AMR vs. XLB
Compare and contrast key facts about Alpha Metallurgical Resources, Inc. (AMR) and Materials Select Sector SPDR ETF (XLB).
XLB is a passively managed fund by State Street that tracks the performance of the Materials 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: AMR or XLB.
Key characteristics
| AMR | XLB | |
|---|---|---|
| YTD Return | -37.04% | 10.76% |
| 1Y Return | -2.74% | 21.09% |
| 3Y Return (Ann) | 54.80% | 4.27% |
| 5Y Return (Ann) | 59.51% | 11.75% |
| Sharpe Ratio | -0.03 | 1.69 |
| Sortino Ratio | 0.35 | 2.34 |
| Omega Ratio | 1.05 | 1.29 |
| Calmar Ratio | -0.03 | 1.81 |
| Martin Ratio | -0.06 | 8.44 |
| Ulcer Index | 31.94% | 2.72% |
| Daily Std Dev | 55.75% | 13.59% |
| Max Drawdown | -97.35% | -59.83% |
| Current Drawdown | -51.74% | -4.19% |
Correlation
The correlation between AMR and XLB 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.
Performance
AMR vs. XLB - Performance Comparison
In the year-to-date period, AMR achieves a -37.04% return, which is significantly lower than XLB's 10.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
AMR vs. XLB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Metallurgical Resources, Inc. (AMR) and Materials Select Sector SPDR ETF (XLB). 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
AMR vs. XLB - Dividend Comparison
AMR's dividend yield for the trailing twelve months is around 0.23%, less than XLB's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMR Alpha Metallurgical Resources, Inc. | 0.23% | 0.57% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 15.15% | 0.00% | 0.00% | 0.00% | 0.00% |
XLB Materials Select Sector SPDR ETF | 1.88% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
Drawdowns
AMR vs. XLB - Drawdown Comparison
The maximum AMR drawdown since its inception was -97.35%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for AMR and XLB. For additional features, visit the drawdowns tool.
Volatility
AMR vs. XLB - Volatility Comparison
Alpha Metallurgical Resources, Inc. (AMR) has a higher volatility of 13.01% compared to Materials Select Sector SPDR ETF (XLB) at 3.08%. This indicates that AMR's price experiences larger fluctuations and is considered to be riskier than XLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.