DOX vs. XLU
DOX (Amdocs Limited) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, DOX returned 1.39%/yr vs 9.15%/yr for XLU. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
DOX vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, DOX achieves a -29.84% return, which is significantly lower than XLU's 5.31% return. Over the past 10 years, DOX has underperformed XLU with an annualized return of 1.39%, while XLU has yielded a comparatively higher 9.15% annualized return.
DOX
- 1D
- -0.63%
- 1M
- 7.00%
- 6M
- -30.27%
- YTD
- -29.84%
- 1Y
- -32.27%
- 3Y*
- -12.18%
- 5Y*
- -3.74%
- 10Y*
- 1.39%
- ALL TIME*
- 5.96%
XLU
- 1D
- 0.02%
- 1M
- -3.06%
- 6M
- 5.48%
- YTD
- 5.31%
- 1Y
- 6.29%
- 3Y*
- 14.91%
- 5Y*
- 9.09%
- 10Y*
- 9.15%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.83M | $68.47M | $79.59M | |
| $861.26M | $820.83M | $918.15M |
DOX vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | -29.84% | -3.08% | -0.92% | -1.44% | 23.77% | 7.49% | 0.45% | 25.49% | -9.12% | 13.97% |
XLU State Street Utilities Select Sector SPDR ETF | 5.31% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between DOX and XLU is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.27 |
Over the past year, the correlation between DOX and XLU has dropped to 0.03 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
DOX vs. XLU — Risk / Return Rank
DOX
XLU
DOX vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) and State Street Utilities Select Sector SPDR ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DOX | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.08 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.69 | -1.44 |
| Martin ratioReturn relative to average drawdown | -1.47 | 1.40 | -2.87 |
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Drawdowns
DOX vs. XLU - Drawdown Comparison
The maximum DOX drawdown since its inception was -93.37%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for DOX and XLU.
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Drawdown Indicators
| DOX | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.37% | -51.98% | -41.39% |
Max Drawdown (1Y)Largest decline over 1 year | -42.99% | -9.18% | -33.81% |
Max Drawdown (3Y)Largest decline over 3 years | -45.51% | -13.15% | -32.36% |
Max Drawdown (5Y)Largest decline over 5 years | -46.10% | -25.26% | -20.84% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -36.07% | -10.03% |
Current DrawdownCurrent decline from peak | -39.49% | -5.81% | -33.68% |
Average DrawdownAverage peak-to-trough decline | -41.83% | -10.19% | -31.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.98% | 4.49% | +17.49% |
Volatility
DOX vs. XLU - Volatility Comparison
Amdocs Limited (DOX) has a higher volatility of 8.73% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 3.95%. This indicates that DOX'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
| DOX | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 3.95% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 12.01% | +11.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.89% | 15.02% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 17.34% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.65% | 19.30% | +2.35% |
Dividends
DOX vs. XLU - Dividend Comparison
DOX's dividend yield for the trailing twelve months is around 3.96%, more than XLU's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | 3.96% | 2.62% | 2.25% | 1.98% | 1.74% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% |
XLU State Street Utilities Select Sector SPDR ETF | 2.69% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
DOX and XLU have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOX has higher volatility (8.73%) compared to XLU (3.95%). In terms of maximum drawdown, DOX dropped -93.37% vs XLU's -51.98%.
XLU currently has the higher Sharpe Ratio (0.42 vs -1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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