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ALC vs. XPH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALC and XPH is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
-1.60%
7.02%
ALC
XPH

Key characteristics

Sharpe Ratio

ALC:

0.98

XPH:

0.47

Sortino Ratio

ALC:

1.68

XPH:

0.79

Omega Ratio

ALC:

1.20

XPH:

1.09

Calmar Ratio

ALC:

1.22

XPH:

0.25

Martin Ratio

ALC:

2.77

XPH:

1.09

Ulcer Index

ALC:

7.86%

XPH:

7.31%

Daily Std Dev

ALC:

22.16%

XPH:

16.93%

Max Drawdown

ALC:

-37.19%

XPH:

-48.03%

Current Drawdown

ALC:

-8.38%

XPH:

-20.16%

Returns By Period

In the year-to-date period, ALC achieves a 8.75% return, which is significantly higher than XPH's 6.44% return.


ALC

YTD

8.75%

1M

8.75%

6M

-1.60%

1Y

23.32%

5Y*

9.69%

10Y*

N/A

XPH

YTD

6.44%

1M

6.44%

6M

7.02%

1Y

10.70%

5Y*

1.37%

10Y*

-0.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALC vs. XPH — Risk-Adjusted Performance Rank

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

ALC
The Risk-Adjusted Performance Rank of ALC is 7676
Overall Rank
The Sharpe Ratio Rank of ALC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ALC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ALC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ALC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ALC is 7272
Martin Ratio Rank

XPH
The Risk-Adjusted Performance Rank of XPH is 1717
Overall Rank
The Sharpe Ratio Rank of XPH is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of XPH is 1818
Sortino Ratio Rank
The Omega Ratio Rank of XPH is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XPH is 1616
Calmar Ratio Rank
The Martin Ratio Rank of XPH is 1515
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.

ALC vs. XPH - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ALC, currently valued at 0.98, compared to the broader market-2.000.002.000.980.47
The chart of Sortino ratio for ALC, currently valued at 1.68, compared to the broader market-4.00-2.000.002.004.006.001.680.79
The chart of Omega ratio for ALC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.09
The chart of Calmar ratio for ALC, currently valued at 1.22, compared to the broader market0.002.004.006.001.220.29
The chart of Martin ratio for ALC, currently valued at 2.77, compared to the broader market-10.000.0010.0020.0030.002.771.09
ALC
XPH

The current ALC Sharpe Ratio is 0.98, which is higher than the XPH Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ALC and XPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025
0.98
0.47
ALC
XPH

Dividends

ALC vs. XPH - Dividend Comparison

ALC's dividend yield for the trailing twelve months is around 0.29%, less than XPH's 1.48% yield.


TTM20242023202220212020201920182017201620152014
ALC
Alcon Inc.
0.29%0.31%0.30%0.30%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
1.48%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%5.55%

Drawdowns

ALC vs. XPH - Drawdown Comparison

The maximum ALC drawdown since its inception was -37.19%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-8.38%
-13.77%
ALC
XPH

Volatility

ALC vs. XPH - Volatility Comparison

Alcon Inc. (ALC) has a higher volatility of 6.23% compared to SPDR S&P Pharmaceuticals ETF (XPH) at 4.86%. 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025
6.23%
4.86%
ALC
XPH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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