AWR vs. XLI
Compare and contrast key facts about American States Water Company (AWR) 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: AWR or XLI.
Key characteristics
| AWR | XLI | |
|---|---|---|
| YTD Return | 9.22% | 26.85% |
| 1Y Return | 13.97% | 41.77% |
| 3Y Return (Ann) | -0.54% | 12.09% |
| 5Y Return (Ann) | 2.22% | 13.86% |
| 10Y Return (Ann) | 11.77% | 11.87% |
| Sharpe Ratio | 0.62 | 3.28 |
| Sortino Ratio | 1.04 | 4.60 |
| Omega Ratio | 1.12 | 1.58 |
| Calmar Ratio | 0.40 | 6.24 |
| Martin Ratio | 1.37 | 23.25 |
| Ulcer Index | 9.61% | 1.89% |
| Daily Std Dev | 21.20% | 13.34% |
| Max Drawdown | -37.39% | -62.26% |
| Current Drawdown | -11.91% | 0.00% |
Correlation
The correlation between AWR and XLI 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.
Performance
AWR vs. XLI - Performance Comparison
In the year-to-date period, AWR achieves a 9.22% return, which is significantly lower than XLI's 26.85% return. Both investments have delivered pretty close results over the past 10 years, with AWR having a 11.77% annualized return and XLI not far ahead at 11.87%. 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
AWR vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American States Water Company (AWR) 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
AWR vs. XLI - Dividend Comparison
AWR's dividend yield for the trailing twelve months is around 2.03%, more than XLI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWR American States Water Company | 2.03% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% |
XLI Industrial Select Sector SPDR Fund | 1.29% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
AWR vs. XLI - Drawdown Comparison
The maximum AWR drawdown since its inception was -37.39%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for AWR and XLI. For additional features, visit the drawdowns tool.
Volatility
AWR vs. XLI - Volatility Comparison
American States Water Company (AWR) has a higher volatility of 6.29% compared to Industrial Select Sector SPDR Fund (XLI) at 5.08%. This indicates that AWR'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.