CBOE vs. XLV
Compare and contrast key facts about Cboe Global Markets, Inc. (CBOE) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. 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: CBOE or XLV.
Performance
CBOE vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, CBOE achieves a 17.83% return, which is significantly higher than XLV's 5.95% return. Over the past 10 years, CBOE has outperformed XLV with an annualized return of 14.98%, while XLV has yielded a comparatively lower 9.43% annualized return.
CBOE
17.83%
-1.85%
14.02%
19.26%
12.70%
14.98%
XLV
5.95%
-5.58%
-1.73%
11.81%
9.67%
9.43%
Key characteristics
| CBOE | XLV | |
|---|---|---|
| Sharpe Ratio | 0.93 | 1.15 |
| Sortino Ratio | 1.42 | 1.63 |
| Omega Ratio | 1.17 | 1.21 |
| Calmar Ratio | 1.34 | 1.27 |
| Martin Ratio | 3.00 | 4.56 |
| Ulcer Index | 6.45% | 2.74% |
| Daily Std Dev | 20.87% | 10.83% |
| Max Drawdown | -43.23% | -39.18% |
| Current Drawdown | -3.02% | -8.79% |
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Correlation
The correlation between CBOE and XLV is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CBOE vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Health Care Select Sector SPDR Fund (XLV). 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
CBOE vs. XLV - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.09%, less than XLV's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.09% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.23% |
XLV Health Care Select Sector SPDR Fund | 1.59% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
CBOE vs. XLV - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for CBOE and XLV. For additional features, visit the drawdowns tool.
Volatility
CBOE vs. XLV - Volatility Comparison
Cboe Global Markets, Inc. (CBOE) has a higher volatility of 7.69% compared to Health Care Select Sector SPDR Fund (XLV) at 3.66%. This indicates that CBOE's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.