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EGP vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGP vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EastGroup Properties, Inc. (EGP) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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EGP vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGP
EastGroup Properties, Inc.
4.79%14.85%-9.81%27.69%-33.07%68.44%6.76%48.23%6.95%23.34%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, EGP achieves a 4.79% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, EGP has outperformed XLE with an annualized return of 15.14%, while XLE has yielded a comparatively lower 11.65% annualized return.


EGP

1D
1.73%
1M
-4.91%
YTD
4.79%
6M
11.23%
1Y
8.78%
3Y*
7.19%
5Y*
7.74%
10Y*
15.14%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EGP vs. XLE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGP
EGP Risk / Return Rank: 5454
Overall Rank
EGP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EGP Sortino Ratio Rank: 4848
Sortino Ratio Rank
EGP Omega Ratio Rank: 4747
Omega Ratio Rank
EGP Calmar Ratio Rank: 5555
Calmar Ratio Rank
EGP Martin Ratio Rank: 6262
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGP vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and State Street Energy Select Sector SPDR ETF (XLE). 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.


EGPXLEDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.42

-1.03

Sortino ratio

Return per unit of downside risk

0.71

1.84

-1.13

Omega ratio

Gain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratio

Return relative to maximum drawdown

0.54

1.96

-1.42

Martin ratio

Return relative to average drawdown

2.03

5.16

-3.13

EGP vs. XLE - Sharpe Ratio Comparison

The current EGP Sharpe Ratio is 0.40, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EGP and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EGPXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.42

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.93

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.40

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.32

+0.24

Correlation

The correlation between EGP and XLE is 0.30, 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

EGP vs. XLE - Dividend Comparison

EGP's dividend yield for the trailing twelve months is around 3.27%, more than XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
EGP
EastGroup Properties, Inc.
3.27%3.31%3.33%2.75%3.17%1.57%2.23%2.22%2.97%2.85%3.30%4.21%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

EGP vs. XLE - Drawdown Comparison

The maximum EGP drawdown since its inception was -59.55%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for EGP and XLE.


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Drawdown Indicators


EGPXLEDifference

Max Drawdown

Largest peak-to-trough decline

-59.55%

-71.26%

+11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-18.79%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

-26.04%

-12.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.10%

-66.81%

+28.71%

Current Drawdown

Current decline from peak

-7.23%

-2.08%

-5.15%

Average Drawdown

Average peak-to-trough decline

-9.56%

-18.05%

+8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

7.14%

-2.48%

Volatility

EGP vs. XLE - Volatility Comparison

The current volatility for EastGroup Properties, Inc. (EGP) is 4.73%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 5.05%. This indicates that EGP experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGPXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.05%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

13.94%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

24.93%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

26.06%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.32%

29.48%

-3.16%