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BOOT vs. XLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BOOTXLY
YTD Return18.97%3.38%
1Y Return22.02%31.19%
3Y Return (Ann)13.01%4.40%
5Y Return (Ann)25.48%11.19%
Sharpe Ratio0.521.74
Daily Std Dev41.75%17.86%
Max Drawdown-83.73%-59.05%
Current Drawdown-30.16%-10.91%

Correlation

0.46
-1.001.00

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.

Performance

BOOT vs. XLY - Performance Comparison

In the year-to-date period, BOOT achieves a 18.97% return, which is significantly higher than XLY's 3.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
423.32%
205.75%
BOOT
XLY

Compare stocks, funds, or ETFs


Boot Barn Holdings, Inc.

Consumer Discretionary Select Sector SPDR Fund

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BOOT
Boot Barn Holdings, Inc.
0.52
XLY
Consumer Discretionary Select Sector SPDR Fund
1.74

BOOT vs. XLY - Sharpe Ratio Comparison

The current BOOT Sharpe Ratio is 0.52, which is lower than the XLY Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of BOOT and XLY.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.52
1.74
BOOT
XLY

Dividends

BOOT vs. XLY - Dividend Comparison

BOOT has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.73%.


TTM20232022202120202019201820172016201520142013
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
0.73%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%

Drawdowns

BOOT vs. XLY - Drawdown Comparison

The maximum BOOT drawdown since its inception was -83.73%, which is greater than XLY's maximum drawdown of -59.05%. The drawdown chart below compares losses from any high point along the way for BOOT and XLY


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-30.16%
-10.91%
BOOT
XLY

Volatility

BOOT vs. XLY - Volatility Comparison

Boot Barn Holdings, Inc. (BOOT) has a higher volatility of 9.30% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 3.73%. 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.


5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
9.30%
3.73%
BOOT
XLY