AME vs. XLI
Compare and contrast key facts about AMETEK, Inc. (AME) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AME or XLI.
Performance
AME vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, AME achieves a 19.30% return, which is significantly lower than XLI's 24.63% return. Over the past 10 years, AME has outperformed XLI with an annualized return of 15.05%, while XLI has yielded a comparatively lower 11.46% annualized return.
AME
19.30%
16.26%
13.71%
26.58%
15.68%
15.05%
XLI
24.63%
2.62%
14.38%
34.66%
13.39%
11.46%
Key characteristics
| AME | XLI | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.61 |
| Sortino Ratio | 1.69 | 3.70 |
| Omega Ratio | 1.27 | 1.46 |
| Calmar Ratio | 1.55 | 5.90 |
| Martin Ratio | 4.02 | 18.10 |
| Ulcer Index | 6.67% | 1.93% |
| Daily Std Dev | 21.66% | 13.40% |
| Max Drawdown | -53.31% | -62.26% |
| Current Drawdown | 0.00% | -1.75% |
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Correlation
The correlation between AME and XLI is 0.66, 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.
Risk-Adjusted Performance
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.
Dividends
AME vs. XLI - Dividend Comparison
AME's dividend yield for the trailing twelve months is around 0.56%, less than XLI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AME AMETEK, Inc. | 0.56% | 0.61% | 0.63% | 0.54% | 0.60% | 0.56% | 0.83% | 0.50% | 0.74% | 0.67% | 0.63% | 0.46% |
XLI Industrial Select Sector SPDR Fund | 1.31% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
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.
Volatility
AME vs. XLI - Volatility Comparison
AMETEK, Inc. (AME) has a higher volatility of 9.81% compared to Industrial Select Sector SPDR Fund (XLI) at 5.31%. This indicates that AME's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.