CR vs. XLI
Compare and contrast key facts about Crane Co. (CR) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: CR or XLI.
Key characteristics
| CR | XLI | |
|---|---|---|
| YTD Return | 23.14% | 9.43% |
| 1Y Return | 95.36% | 27.52% |
| Sharpe Ratio | 3.43 | 2.13 |
| Daily Std Dev | 30.34% | 12.71% |
| Max Drawdown | -15.63% | -62.26% |
| Current Drawdown | 0.00% | -1.28% |
Correlation
The correlation between CR and XLI is 0.57, 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.
Performance
CR vs. XLI - Performance Comparison
In the year-to-date period, CR achieves a 23.14% return, which is significantly higher than XLI's 9.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CR vs. XLI - Risk-Adjusted Performance 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.
Dividends
CR vs. XLI - Dividend Comparison
CR's dividend yield for the trailing twelve months is around 0.51%, less than XLI's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CR Crane Co. | 0.51% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.48% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
CR vs. XLI - Drawdown Comparison
The maximum CR drawdown since its inception was -15.63%, 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. For additional features, visit the drawdowns tool.
Volatility
CR vs. XLI - Volatility Comparison
Crane Co. (CR) has a higher volatility of 8.48% compared to Industrial Select Sector SPDR Fund (XLI) at 3.42%. 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.