CAG vs. XLP
Compare and contrast key facts about Conagra Brands, Inc. (CAG) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples 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: CAG or XLP.
Performance
CAG vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, CAG achieves a -0.84% return, which is significantly lower than XLP's 13.64% return. Over the past 10 years, CAG has underperformed XLP with an annualized return of 2.97%, while XLP has yielded a comparatively higher 8.02% annualized return.
CAG
-0.84%
-6.99%
-9.73%
0.78%
2.58%
2.97%
XLP
13.64%
-1.63%
4.41%
18.41%
8.39%
8.02%
Key characteristics
| CAG | XLP | |
|---|---|---|
| Sharpe Ratio | 0.05 | 1.85 |
| Sortino Ratio | 0.22 | 2.66 |
| Omega Ratio | 1.03 | 1.32 |
| Calmar Ratio | 0.04 | 1.87 |
| Martin Ratio | 0.18 | 10.94 |
| Ulcer Index | 6.31% | 1.72% |
| Daily Std Dev | 22.21% | 10.13% |
| Max Drawdown | -56.94% | -35.89% |
| Current Drawdown | -27.69% | -4.29% |
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Correlation
The correlation between CAG and XLP is 0.53, 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.
Risk-Adjusted Performance
CAG vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and Consumer Staples Select Sector SPDR Fund (XLP). 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
CAG vs. XLP - Dividend Comparison
CAG's dividend yield for the trailing twelve months is around 5.16%, more than XLP's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAG Conagra Brands, Inc. | 5.16% | 4.75% | 3.32% | 3.44% | 2.52% | 2.49% | 3.99% | 2.19% | 1.97% | 2.37% | 2.76% | 2.97% |
XLP Consumer Staples Select Sector SPDR Fund | 2.63% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
CAG vs. XLP - Drawdown Comparison
The maximum CAG drawdown since its inception was -56.94%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for CAG and XLP. For additional features, visit the drawdowns tool.
Volatility
CAG vs. XLP - Volatility Comparison
Conagra Brands, Inc. (CAG) has a higher volatility of 5.37% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.94%. This indicates that CAG's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.