PortfoliosLab logoPortfoliosLab logo
APD vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APD vs. XLU - Performance Comparison

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

Loading graphics...

APD vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APD
Air Products and Chemicals, Inc.
18.76%-12.66%8.09%-8.95%3.91%13.75%18.82%50.02%0.26%17.04%
XLU
Utilities Select Sector SPDR Fund
8.77%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Returns By Period

In the year-to-date period, APD achieves a 18.76% return, which is significantly higher than XLU's 8.77% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: APD at 9.79% and XLU at 9.79%.


APD

1D
0.26%
1M
5.36%
YTD
18.76%
6M
9.18%
1Y
1.28%
3Y*
2.87%
5Y*
2.85%
10Y*
9.79%

XLU

1D
0.48%
1M
-1.98%
YTD
8.77%
6M
6.26%
1Y
19.98%
3Y*
14.30%
5Y*
10.90%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

APD vs. XLU — Risk / Return Rank

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

APD
APD Risk / Return Rank: 3939
Overall Rank
APD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
APD Sortino Ratio Rank: 3535
Sortino Ratio Rank
APD Omega Ratio Rank: 3535
Omega Ratio Rank
APD Calmar Ratio Rank: 4242
Calmar Ratio Rank
APD Martin Ratio Rank: 4343
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 6666
Overall Rank
XLU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLU Omega Ratio Rank: 6262
Omega Ratio Rank
XLU Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLU Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APD vs. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) and Utilities Select Sector SPDR Fund (XLU). 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.


APDXLUDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.27

-1.23

Sortino ratio

Return per unit of downside risk

0.27

1.73

-1.46

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

0.06

2.21

-2.15

Martin ratio

Return relative to average drawdown

0.15

5.31

-5.16

APD vs. XLU - Sharpe Ratio Comparison

The current APD Sharpe Ratio is 0.05, which is lower than the XLU Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of APD and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


APDXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.27

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.64

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.51

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

+0.01

Correlation

The correlation between APD and XLU is 0.38, 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.


Dividends

APD vs. XLU - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 2.48%, less than XLU's 2.58% yield.


TTM20252024202320222021202020192018201720162015
APD
Air Products and Chemicals, Inc.
2.48%2.89%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.39%2.49%
XLU
Utilities Select Sector SPDR Fund
2.58%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Drawdowns

APD vs. XLU - Drawdown Comparison

The maximum APD drawdown since its inception was -60.30%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for APD and XLU.


Loading graphics...

Drawdown Indicators


APDXLUDifference

Max Drawdown

Largest peak-to-trough decline

-60.30%

-51.98%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-22.39%

-9.18%

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-25.26%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-31.77%

-36.07%

+4.30%

Current Drawdown

Current decline from peak

-11.55%

-2.72%

-8.83%

Average Drawdown

Average peak-to-trough decline

-11.06%

-10.26%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.51%

3.82%

+5.69%

Volatility

APD vs. XLU - Volatility Comparison

Air Products and Chemicals, Inc. (APD) has a higher volatility of 6.57% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that APD's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


APDXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

5.09%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

10.36%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

28.27%

15.79%

+12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.97%

17.18%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.85%

19.21%

+6.64%