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

Correlation

The correlation between APD and XLE is 0.44, 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

APD vs. XLE - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
823.69%
558.59%
APD
XLE

Key characteristics

Sharpe Ratio

APD:

0.50

XLE:

-0.73

Sortino Ratio

APD:

0.91

XLE:

-0.82

Omega Ratio

APD:

1.12

XLE:

0.88

Calmar Ratio

APD:

0.47

XLE:

-0.92

Martin Ratio

APD:

1.88

XLE:

-2.26

Ulcer Index

APD:

6.80%

XLE:

7.17%

Daily Std Dev

APD:

25.51%

XLE:

22.29%

Max Drawdown

APD:

-60.72%

XLE:

-71.54%

Current Drawdown

APD:

-21.59%

XLE:

-17.71%

Returns By Period

In the year-to-date period, APD achieves a -8.04% return, which is significantly lower than XLE's -7.34% return. Over the past 10 years, APD has outperformed XLE with an annualized return of 8.84%, while XLE has yielded a comparatively lower 3.98% annualized return.


APD

YTD

-8.04%

1M

-14.92%

6M

-6.58%

1Y

13.94%

5Y*

9.75%

10Y*

8.84%

XLE

YTD

-7.34%

1M

-7.38%

6M

-14.10%

1Y

-16.17%

5Y*

26.61%

10Y*

3.98%

*Annualized

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

APD vs. XLE — Risk-Adjusted Performance Rank

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

APD
The Risk-Adjusted Performance Rank of APD is 7171
Overall Rank
The Sharpe Ratio Rank of APD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of APD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of APD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of APD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of APD is 7474
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 22
Overall Rank
The Sharpe Ratio Rank of XLE is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 44
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 33
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 00
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.

APD vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) 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.


Sharpe ratio
The chart of Sharpe ratio for APD, currently valued at 0.50, compared to the broader market-2.00-1.000.001.002.00
APD: 0.50
XLE: -0.73
The chart of Sortino ratio for APD, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
APD: 0.91
XLE: -0.82
The chart of Omega ratio for APD, currently valued at 1.12, compared to the broader market0.501.001.502.00
APD: 1.12
XLE: 0.88
The chart of Calmar ratio for APD, currently valued at 0.47, compared to the broader market0.001.002.003.004.00
APD: 0.47
XLE: -0.92
The chart of Martin ratio for APD, currently valued at 1.88, compared to the broader market-10.000.0010.0020.00
APD: 1.88
XLE: -2.26

The current APD Sharpe Ratio is 0.50, which is higher than the XLE Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of APD 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.50
-0.73
APD
XLE

Dividends

APD vs. XLE - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.69%, less than XLE's 3.63% yield.


TTM20242023202220212020201920182017201620152014
APD
Air Products and Chemicals, Inc.
2.69%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.20%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.63%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

APD vs. XLE - Drawdown Comparison

The maximum APD drawdown since its inception was -60.72%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for APD and XLE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.59%
-17.71%
APD
XLE

Volatility

APD vs. XLE - Volatility Comparison

The current volatility for Air Products and Chemicals, Inc. (APD) is 9.65%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 13.77%. This indicates that APD experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.65%
13.77%
APD
XLE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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