CEIX vs. XLE
Compare and contrast key facts about CONSOL Energy Inc. (CEIX) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy 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: CEIX or XLE.
Key characteristics
| CEIX | XLE | |
|---|---|---|
| YTD Return | 29.37% | 15.22% |
| 1Y Return | 36.13% | 16.92% |
| 3Y Return (Ann) | 76.30% | 22.62% |
| 5Y Return (Ann) | 63.59% | 15.01% |
| Sharpe Ratio | 0.94 | 1.02 |
| Sortino Ratio | 1.48 | 1.46 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 1.21 | 1.37 |
| Martin Ratio | 2.31 | 3.19 |
| Ulcer Index | 17.02% | 5.71% |
| Daily Std Dev | 41.72% | 17.83% |
| Max Drawdown | -92.21% | -71.54% |
| Current Drawdown | 0.00% | -2.30% |
Correlation
The correlation between CEIX and XLE is 0.47, 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
CEIX vs. XLE - Performance Comparison
In the year-to-date period, CEIX achieves a 29.37% return, which is significantly higher than XLE's 15.22% 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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Risk-Adjusted Performance
CEIX vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CONSOL Energy Inc. (CEIX) and Energy Select Sector SPDR Fund (XLE). 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
CEIX vs. XLE - Dividend Comparison
CEIX's dividend yield for the trailing twelve months is around 0.19%, less than XLE's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEIX CONSOL Energy Inc. | 0.19% | 2.19% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.16% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
CEIX vs. XLE - Drawdown Comparison
The maximum CEIX drawdown since its inception was -92.21%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for CEIX and XLE. For additional features, visit the drawdowns tool.
Volatility
CEIX vs. XLE - Volatility Comparison
CONSOL Energy Inc. (CEIX) has a higher volatility of 13.06% compared to Energy Select Sector SPDR Fund (XLE) at 5.91%. This indicates that CEIX's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.