ASUR vs. XLE

In the year-to-date period, ASUR achieves a 6.59% return, which is significantly higher than XLE's -0.49% return. Over the past 10 years, ASUR has outperformed XLE with an annualized return of 5.88%, while XLE has yielded a comparatively lower 4.53% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Asure Software, Inc. (ASUR) 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 current ASUR Sharpe Ratio is 0.77, which is higher than the XLE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ASUR 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.

ASUR has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.38%.

The maximum ASUR drawdown since its inception was -99.53%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for ASUR and XLE. For additional features, visit the drawdowns tool.

Asure Software, Inc. (ASUR) has a higher volatility of 13.29% compared to Energy Select Sector SPDR Fund (XLE) at 6.98%. This indicates that ASUR'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.