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ATO vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATO and XLI 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

ATO vs. XLI - Performance Comparison

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

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
1,248.39%
788.03%
ATO
XLI

Key characteristics

Sharpe Ratio

ATO:

2.24

XLI:

0.33

Sortino Ratio

ATO:

2.96

XLI:

0.61

Omega Ratio

ATO:

1.40

XLI:

1.08

Calmar Ratio

ATO:

3.81

XLI:

0.35

Martin Ratio

ATO:

10.32

XLI:

1.26

Ulcer Index

ATO:

3.66%

XLI:

5.05%

Daily Std Dev

ATO:

16.86%

XLI:

19.67%

Max Drawdown

ATO:

-51.94%

XLI:

-62.26%

Current Drawdown

ATO:

-1.23%

XLI:

-9.68%

Returns By Period

In the year-to-date period, ATO achieves a 14.21% return, which is significantly higher than XLI's -1.79% return. Over the past 10 years, ATO has outperformed XLI with an annualized return of 13.73%, while XLI has yielded a comparatively lower 10.66% annualized return.


ATO

YTD

14.21%

1M

5.31%

6M

13.69%

1Y

37.20%

5Y*

11.49%

10Y*

13.73%

XLI

YTD

-1.79%

1M

-3.44%

6M

-3.95%

1Y

6.91%

5Y*

17.82%

10Y*

10.66%

*Annualized

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Risk-Adjusted Performance

ATO vs. XLI — Risk-Adjusted Performance Rank

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

ATO
The Risk-Adjusted Performance Rank of ATO is 9696
Overall Rank
The Sharpe Ratio Rank of ATO is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ATO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ATO is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ATO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ATO is 9595
Martin Ratio Rank

XLI
The Risk-Adjusted Performance Rank of XLI is 4545
Overall Rank
The Sharpe Ratio Rank of XLI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 4545
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.

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.


The chart of Sharpe ratio for ATO, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.00
ATO: 2.24
XLI: 0.33
The chart of Sortino ratio for ATO, currently valued at 2.96, compared to the broader market-6.00-4.00-2.000.002.004.00
ATO: 2.96
XLI: 0.61
The chart of Omega ratio for ATO, currently valued at 1.40, compared to the broader market0.501.001.502.00
ATO: 1.40
XLI: 1.08
The chart of Calmar ratio for ATO, currently valued at 3.81, compared to the broader market0.001.002.003.004.005.00
ATO: 3.81
XLI: 0.35
The chart of Martin ratio for ATO, currently valued at 10.32, compared to the broader market-5.000.005.0010.0015.0020.00
ATO: 10.32
XLI: 1.26

The current ATO Sharpe Ratio is 2.24, which is higher than the XLI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ATO and XLI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.24
0.33
ATO
XLI

Dividends

ATO vs. XLI - Dividend Comparison

ATO's dividend yield for the trailing twelve months is around 2.12%, more than XLI's 1.49% yield.


TTM20242023202220212020201920182017201620152014
ATO
Atmos Energy Corporation
2.12%2.36%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%
XLI
Industrial Select Sector SPDR Fund
1.49%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.23%
-9.68%
ATO
XLI

Volatility

ATO vs. XLI - Volatility Comparison

The current volatility for Atmos Energy Corporation (ATO) is 7.14%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 13.75%. This indicates that ATO experiences smaller price fluctuations and is considered to be less risky than XLI 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
7.14%
13.75%
ATO
XLI