CIM vs. XLI
CIM (Chimera Investment Corporation) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, CIM returned -1.30%/yr vs 14.68%/yr for XLI. At a 0.45 correlation, their price movements are largely independent.
Performance
CIM vs. XLI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIM achieves a 12.78% return, which is significantly lower than XLI's 16.79% return. Over the past 10 years, CIM has underperformed XLI with an annualized return of -1.30%, while XLI has yielded a comparatively higher 14.68% annualized return.
CIM
- 1D
- 1.96%
- 1M
- 1.96%
- YTD
- 12.78%
- 6M
- 11.91%
- 1Y
- 9.59%
- 3Y*
- 4.81%
- 5Y*
- -12.09%
- 10Y*
- -1.30%
XLI
- 1D
- 1.16%
- 1M
- 5.17%
- YTD
- 16.79%
- 6M
- 15.02%
- 1Y
- 25.83%
- 3Y*
- 22.14%
- 5Y*
- 13.68%
- 10Y*
- 14.68%
CIM vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 12.78% | -0.65% | 3.61% | 2.95% | -57.95% | 60.73% | -42.97% | 27.65% | 7.71% | 17.30% |
XLI Industrial Select Sector SPDR Fund | 16.79% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between CIM and XLI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007 | 0.45 |
The correlation between CIM and XLI shifts across timeframes, from 0.38 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CIM vs. XLI — Risk / Return Rank
CIM
XLI
CIM vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chimera Investment Corporation (CIM) and Industrial Select Sector SPDR Fund (XLI). 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.
| CIM | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.12 | -1.59 |
| Martin ratioReturn relative to average drawdown | 1.28 | 8.37 | -7.09 |
Loading charts...
Drawdowns
CIM vs. XLI - Drawdown Comparison
The maximum CIM drawdown since its inception was -89.69%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for CIM and XLI.
Loading charts...
Drawdown Indicators
| CIM | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.69% | -62.26% | -27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -12.21% | -5.97% |
Max Drawdown (3Y)Largest decline over 3 years | -35.80% | -18.49% | -17.31% |
Max Drawdown (5Y)Largest decline over 5 years | -69.09% | -21.64% | -47.45% |
Max Drawdown (10Y)Largest decline over 10 years | -72.35% | -42.33% | -30.02% |
Current DrawdownCurrent decline from peak | -58.78% | -0.87% | -57.91% |
Average DrawdownAverage peak-to-trough decline | -51.75% | -9.19% | -42.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 3.09% | +4.41% |
Volatility
CIM vs. XLI - Volatility Comparison
Chimera Investment Corporation (CIM) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 6.17% and 6.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CIM | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.30% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 13.69% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.19% | 16.31% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.20% | 17.55% | +17.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.51% | 20.02% | +16.49% |
Dividends
CIM vs. XLI - Dividend Comparison
CIM's dividend yield for the trailing twelve months is around 11.54%, more than XLI's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIM Chimera Investment Corporation | 11.54% | 11.91% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 8.12% | 14.34% | 28.15% |
XLI Industrial Select Sector SPDR Fund | 1.14% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Frequently Asked Questions
CIM and XLI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLI has higher volatility (6.30%) compared to CIM (6.17%). In terms of maximum drawdown, CIM dropped -89.69% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.59 vs 0.38), 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.
Find the right allocation for CIM and XLI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer