CRL vs. XLV
Compare and contrast key facts about Charles River Laboratories International, Inc. (CRL) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. 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: CRL or XLV.
Key characteristics
| CRL | XLV | |
|---|---|---|
| YTD Return | -8.65% | 9.17% |
| 1Y Return | 27.00% | 17.76% |
| 3Y Return (Ann) | -17.66% | 4.88% |
| 5Y Return (Ann) | 9.46% | 10.98% |
| 10Y Return (Ann) | 13.01% | 9.94% |
| Sharpe Ratio | 0.70 | 1.75 |
| Sortino Ratio | 1.25 | 2.45 |
| Omega Ratio | 1.16 | 1.32 |
| Calmar Ratio | 0.41 | 2.07 |
| Martin Ratio | 1.36 | 7.72 |
| Ulcer Index | 18.80% | 2.39% |
| Daily Std Dev | 36.56% | 10.51% |
| Max Drawdown | -69.81% | -39.18% |
| Current Drawdown | -52.88% | -6.02% |
Correlation
The correlation between CRL and XLV is 0.49, 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
CRL vs. XLV - Performance Comparison
In the year-to-date period, CRL achieves a -8.65% return, which is significantly lower than XLV's 9.17% return. Over the past 10 years, CRL has outperformed XLV with an annualized return of 13.01%, while XLV has yielded a comparatively lower 9.94% annualized 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
CRL vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Charles River Laboratories International, Inc. (CRL) and Health Care Select Sector SPDR Fund (XLV). 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
CRL vs. XLV - Dividend Comparison
CRL has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRL Charles River Laboratories International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLV Health Care Select Sector SPDR Fund | 1.54% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
CRL vs. XLV - Drawdown Comparison
The maximum CRL drawdown since its inception was -69.81%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for CRL and XLV. For additional features, visit the drawdowns tool.
Volatility
CRL vs. XLV - Volatility Comparison
Charles River Laboratories International, Inc. (CRL) has a higher volatility of 15.62% compared to Health Care Select Sector SPDR Fund (XLV) at 3.06%. This indicates that CRL's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.