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BKR vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BKRXLE
YTD Return-2.48%12.30%
1Y Return23.06%19.62%
3Y Return (Ann)17.10%27.89%
5Y Return (Ann)6.87%12.53%
10Y Return (Ann)-0.82%4.42%
Sharpe Ratio1.001.08
Daily Std Dev24.44%19.87%
Max Drawdown-83.58%-71.54%
Current Drawdown-34.19%0.00%

Correlation

0.77
-1.001.00

The correlation between BKR and XLE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BKR vs. XLE - Performance Comparison

In the year-to-date period, BKR achieves a -2.48% return, which is significantly lower than XLE's 12.30% return. Over the past 10 years, BKR has underperformed XLE with an annualized return of -0.82%, while XLE has yielded a comparatively higher 4.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
342.14%
651.85%
BKR
XLE

Compare stocks, funds, or ETFs


Baker Hughes Company

Energy Select Sector SPDR Fund

Risk-Adjusted Performance

BKR vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) and Energy Select Sector SPDR Fund (XLE). 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
BKR
Baker Hughes Company
1.00
XLE
Energy Select Sector SPDR Fund
1.08

BKR vs. XLE - Sharpe Ratio Comparison

The current BKR Sharpe Ratio is 1.00, which roughly equals the XLE Sharpe Ratio of 1.08. The chart below compares the 12-month rolling Sharpe Ratio of BKR and XLE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.00
1.08
BKR
XLE

Dividends

BKR vs. XLE - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 2.42%, less than XLE's 3.12% yield.


TTM20232022202120202019201820172016201520142013
BKR
Baker Hughes Company
2.42%2.28%2.47%2.99%3.45%2.81%3.35%57.49%1.05%1.47%1.14%1.09%
XLE
Energy Select Sector SPDR Fund
3.12%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%

Drawdowns

BKR vs. XLE - Drawdown Comparison

The maximum BKR drawdown since its inception was -83.58%, which is greater than XLE's maximum drawdown of -71.54%. The drawdown chart below compares losses from any high point along the way for BKR and XLE


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-34.19%
0
BKR
XLE

Volatility

BKR vs. XLE - Volatility Comparison

Baker Hughes Company (BKR) has a higher volatility of 5.49% compared to Energy Select Sector SPDR Fund (XLE) at 3.09%. This indicates that BKR's price experiences larger fluctuations and is considered to be riskier than XLE 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%9.00%OctoberNovemberDecember2024FebruaryMarch
5.49%
3.09%
BKR
XLE