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APA vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APA and XLE is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

APA vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apache Corporation (APA) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
139.55%
588.95%
APA
XLE

Key characteristics

Sharpe Ratio

APA:

-0.94

XLE:

-0.46

Sortino Ratio

APA:

-1.27

XLE:

-0.45

Omega Ratio

APA:

0.82

XLE:

0.93

Calmar Ratio

APA:

-0.53

XLE:

-0.57

Martin Ratio

APA:

-1.78

XLE:

-1.52

Ulcer Index

APA:

26.21%

XLE:

7.53%

Daily Std Dev

APA:

49.91%

XLE:

25.08%

Max Drawdown

APA:

-96.73%

XLE:

-71.54%

Current Drawdown

APA:

-85.09%

XLE:

-13.92%

Returns By Period

In the year-to-date period, APA achieves a -27.26% return, which is significantly lower than XLE's -3.07% return. Over the past 10 years, APA has underperformed XLE with an annualized return of -11.10%, while XLE has yielded a comparatively higher 4.04% annualized return.


APA

YTD

-27.26%

1M

-21.24%

6M

-32.33%

1Y

-47.16%

5Y*

11.37%

10Y*

-11.10%

XLE

YTD

-3.07%

1M

-12.15%

6M

-6.73%

1Y

-11.93%

5Y*

24.00%

10Y*

4.04%

*Annualized

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Risk-Adjusted Performance

APA vs. XLE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APA
The Risk-Adjusted Performance Rank of APA is 88
Overall Rank
The Sharpe Ratio Rank of APA is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of APA is 88
Sortino Ratio Rank
The Omega Ratio Rank of APA is 88
Omega Ratio Rank
The Calmar Ratio Rank of APA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of APA is 33
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 44
Overall Rank
The Sharpe Ratio Rank of XLE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 55
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 55
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 11
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APA vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apache Corporation (APA) and Energy Select Sector SPDR Fund (XLE). 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.


The chart of Sharpe ratio for APA, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.00
APA: -0.94
XLE: -0.46
The chart of Sortino ratio for APA, currently valued at -1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
APA: -1.27
XLE: -0.45
The chart of Omega ratio for APA, currently valued at 0.82, compared to the broader market0.501.001.502.00
APA: 0.82
XLE: 0.93
The chart of Calmar ratio for APA, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
APA: -0.53
XLE: -0.57
The chart of Martin ratio for APA, currently valued at -1.78, compared to the broader market-5.000.005.0010.0015.0020.00
APA: -1.78
XLE: -1.52

The current APA Sharpe Ratio is -0.94, which is lower than the XLE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of APA and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.94
-0.46
APA
XLE

Dividends

APA vs. XLE - Dividend Comparison

APA's dividend yield for the trailing twelve months is around 6.12%, more than XLE's 3.47% yield.


TTM20242023202220212020201920182017201620152014
APA
Apache Corporation
6.12%4.33%2.79%1.34%0.51%2.29%3.91%3.81%2.37%1.58%2.25%1.52%
XLE
Energy Select Sector SPDR Fund
3.47%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

APA vs. XLE - Drawdown Comparison

The maximum APA drawdown since its inception was -96.73%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for APA and XLE. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-85.09%
-13.92%
APA
XLE

Volatility

APA vs. XLE - Volatility Comparison

Apache Corporation (APA) has a higher volatility of 35.01% compared to Energy Select Sector SPDR Fund (XLE) at 17.44%. This indicates that APA's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
35.01%
17.44%
APA
XLE