ATO vs. XLI
Compare and contrast key facts about Atmos Energy Corporation (ATO) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATO or XLI.
Key characteristics
| ATO | XLI | |
|---|---|---|
| YTD Return | 2.45% | 6.94% |
| 1Y Return | 5.74% | 22.90% |
| 3Y Return (Ann) | 7.17% | 7.77% |
| 5Y Return (Ann) | 5.49% | 11.35% |
| 10Y Return (Ann) | 11.57% | 10.77% |
| Sharpe Ratio | 0.36 | 1.83 |
| Daily Std Dev | 16.93% | 12.85% |
| Max Drawdown | -51.94% | -62.26% |
| Current Drawdown | -3.26% | -3.52% |
Correlation
The correlation between ATO and XLI is 0.40, 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.
Performance
ATO vs. XLI - Performance Comparison
In the year-to-date period, ATO achieves a 2.45% return, which is significantly lower than XLI's 6.94% return. Over the past 10 years, ATO has outperformed XLI with an annualized return of 11.57%, while XLI has yielded a comparatively lower 10.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATO vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Atmos Energy Corporation (ATO) and Industrial Select Sector SPDR Fund (XLI). 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.
Dividends
ATO vs. XLI - Dividend Comparison
ATO's dividend yield for the trailing twelve months is around 2.62%, more than XLI's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATO Atmos Energy Corporation | 2.62% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% | 3.13% |
XLI Industrial Select Sector SPDR Fund | 1.51% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
ATO vs. XLI - Drawdown Comparison
The maximum ATO drawdown since its inception was -51.94%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for ATO and XLI. For additional features, visit the drawdowns tool.
Volatility
ATO vs. XLI - Volatility Comparison
Atmos Energy Corporation (ATO) has a higher volatility of 4.42% compared to Industrial Select Sector SPDR Fund (XLI) at 3.55%. This indicates that ATO's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.