CHKP vs. XLU
Compare and contrast key facts about Check Point Software Technologies Ltd. (CHKP) 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: CHKP or XLU.
Performance
CHKP vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, CHKP achieves a 14.05% return, which is significantly lower than XLU's 28.05% return. Over the past 10 years, CHKP has underperformed XLU with an annualized return of 8.67%, while XLU has yielded a comparatively higher 9.21% annualized return.
CHKP
14.05%
-15.51%
15.30%
22.40%
8.26%
8.67%
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
Key characteristics
| CHKP | XLU | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.08 |
| Sortino Ratio | 1.27 | 2.85 |
| Omega Ratio | 1.23 | 1.36 |
| Calmar Ratio | 1.26 | 1.67 |
| Martin Ratio | 4.35 | 9.92 |
| Ulcer Index | 5.40% | 3.28% |
| Daily Std Dev | 23.84% | 15.58% |
| Max Drawdown | -89.31% | -52.27% |
| Current Drawdown | -16.63% | -3.60% |
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Correlation
The correlation between CHKP and XLU is 0.23, 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
CHKP vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) 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
CHKP vs. XLU - Dividend Comparison
CHKP has not paid dividends to shareholders, while XLU's dividend yield for the trailing twelve months is around 2.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
CHKP vs. XLU - Drawdown Comparison
The maximum CHKP drawdown since its inception was -89.31%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for CHKP and XLU. For additional features, visit the drawdowns tool.
Volatility
CHKP vs. XLU - Volatility Comparison
Check Point Software Technologies Ltd. (CHKP) has a higher volatility of 16.28% compared to Utilities Select Sector SPDR Fund (XLU) at 5.37%. This indicates that CHKP'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.