CALM vs. XLK
CALM (Cal-Maine Foods, Inc.) is a stock, while XLK (State Street Technology Select Sector SPDR ETF) is Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. Over the past 10 years, CALM returned 9.64%/yr vs 25.48%/yr for XLK. At a 0.20 correlation, their price movements are largely independent.
Performance
CALM vs. XLK - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a 1.34% return, which is significantly lower than XLK's 28.25% return. Over the past 10 years, CALM has underperformed XLK with an annualized return of 9.64%, while XLK has yielded a comparatively higher 25.48% annualized return.
CALM
- 1D
- 4.74%
- 1M
- 3.32%
- YTD
- 1.34%
- 6M
- -2.18%
- 1Y
- -17.54%
- 3Y*
- 28.06%
- 5Y*
- 22.69%
- 10Y*
- 9.64%
XLK
- 1D
- -4.14%
- 1M
- 2.23%
- YTD
- 28.25%
- 6M
- 26.51%
- 1Y
- 52.47%
- 3Y*
- 30.61%
- 5Y*
- 21.34%
- 10Y*
- 25.48%
CALM vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 1.34% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
XLK State Street Technology Select Sector SPDR ETF | 28.25% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
Correlation
The correlation between CALM and XLK is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.20 |
The correlation between CALM and XLK shifts across timeframes, from -0.12 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CALM vs. XLK — Risk / Return Rank
CALM
XLK
CALM vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and State Street Technology Select Sector SPDR ETF (XLK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CALM | XLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.38 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.31 | -3.79 |
| Martin ratioReturn relative to average drawdown | -0.72 | 10.56 | -11.28 |
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Drawdowns
CALM vs. XLK - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for CALM and XLK.
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Drawdown Indicators
| CALM | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -82.05% | +7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -15.92% | -21.08% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -25.66% | -11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -33.56% | -3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -33.56% | -5.56% |
Current DrawdownCurrent decline from peak | -29.87% | -6.96% | -22.91% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -34.90% | +4.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.42% | 4.98% | +19.44% |
Volatility
CALM vs. XLK - Volatility Comparison
The current volatility for Cal-Maine Foods, Inc. (CALM) is 7.82%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 12.51%. This indicates that CALM experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CALM | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 12.51% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.80% | 19.70% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 23.48% | +9.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.70% | 25.37% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 24.71% | +6.48% |
Dividends
CALM vs. XLK - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.03%, more than XLK's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.03% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
XLK State Street Technology Select Sector SPDR ETF | 0.43% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Frequently Asked Questions
CALM and XLK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLK has higher volatility (12.51%) compared to CALM (7.82%). In terms of maximum drawdown, CALM dropped -74.08% vs XLK's -82.05%.
XLK currently has the higher Sharpe Ratio (2.25 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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