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ALC vs. XPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALC vs. XPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcon Inc. (ALC) and SPDR S&P Pharmaceuticals ETF (XPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALC achieves a -16.39% return, which is significantly lower than XPH's 11.13% return.


ALC

1D
0.77%
1M
-3.84%
YTD
-16.39%
6M
-18.19%
1Y
-22.84%
3Y*
-6.13%
5Y*
-0.88%
10Y*

XPH

1D
1.85%
1M
7.58%
YTD
11.13%
6M
9.03%
1Y
54.24%
3Y*
15.94%
5Y*
5.10%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALC vs. XPH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ALC
Alcon Inc.
-16.39%-6.50%9.02%14.32%-21.09%32.23%16.63%-2.38%
XPH
SPDR S&P Pharmaceuticals ETF
11.13%31.60%4.94%2.97%-9.83%-10.54%14.68%8.67%

Correlation

The correlation between ALC and XPH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2019

0.47

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Return for Risk

ALC vs. XPH — Risk / Return Rank

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

ALC
ALC Risk / Return Rank: 1111
Overall Rank
ALC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ALC Sortino Ratio Rank: 1212
Sortino Ratio Rank
ALC Omega Ratio Rank: 1212
Omega Ratio Rank
ALC Calmar Ratio Rank: 1515
Calmar Ratio Rank
ALC Martin Ratio Rank: 99
Martin Ratio Rank

XPH
XPH Risk / Return Rank: 8080
Overall Rank
XPH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 8080
Sortino Ratio Rank
XPH Omega Ratio Rank: 7272
Omega Ratio Rank
XPH Calmar Ratio Rank: 8686
Calmar Ratio Rank
XPH Martin Ratio Rank: 8383
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.

ALC vs. XPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcon Inc. (ALC) and SPDR S&P Pharmaceuticals ETF (XPH). 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.


ALCXPHDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-4.36

Omega ratioGain probability vs. loss probability

0.87

1.41

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.72

4.55

-5.27

Martin ratioReturn relative to average drawdown

-1.38

16.31

-17.69

ALC vs. XPH - Sharpe Ratio Comparison

The current ALC Sharpe Ratio is -0.80, which is lower than the XPH Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of ALC and XPH, 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

ALC vs. XPH - Drawdown Comparison

The maximum ALC drawdown since its inception was -37.33%, smaller than the maximum XPH drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for ALC and XPH.


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Drawdown Indicators


ALCXPHDifference

Max Drawdown

Largest peak-to-trough decline

-37.33%

-48.03%

+10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-32.01%

-11.97%

-20.04%

Max Drawdown (3Y)

Largest decline over 3 years

-37.33%

-23.57%

-13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-37.33%

-31.63%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-34.14%

0.00%

-34.14%

Average Drawdown

Average peak-to-trough decline

-11.83%

-17.21%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.62%

3.33%

+13.29%

Volatility

ALC vs. XPH - Volatility Comparison

Alcon Inc. (ALC) has a higher volatility of 7.29% compared to SPDR S&P Pharmaceuticals ETF (XPH) at 6.16%. This indicates that ALC's price experiences larger fluctuations and is considered to be riskier than XPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALCXPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

6.16%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

21.37%

16.59%

+4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

28.60%

21.76%

+6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

20.91%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.87%

22.12%

+5.75%

Dividends

ALC vs. XPH - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 1.24%, more than XPH's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
ALC
Alcon Inc.
1.24%0.84%0.31%0.30%0.30%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.69%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Frequently Asked Questions


ALC and XPH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALC has higher volatility (7.29%) compared to XPH (6.16%). In terms of maximum drawdown, ALC dropped -37.33% vs XPH's -48.03%.

XPH currently has the higher Sharpe Ratio (2.51 vs -0.80), 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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