AMX vs. XLB
AMX (América Móvil, S.A.B. de C.V.) is a stock, while XLB (Materials Select Sector SPDR ETF) is Materials fund tracking the Materials Select Sector Index. Over the past 10 years, AMX returned 11.36%/yr vs 10.60%/yr for XLB. At a 0.47 correlation, their price movements are largely independent.
Performance
AMX vs. XLB - Performance Comparison
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Returns By Period
In the year-to-date period, AMX achieves a 26.17% return, which is significantly higher than XLB's 14.76% return. Over the past 10 years, AMX has outperformed XLB with an annualized return of 11.36%, while XLB has yielded a comparatively lower 10.60% annualized return.
AMX
- 1D
- -1.44%
- 1M
- -0.23%
- YTD
- 26.17%
- 6M
- 26.54%
- 1Y
- 57.50%
- 3Y*
- 9.76%
- 5Y*
- 14.91%
- 10Y*
- 11.36%
XLB
- 1D
- 0.01%
- 1M
- 3.03%
- YTD
- 14.76%
- 6M
- 13.96%
- 1Y
- 22.26%
- 3Y*
- 11.14%
- 5Y*
- 6.85%
- 10Y*
- 10.60%
AMX vs. XLB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMX América Móvil, S.A.B. de C.V. | 26.17% | 48.56% | -20.36% | 4.60% | -9.82% | 48.68% | -6.62% | 15.01% | -15.29% | 39.13% |
XLB Materials Select Sector SPDR ETF | 14.76% | 9.94% | 0.15% | 12.46% | -12.30% | 27.44% | 20.46% | 24.13% | -14.88% | 24.01% |
Correlation
The correlation between AMX and XLB is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2001 | 0.47 |
The correlation between AMX and XLB shifts across timeframes, from 0.31 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMX vs. XLB — Risk / Return Rank
AMX
XLB
AMX vs. XLB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for América Móvil, S.A.B. de C.V. (AMX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMX | XLB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.81 | +1.96 |
| Martin ratioReturn relative to average drawdown | 10.04 | 5.51 | +4.52 |
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Drawdowns
AMX vs. XLB - Drawdown Comparison
The maximum AMX drawdown since its inception was -64.34%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for AMX and XLB.
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Drawdown Indicators
| AMX | XLB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.34% | -59.83% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -12.38% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -35.44% | -23.17% | -12.27% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -24.72% | -13.36% |
Max Drawdown (10Y)Largest decline over 10 years | -44.45% | -37.27% | -7.18% |
Current DrawdownCurrent decline from peak | -6.02% | -2.94% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -24.08% | -10.82% | -13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 4.05% | +1.70% |
Volatility
AMX vs. XLB - Volatility Comparison
América Móvil, S.A.B. de C.V. (AMX) has a higher volatility of 10.19% compared to Materials Select Sector SPDR ETF (XLB) at 5.94%. This indicates that AMX'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.
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Volatility by Period
| AMX | XLB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.19% | 5.94% | +4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 21.76% | 13.55% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.40% | 17.48% | +9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 19.01% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.04% | 20.71% | +8.33% |
Dividends
AMX vs. XLB - Dividend Comparison
AMX's dividend yield for the trailing twelve months is around 2.13%, more than XLB's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMX América Móvil, S.A.B. de C.V. | 2.13% | 2.68% | 3.59% | 2.83% | 4.41% | 1.88% | 2.49% | 2.29% | 2.24% | 1.91% | 2.27% | 8.55% |
XLB Materials Select Sector SPDR ETF | 2.07% | 1.92% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% |
Frequently Asked Questions
AMX and XLB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMX has higher volatility (10.19%) compared to XLB (5.94%). In terms of maximum drawdown, AMX dropped -64.34% vs XLB's -59.83%.
AMX currently has the higher Sharpe Ratio (2.11 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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