CVS vs. XLB
Compare and contrast key facts about CVS Health Corporation (CVS) and Materials Select Sector SPDR ETF (XLB).
XLB is a passively managed fund by State Street that tracks the performance of the Materials Select Sector Index. It was launched on Dec 16, 1998.
Performance
CVS vs. XLB - Performance Comparison
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CVS vs. XLB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | -7.91% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
XLB Materials Select Sector SPDR ETF | 11.76% | 9.94% | 0.15% | 12.46% | -12.30% | 27.44% | 20.46% | 24.13% | -14.88% | 24.01% |
Returns By Period
In the year-to-date period, CVS achieves a -7.91% return, which is significantly lower than XLB's 11.76% return. Over the past 10 years, CVS has underperformed XLB with an annualized return of -0.66%, while XLB has yielded a comparatively higher 10.55% annualized return.
CVS
- 1D
- 0.93%
- 1M
- -11.23%
- YTD
- -7.91%
- 6M
- -4.14%
- 1Y
- 10.70%
- 3Y*
- 3.08%
- 5Y*
- 2.82%
- 10Y*
- -0.66%
XLB
- 1D
- 0.98%
- 1M
- -4.82%
- YTD
- 11.76%
- 6M
- 14.90%
- 1Y
- 19.23%
- 3Y*
- 9.89%
- 5Y*
- 7.00%
- 10Y*
- 10.55%
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Return for Risk
CVS vs. XLB — Risk / Return Rank
CVS
XLB
CVS vs. XLB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) and Materials Select Sector SPDR ETF (XLB). 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.
| CVS | XLB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.92 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.42 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.34 | -0.67 |
Martin ratioReturn relative to average drawdown | 1.65 | 4.67 | -3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVS | XLB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.92 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.37 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.51 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.36 | -0.05 |
Correlation
The correlation between CVS and XLB 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
CVS vs. XLB - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 3.67%, more than XLB's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 3.67% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
XLB Materials Select Sector SPDR ETF | 1.73% | 1.92% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% |
Drawdowns
CVS vs. XLB - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than XLB's maximum drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for CVS and XLB.
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Drawdown Indicators
| CVS | XLB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -59.83% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -14.64% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -24.72% | -32.07% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -37.27% | -19.52% |
Current DrawdownCurrent decline from peak | -24.78% | -5.47% | -19.31% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -10.88% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 4.21% | +2.51% |
Volatility
CVS vs. XLB - Volatility Comparison
CVS Health Corporation (CVS) and Materials Select Sector SPDR ETF (XLB) have volatilities of 6.10% and 5.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVS | XLB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.95% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.05% | 12.56% | +10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.81% | 20.94% | +9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.35% | 18.92% | +10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.93% | 20.61% | +8.32% |