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CLB vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLB vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Laboratories NV (CLB) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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CLB vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLB
Core Laboratories NV
4.80%-7.12%-1.76%-12.72%-8.97%-15.73%-29.05%-34.35%-44.49%-6.83%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, CLB achieves a 4.80% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, CLB has underperformed XLE with an annualized return of -16.08%, while XLE has yielded a comparatively higher 11.65% annualized return.


CLB

1D
0.18%
1M
-4.55%
YTD
4.80%
6M
36.00%
1Y
12.34%
3Y*
-8.46%
5Y*
-10.83%
10Y*
-16.08%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLB vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLB
CLB Risk / Return Rank: 4848
Overall Rank
CLB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CLB Sortino Ratio Rank: 5050
Sortino Ratio Rank
CLB Omega Ratio Rank: 4848
Omega Ratio Rank
CLB Calmar Ratio Rank: 4848
Calmar Ratio Rank
CLB Martin Ratio Rank: 4848
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLB vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Laboratories NV (CLB) and State Street Energy Select Sector SPDR ETF (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.


CLBXLEDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.42

-1.23

Sortino ratio

Return per unit of downside risk

0.80

1.84

-1.04

Omega ratio

Gain probability vs. loss probability

1.09

1.28

-0.18

Calmar ratio

Return relative to maximum drawdown

0.28

1.96

-1.68

Martin ratio

Return relative to average drawdown

0.56

5.16

-4.60

CLB vs. XLE - Sharpe Ratio Comparison

The current CLB Sharpe Ratio is 0.20, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of CLB and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLBXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.42

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.93

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

0.40

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.32

-0.18

Correlation

The correlation between CLB and XLE is 0.61, 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.


Dividends

CLB vs. XLE - Dividend Comparison

CLB's dividend yield for the trailing twelve months is around 0.24%, less than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
CLB
Core Laboratories NV
0.24%0.25%0.23%0.23%0.20%0.18%1.06%5.84%3.69%2.01%1.83%2.02%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

CLB vs. XLE - Drawdown Comparison

The maximum CLB drawdown since its inception was -95.78%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for CLB and XLE.


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Drawdown Indicators


CLBXLEDifference

Max Drawdown

Largest peak-to-trough decline

-95.78%

-71.26%

-24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-34.87%

-18.79%

-16.08%

Max Drawdown (5Y)

Largest decline over 5 years

-79.66%

-26.04%

-53.62%

Max Drawdown (10Y)

Largest decline over 10 years

-93.50%

-66.81%

-26.69%

Current Drawdown

Current decline from peak

-91.02%

-2.08%

-88.94%

Average Drawdown

Average peak-to-trough decline

-40.99%

-18.05%

-22.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.63%

7.14%

+10.49%

Volatility

CLB vs. XLE - Volatility Comparison

Core Laboratories NV (CLB) has a higher volatility of 14.64% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that CLB'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.


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Volatility by Period


CLBXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.64%

5.05%

+9.59%

Volatility (6M)

Calculated over the trailing 6-month period

41.37%

13.94%

+27.43%

Volatility (1Y)

Calculated over the trailing 1-year period

62.88%

24.93%

+37.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.72%

26.06%

+27.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.68%

29.48%

+25.20%