BOOT vs. XLY
Compare and contrast key facts about Boot Barn Holdings, Inc. (BOOT) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary 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: BOOT or XLY.
Key characteristics
| BOOT | XLY | |
|---|---|---|
| YTD Return | 12.78% | 18.02% |
| 1Y Return | -9.86% | 3.27% |
| 5Y Return (Ann) | 24.04% | 8.57% |
| 10Y Return (Ann) | 17.72% | 11.61% |
| Sharpe Ratio | -0.08 | 0.29 |
| Daily Std Dev | 54.54% | 29.09% |
| Max Drawdown | -83.73% | -59.05% |
Correlation
The correlation between BOOT and XLY is 0.46, 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.
BOOT vs. XLY - Performance Comparison
In the year-to-date period, BOOT achieves a 12.78% return, which is significantly lower than XLY's 18.02% return. Over the past 10 years, BOOT has outperformed XLY with an annualized return of 17.72%, while XLY has yielded a comparatively lower 11.61% annualized return. 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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BOOT vs. XLY - Dividend Comparison
BOOT has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOOT Boot Barn Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 1.13% | 1.00% | 0.54% | 0.84% | 1.32% | 1.40% | 1.27% | 1.83% | 1.56% | 1.44% | 1.30% | 1.82% |
BOOT vs. XLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boot Barn Holdings, Inc. (BOOT) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BOOT Boot Barn Holdings, Inc. | -0.08 | ||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.29 |
BOOT vs. XLY - Drawdown Comparison
The maximum BOOT drawdown for the period was -56.66%, lower than the maximum XLY drawdown of -39.67%. The drawdown chart below compares losses from any high point along the way for BOOT and XLY
BOOT vs. XLY - Volatility Comparison
Boot Barn Holdings, Inc. (BOOT) has a higher volatility of 15.76% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 4.86%. This indicates that BOOT's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.