CR vs. XLU
Compare and contrast key facts about Crane Co. (CR) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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 XLU.
Performance
CR vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, CR achieves a 45.56% return, which is significantly higher than XLU's 29.17% return.
CR
45.56%
7.15%
16.77%
62.19%
N/A
N/A
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| CR | XLU | |
|---|---|---|
| Sharpe Ratio | 2.06 | 2.11 |
| Sortino Ratio | 2.67 | 2.88 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 5.03 | 1.69 |
| Martin Ratio | 16.29 | 10.04 |
| Ulcer Index | 3.87% | 3.28% |
| Daily Std Dev | 30.69% | 15.62% |
| Max Drawdown | -15.63% | -52.27% |
| Current Drawdown | -4.21% | -2.76% |
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Correlation
The correlation between CR and XLU is 0.20, 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.
Risk-Adjusted Performance
CR vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) 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.
Dividends
CR vs. XLU - Dividend Comparison
CR's dividend yield for the trailing twelve months is around 0.46%, less than XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CR Crane Co. | 0.46% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
CR vs. XLU - Drawdown Comparison
The maximum CR drawdown since its inception was -15.63%, smaller than the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for CR and XLU. For additional features, visit the drawdowns tool.
Volatility
CR vs. XLU - Volatility Comparison
Crane Co. (CR) has a higher volatility of 11.42% compared to Utilities Select Sector SPDR Fund (XLU) at 5.41%. This indicates that CR'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.