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CPB vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPB vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Campbell Soup Company (CPB) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

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CPB vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPB
Campbell Soup Company
-18.89%-30.47%0.09%-21.45%34.84%-7.19%0.72%55.19%-29.12%-18.30%
XLU
Utilities Select Sector SPDR Fund
8.25%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Returns By Period

In the year-to-date period, CPB achieves a -18.89% return, which is significantly lower than XLU's 8.25% return. Over the past 10 years, CPB has underperformed XLU with an annualized return of -7.20%, while XLU has yielded a comparatively higher 9.74% annualized return.


CPB

1D
0.41%
1M
-17.37%
YTD
-18.89%
6M
-27.53%
1Y
-41.38%
3Y*
-23.11%
5Y*
-11.83%
10Y*
-7.20%

XLU

1D
-0.07%
1M
-3.18%
YTD
8.25%
6M
6.77%
1Y
19.71%
3Y*
14.12%
5Y*
10.80%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CPB vs. XLU — Risk / Return Rank

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

CPB
CPB Risk / Return Rank: 33
Overall Rank
CPB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CPB Sortino Ratio Rank: 22
Sortino Ratio Rank
CPB Omega Ratio Rank: 33
Omega Ratio Rank
CPB Calmar Ratio Rank: 88
Calmar Ratio Rank
CPB Martin Ratio Rank: 44
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 7171
Overall Rank
XLU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 7171
Sortino Ratio Rank
XLU Omega Ratio Rank: 6767
Omega Ratio Rank
XLU Calmar Ratio Rank: 8484
Calmar Ratio Rank
XLU Martin Ratio Rank: 6161
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.

CPB vs. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) 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.


CPBXLUDifference

Sharpe ratio

Return per unit of total volatility

-1.41

1.25

-2.67

Sortino ratio

Return per unit of downside risk

-2.19

1.71

-3.90

Omega ratio

Gain probability vs. loss probability

0.75

1.23

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.90

2.29

-3.19

Martin ratio

Return relative to average drawdown

-1.78

5.51

-7.30

CPB vs. XLU - Sharpe Ratio Comparison

The current CPB Sharpe Ratio is -1.41, which is lower than the XLU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CPB and XLU, 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


CPBXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.41

1.25

-2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.63

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

0.51

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.41

-0.15

Correlation

The correlation between CPB and XLU is 0.38, 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.


Dividends

CPB vs. XLU - Dividend Comparison

CPB's dividend yield for the trailing twelve months is around 7.00%, more than XLU's 2.59% yield.


TTM20252024202320222021202020192018201720162015
CPB
Campbell Soup Company
7.00%5.60%3.53%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%
XLU
Utilities Select Sector SPDR Fund
2.59%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Drawdowns

CPB vs. XLU - Drawdown Comparison

The maximum CPB drawdown since its inception was -64.65%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for CPB and XLU.


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Drawdown Indicators


CPBXLUDifference

Max Drawdown

Largest peak-to-trough decline

-64.65%

-51.98%

-12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-45.63%

-9.18%

-36.45%

Max Drawdown (5Y)

Largest decline over 5 years

-59.15%

-25.26%

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-59.15%

-36.07%

-23.08%

Current Drawdown

Current decline from peak

-56.28%

-3.18%

-53.10%

Average Drawdown

Average peak-to-trough decline

-22.01%

-10.26%

-11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.04%

3.82%

+19.22%

Volatility

CPB vs. XLU - Volatility Comparison

Campbell Soup Company (CPB) has a higher volatility of 12.18% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that CPB'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.


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Volatility by Period


CPBXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.18%

5.09%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

21.89%

10.35%

+11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

29.40%

15.82%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.88%

17.18%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.51%

19.21%

+6.30%