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

Key characteristics


ATOXLI
YTD Return9.08%11.74%
1Y Return7.37%17.30%
3Y Return (Ann)10.05%9.26%
5Y Return (Ann)5.66%12.25%
10Y Return (Ann)12.02%10.92%
Sharpe Ratio0.431.45
Daily Std Dev16.35%12.37%
Max Drawdown-51.94%-62.26%
Current Drawdown0.00%-1.28%

Correlation

-0.50.00.51.00.4

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 9.08% return, which is significantly lower than XLI's 11.74% return. Over the past 10 years, ATO has outperformed XLI with an annualized return of 12.02%, while XLI has yielded a comparatively lower 10.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%700.00%800.00%900.00%1,000.00%FebruaryMarchAprilMayJuneJuly
944.05%
761.23%
ATO
XLI

Compare stocks, funds, or ETFs

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


Atmos Energy Corporation

Industrial Select Sector SPDR Fund

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.


ATO
Sharpe ratio
The chart of Sharpe ratio for ATO, currently valued at 0.43, compared to the broader market-2.00-1.000.001.002.003.000.43
Sortino ratio
The chart of Sortino ratio for ATO, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.72
Omega ratio
The chart of Omega ratio for ATO, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for ATO, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for ATO, currently valued at 1.00, compared to the broader market-5.000.005.0010.0015.0020.0025.001.00
XLI
Sharpe ratio
The chart of Sharpe ratio for XLI, currently valued at 1.45, compared to the broader market-2.00-1.000.001.002.003.001.45
Sortino ratio
The chart of Sortino ratio for XLI, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.12
Omega ratio
The chart of Omega ratio for XLI, currently valued at 1.25, compared to the broader market0.501.001.502.001.25
Calmar ratio
The chart of Calmar ratio for XLI, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Martin ratio
The chart of Martin ratio for XLI, currently valued at 4.39, compared to the broader market-5.000.005.0010.0015.0020.0025.004.39

ATO vs. XLI - Sharpe Ratio Comparison

The current ATO Sharpe Ratio is 0.43, which is lower than the XLI Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of ATO and XLI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50FebruaryMarchAprilMayJuneJuly
0.43
1.45
ATO
XLI

Dividends

ATO vs. XLI - Dividend Comparison

ATO's dividend yield for the trailing twelve months is around 2.53%, more than XLI's 1.45% yield.


TTM20232022202120202019201820172016201520142013
ATO
Atmos Energy Corporation
2.53%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
1.45%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly0
-1.28%
ATO
XLI

Volatility

ATO vs. XLI - Volatility Comparison

Atmos Energy Corporation (ATO) has a higher volatility of 4.68% compared to Industrial Select Sector SPDR Fund (XLI) at 3.89%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%FebruaryMarchAprilMayJuneJuly
4.68%
3.89%
ATO
XLI