25%
YTD
-1.36%
1Y
-18.08%
3Y*
6.09%
5Y*
13.67%
10Y*
19.74%
ALL TIME*
12.61%

XLK

1D
0.07%
1M
-8.11%
6M
20.96%
YTD
22.34%
1Y
35.41%
3Y*
26.73%
5Y*
19.16%
10Y*
23.89%
ALL TIME*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AJG vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AJG
Arthur J. Gallagher & Co.
-1.36%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%
XLK
State Street Technology Select Sector SPDR ETF
22.34%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Correlation

The correlation between AJG and XLK is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 22, 1998

0.38

The correlation between AJG and XLK shifts across timeframes, from -0.25 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AJG vs. XLK — Risk / Return Rank

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

AJG
AJG Risk / Return Rank: 2323
Overall Rank
AJG Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 1919
Sortino Ratio Rank
AJG Omega Ratio Rank: 1919
Omega Ratio Rank
AJG Calmar Ratio Rank: 2929
Calmar Ratio Rank
AJG Martin Ratio Rank: 3030
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 5454
Overall Rank
XLK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 5151
Sortino Ratio Rank
XLK Omega Ratio Rank: 5252
Omega Ratio Rank
XLK Calmar Ratio Rank: 6060
Calmar Ratio Rank
XLK Martin Ratio Rank: 5252
Martin Ratio Rank
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.

AJG vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and State Street Technology Select Sector SPDR ETF (XLK). 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.


AJGXLKDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

0.91

1.25

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.47

2.23

-2.70

Martin ratioReturn relative to average drawdown

-0.79

6.53

-7.32

AJG vs. XLK - Sharpe Ratio Comparison

The current AJG Sharpe Ratio is -0.61, which is lower than the XLK Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AJG and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AJG vs. XLK - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.49%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for AJG and XLK.


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Drawdown Indicators


AJGXLKDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-82.05%

+24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-38.59%

-15.92%

-22.67%

Max Drawdown (3Y)

Largest decline over 3 years

-44.40%

-25.66%

-18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-44.40%

-33.56%

-10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-44.40%

-33.56%

-10.84%

Current Drawdown

Current decline from peak

-26.31%

-11.25%

-15.06%

Average Drawdown

Average peak-to-trough decline

-12.87%

-34.83%

+21.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.05%

5.43%

+17.62%

Volatility

AJG vs. XLK - Volatility Comparison

Arthur J. Gallagher & Co. (AJG) has a higher volatility of 10.92% compared to State Street Technology Select Sector SPDR ETF (XLK) at 9.59%. This indicates that AJG's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AJGXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.92%

9.59%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

20.94%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

29.72%

24.61%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

25.57%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

24.81%

-1.57%

Dividends

AJG vs. XLK - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 1.06%, more than XLK's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.06%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
XLK
State Street Technology Select Sector SPDR ETF
0.45%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


AJG and XLK have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AJG has higher volatility (10.92%) compared to XLK (9.59%). In terms of maximum drawdown, AJG dropped -57.49% vs XLK's -82.05%.

XLK currently has the higher Sharpe Ratio (1.45 vs -0.61), 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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