CVS vs. XLU
Compare and contrast key facts about CVS Health Corporation (CVS) 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.
Performance
CVS vs. XLU - Performance Comparison
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CVS vs. XLU - 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% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, CVS achieves a -7.91% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, CVS has underperformed XLU with an annualized return of -0.66%, while XLU has yielded a comparatively higher 9.79% 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%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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Return for Risk
CVS vs. XLU — Risk / Return Rank
CVS
XLU
CVS vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) 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.
| CVS | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 1.27 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.73 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.21 | -1.53 |
Martin ratioReturn relative to average drawdown | 1.65 | 5.31 | -3.66 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 1.27 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.64 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.51 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.41 | -0.10 |
Correlation
The correlation between CVS and XLU is 0.29, 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. XLU - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 3.67%, more than XLU's 2.58% 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% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
CVS vs. XLU - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for CVS and XLU.
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Drawdown Indicators
| CVS | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -51.98% | -12.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -9.18% | -7.26% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -25.26% | -31.53% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -36.07% | -20.72% |
Current DrawdownCurrent decline from peak | -24.78% | -2.72% | -22.06% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -10.26% | -9.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 3.82% | +2.90% |
Volatility
CVS vs. XLU - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 6.10% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that CVS'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.
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Volatility by Period
| CVS | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.09% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 23.05% | 10.36% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.81% | 15.79% | +15.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.35% | 17.18% | +12.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.93% | 19.21% | +9.72% |