CEIX vs. XLU
Compare and contrast key facts about CONSOL Energy Inc. (CEIX) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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 XLU.
Key characteristics
| CEIX | XLU | |
|---|---|---|
| YTD Return | 26.44% | 26.82% |
| 1Y Return | 33.82% | 36.03% |
| 3Y Return (Ann) | 74.82% | 8.97% |
| 5Y Return (Ann) | 63.34% | 8.02% |
| Sharpe Ratio | 0.79 | 2.14 |
| Sortino Ratio | 1.31 | 2.98 |
| Omega Ratio | 1.16 | 1.37 |
| Calmar Ratio | 1.02 | 1.66 |
| Martin Ratio | 1.94 | 10.62 |
| Ulcer Index | 17.02% | 3.24% |
| Daily Std Dev | 41.71% | 16.05% |
| Max Drawdown | -92.21% | -52.27% |
| Current Drawdown | -2.27% | -4.52% |
Correlation
The correlation between CEIX and XLU is 0.09, 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.
Performance
CEIX vs. XLU - Performance Comparison
The year-to-date returns for both investments are quite close, with CEIX having a 26.44% return and XLU slightly higher at 26.82%. 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. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CONSOL Energy Inc. (CEIX) and Utilities Select Sector SPDR Fund (XLU). 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. XLU - Dividend Comparison
CEIX's dividend yield for the trailing twelve months is around 0.20%, less than XLU's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEIX CONSOL Energy Inc. | 0.20% | 2.19% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.82% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
CEIX vs. XLU - Drawdown Comparison
The maximum CEIX drawdown since its inception was -92.21%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for CEIX and XLU. For additional features, visit the drawdowns tool.
Volatility
CEIX vs. XLU - Volatility Comparison
CONSOL Energy Inc. (CEIX) has a higher volatility of 13.39% compared to Utilities Select Sector SPDR Fund (XLU) at 5.62%. This indicates that CEIX's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.