EGP vs. XLE
Compare and contrast key facts about EastGroup Properties, Inc. (EGP) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. 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: EGP or XLE.
Key characteristics
| EGP | XLE | |
|---|---|---|
| YTD Return | -2.52% | 14.34% |
| 1Y Return | 7.97% | 15.49% |
| 3Y Return (Ann) | -1.44% | 21.74% |
| 5Y Return (Ann) | 8.86% | 14.49% |
| 10Y Return (Ann) | 13.31% | 4.66% |
| Sharpe Ratio | 0.40 | 0.72 |
| Sortino Ratio | 0.70 | 1.08 |
| Omega Ratio | 1.08 | 1.13 |
| Calmar Ratio | 0.29 | 0.97 |
| Martin Ratio | 1.25 | 2.27 |
| Ulcer Index | 6.36% | 5.70% |
| Daily Std Dev | 19.72% | 18.00% |
| Max Drawdown | -59.56% | -71.54% |
| Current Drawdown | -16.69% | -3.05% |
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.
Performance
EGP vs. XLE - Performance Comparison
In the year-to-date period, EGP achieves a -2.52% return, which is significantly lower than XLE's 14.34% return. Over the past 10 years, EGP has outperformed XLE with an annualized return of 13.31%, while XLE has yielded a comparatively lower 4.66% 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
EGP vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and Energy Select Sector SPDR Fund (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.
Dividends
EGP vs. XLE - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 2.98%, less than XLE's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.98% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 5.23% | 3.51% | 3.69% |
XLE Energy Select Sector SPDR Fund | 3.18% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
EGP vs. XLE - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.56%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for EGP and XLE. For additional features, visit the drawdowns tool.
Volatility
EGP vs. XLE - Volatility Comparison
EastGroup Properties, Inc. (EGP) and Energy Select Sector SPDR Fund (XLE) have volatilities of 5.78% and 5.91%, 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.