CR vs. XLI
CR (Crane Co.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 3 years, CR returned 32.81%/yr vs 19.24%/yr for XLI. Their 0.69 correlation means they have sometimes moved together and sometimes differently.
Performance
CR vs. XLI - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with CR having a 16.05% return and XLI slightly higher at 16.55%.
CR
- 1D
- -0.34%
- 1M
- -1.92%
- 6M
- 17.19%
- YTD
- 16.05%
- 1Y
- 10.89%
- 3Y*
- 32.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 37.57%
XLI
- 1D
- 0.81%
- 1M
- -2.21%
- 6M
- 9.28%
- YTD
- 16.55%
- 1Y
- 21.65%
- 3Y*
- 19.24%
- 5Y*
- 13.41%
- 10Y*
- 14.04%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.89M | $109.27M | $104.37M | |
| $1.17B | $1.19B | $1.34B |
CR vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CR Crane Co. | 16.05% | 22.17% | 29.16% | 58.49% |
XLI Industrial Select Sector SPDR Fund | 16.55% | 19.35% | 17.31% | 17.63% |
Correlation
The correlation between CR and XLI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2023 | 0.69 |
The correlation between CR and XLI has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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
CR vs. XLI — Risk / Return Rank
CR
XLI
CR vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) 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.
| CR | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.63 | -1.22 |
| Martin ratioReturn relative to average drawdown | 1.06 | 6.43 | -5.37 |
Loading charts...
Drawdowns
CR vs. XLI - Drawdown Comparison
The maximum CR drawdown since its inception was -28.02%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for CR and XLI.
Loading charts...
Drawdown Indicators
| CR | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.02% | -62.26% | +34.24% |
Max Drawdown (1Y)Largest decline over 1 year | -23.39% | -12.21% | -11.18% |
Max Drawdown (3Y)Largest decline over 3 years | -28.02% | -18.49% | -9.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.33% | — |
Current DrawdownCurrent decline from peak | -5.73% | -3.08% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -9.16% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 3.09% | +5.99% |
Volatility
CR vs. XLI - Volatility Comparison
Crane Co. (CR) has a higher volatility of 11.34% compared to Industrial Select Sector SPDR Fund (XLI) at 4.83%. This indicates that CR's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CR | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.34% | 4.83% | +6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 25.24% | 14.00% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.02% | 16.92% | +15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.82% | 17.60% | +15.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 20.04% | +12.78% |
Dividends
CR vs. XLI - Dividend Comparison
CR's dividend yield for the trailing twelve months is around 0.45%, less than XLI's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CR Crane Co. | 0.45% | 0.50% | 0.54% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CR and XLI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CR has higher volatility (11.34%) compared to XLI (4.83%). In terms of maximum drawdown, CR dropped -28.02% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.18 vs 0.30), 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 CR 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