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AME vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AME and XLI is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AME vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMETEK, Inc. (AME) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
6,527.57%
788.03%
AME
XLI

Key characteristics

Sharpe Ratio

AME:

-0.26

XLI:

0.33

Sortino Ratio

AME:

-0.19

XLI:

0.61

Omega Ratio

AME:

0.97

XLI:

1.08

Calmar Ratio

AME:

-0.29

XLI:

0.35

Martin Ratio

AME:

-0.86

XLI:

1.26

Ulcer Index

AME:

7.83%

XLI:

5.05%

Daily Std Dev

AME:

25.57%

XLI:

19.67%

Max Drawdown

AME:

-53.31%

XLI:

-62.26%

Current Drawdown

AME:

-15.27%

XLI:

-9.68%

Returns By Period

In the year-to-date period, AME achieves a -7.36% return, which is significantly lower than XLI's -1.79% return. Over the past 10 years, AME has outperformed XLI with an annualized return of 13.06%, while XLI has yielded a comparatively lower 10.72% annualized return.


AME

YTD

-7.36%

1M

-5.05%

6M

0.16%

1Y

-5.48%

5Y*

16.85%

10Y*

13.06%

XLI

YTD

-1.79%

1M

-2.92%

6M

-3.95%

1Y

6.74%

5Y*

17.26%

10Y*

10.72%

*Annualized

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Risk-Adjusted Performance

AME vs. XLI — Risk-Adjusted Performance Rank

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

AME
The Risk-Adjusted Performance Rank of AME is 3434
Overall Rank
The Sharpe Ratio Rank of AME is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of AME is 3232
Sortino Ratio Rank
The Omega Ratio Rank of AME is 3232
Omega Ratio Rank
The Calmar Ratio Rank of AME is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AME is 3333
Martin Ratio Rank

XLI
The Risk-Adjusted Performance Rank of XLI is 4848
Overall Rank
The Sharpe Ratio Rank of XLI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 4848
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.

AME vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and Industrial Select Sector SPDR Fund (XLI). 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.


The chart of Sharpe ratio for AME, currently valued at -0.26, compared to the broader market-2.00-1.000.001.002.003.00
AME: -0.26
XLI: 0.33
The chart of Sortino ratio for AME, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
AME: -0.19
XLI: 0.61
The chart of Omega ratio for AME, currently valued at 0.97, compared to the broader market0.501.001.502.00
AME: 0.97
XLI: 1.08
The chart of Calmar ratio for AME, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00
AME: -0.29
XLI: 0.35
The chart of Martin ratio for AME, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.00
AME: -0.86
XLI: 1.26

The current AME Sharpe Ratio is -0.26, which is lower than the XLI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of AME and XLI, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.26
0.33
AME
XLI

Dividends

AME vs. XLI - Dividend Comparison

AME's dividend yield for the trailing twelve months is around 0.69%, less than XLI's 1.49% yield.


TTM20242023202220212020201920182017201620152014
AME
AMETEK, Inc.
0.69%0.62%0.61%0.63%0.54%0.60%0.56%0.83%0.50%0.74%0.67%0.63%
XLI
Industrial Select Sector SPDR Fund
1.49%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

Drawdowns

AME vs. XLI - Drawdown Comparison

The maximum AME drawdown since its inception was -53.31%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for AME and XLI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.27%
-9.68%
AME
XLI

Volatility

AME vs. XLI - Volatility Comparison

The current volatility for AMETEK, Inc. (AME) is 12.88%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 13.75%. This indicates that AME experiences smaller price fluctuations and is considered to be less risky than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.88%
13.75%
AME
XLI