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AMX vs. XLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMXXLB
YTD Return1.46%8.69%
1Y Return-9.04%21.60%
3Y Return (Ann)14.98%7.32%
5Y Return (Ann)8.86%13.14%
10Y Return (Ann)2.98%9.28%
Sharpe Ratio-0.321.49
Daily Std Dev23.97%14.91%
Max Drawdown-64.35%-59.83%
Current Drawdown-15.99%0.00%

Correlation

0.49
-1.001.00

The correlation between AMX and XLB is 0.49, 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.

Performance

AMX vs. XLB - Performance Comparison

In the year-to-date period, AMX achieves a 1.46% return, which is significantly lower than XLB's 8.69% return. Over the past 10 years, AMX has underperformed XLB with an annualized return of 2.98%, while XLB has yielded a comparatively higher 9.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
797.75%
636.99%
AMX
XLB

Compare stocks, funds, or ETFs


América Móvil, S.A.B. de C.V.

Materials Select Sector SPDR ETF

Risk-Adjusted Performance

AMX vs. XLB - Risk-Adjusted Performance 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMX
América Móvil, S.A.B. de C.V.
-0.32
XLB
Materials Select Sector SPDR ETF
1.49

AMX vs. XLB - Sharpe Ratio Comparison

The current AMX Sharpe Ratio is -0.32, which is lower than the XLB Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of AMX and XLB.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
-0.32
1.49
AMX
XLB

Dividends

AMX vs. XLB - Dividend Comparison

AMX's dividend yield for the trailing twelve months is around 2.97%, more than XLB's 1.84% yield.


TTM20232022202120202019201820172016201520142013
AMX
América Móvil, S.A.B. de C.V.
2.97%120.01%2.41%1.92%2.49%2.34%2.34%1.94%3.43%9.12%1.63%1.48%
XLB
Materials Select Sector SPDR ETF
1.84%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%2.08%

Drawdowns

AMX vs. XLB - Drawdown Comparison

The maximum AMX drawdown since its inception was -64.35%, which is greater than XLB's maximum drawdown of -59.83%. The drawdown chart below compares losses from any high point along the way for AMX and XLB


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-15.99%
0
AMX
XLB

Volatility

AMX vs. XLB - Volatility Comparison

América Móvil, S.A.B. de C.V. (AMX) has a higher volatility of 7.50% compared to Materials Select Sector SPDR ETF (XLB) at 2.86%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
7.50%
2.86%
AMX
XLB