AME vs. XLU
Compare and contrast key facts about AMETEK, Inc. (AME) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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 XLU.
Performance
AME vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, AME achieves a 17.82% return, which is significantly lower than XLU's 30.05% return. Over the past 10 years, AME has outperformed XLU with an annualized return of 14.92%, while XLU has yielded a comparatively lower 9.37% annualized return.
AME
17.82%
14.15%
11.39%
25.21%
15.40%
14.92%
XLU
30.05%
-1.40%
13.44%
33.60%
8.44%
9.37%
Key characteristics
| AME | XLU | |
|---|---|---|
| Sharpe Ratio | 1.19 | 2.17 |
| Sortino Ratio | 1.63 | 2.95 |
| Omega Ratio | 1.26 | 1.37 |
| Calmar Ratio | 1.49 | 1.74 |
| Martin Ratio | 3.85 | 10.31 |
| Ulcer Index | 6.67% | 3.29% |
| Daily Std Dev | 21.63% | 15.59% |
| Max Drawdown | -53.31% | -52.27% |
| Current Drawdown | -1.07% | -2.09% |
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Correlation
The correlation between AME and XLU is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AME vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and Utilities Select Sector SPDR Fund (XLU). 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. XLU - Dividend Comparison
AME's dividend yield for the trailing twelve months is around 0.56%, less than XLU's 2.75% 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% |
XLU Utilities Select Sector SPDR Fund | 2.75% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
AME vs. XLU - Drawdown Comparison
The maximum AME drawdown since its inception was -53.31%, roughly equal to the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for AME and XLU. For additional features, visit the drawdowns tool.
Volatility
AME vs. XLU - Volatility Comparison
AMETEK, Inc. (AME) has a higher volatility of 9.96% compared to Utilities Select Sector SPDR Fund (XLU) at 5.45%. This indicates that AME's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.