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BCE vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BCEXLU
YTD Return-11.16%3.80%
1Y Return-17.15%2.26%
3Y Return (Ann)-3.39%4.11%
5Y Return (Ann)0.77%5.65%
10Y Return (Ann)3.24%8.28%
Sharpe Ratio-1.010.15
Daily Std Dev16.96%17.05%
Max Drawdown-60.66%-52.27%
Current Drawdown-33.78%-11.72%

Correlation

0.33
-1.001.00

The correlation between BCE and XLU is 0.33, 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

BCE vs. XLU - Performance Comparison

In the year-to-date period, BCE achieves a -11.16% return, which is significantly lower than XLU's 3.80% return. Over the past 10 years, BCE has underperformed XLU with an annualized return of 3.24%, while XLU has yielded a comparatively higher 8.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,241.95%
427.39%
BCE
XLU

Compare stocks, funds, or ETFs


BCE Inc.

Utilities Select Sector SPDR Fund

Risk-Adjusted Performance

BCE vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BCE Inc. (BCE) and Utilities Select Sector SPDR Fund (XLU). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BCE
BCE Inc.
-1.01
XLU
Utilities Select Sector SPDR Fund
0.15

BCE vs. XLU - Sharpe Ratio Comparison

The current BCE Sharpe Ratio is -1.01, which is lower than the XLU Sharpe Ratio of 0.15. The chart below compares the 12-month rolling Sharpe Ratio of BCE and XLU.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20OctoberNovemberDecember2024FebruaryMarch
-1.01
0.15
BCE
XLU

Dividends

BCE vs. XLU - Dividend Comparison

BCE's dividend yield for the trailing twelve months is around 8.43%, more than XLU's 3.34% yield.


TTM20232022202120202019201820172016201520142013
BCE
BCE Inc.
8.43%7.30%6.37%5.32%5.78%5.15%5.81%4.63%4.81%5.18%4.83%5.20%
XLU
Utilities Select Sector SPDR Fund
3.34%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%3.86%

Drawdowns

BCE vs. XLU - Drawdown Comparison

The maximum BCE drawdown since its inception was -60.66%, which is greater than XLU's maximum drawdown of -52.27%. The drawdown chart below compares losses from any high point along the way for BCE and XLU


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-33.78%
-11.72%
BCE
XLU

Volatility

BCE vs. XLU - Volatility Comparison

BCE Inc. (BCE) has a higher volatility of 4.74% compared to Utilities Select Sector SPDR Fund (XLU) at 4.03%. This indicates that BCE's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.74%
4.03%
BCE
XLU