EIX vs. XLU
Compare and contrast key facts about Edison International (EIX) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIX or XLU.
Performance
EIX vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, EIX achieves a 20.79% return, which is significantly lower than XLU's 28.05% return. Over the past 10 years, EIX has underperformed XLU with an annualized return of 7.05%, while XLU has yielded a comparatively higher 9.21% annualized return.
EIX
20.79%
-2.05%
11.88%
32.41%
8.64%
7.05%
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
Key characteristics
| EIX | XLU | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.08 |
| Sortino Ratio | 2.69 | 2.85 |
| Omega Ratio | 1.33 | 1.36 |
| Calmar Ratio | 2.82 | 1.67 |
| Martin Ratio | 7.56 | 9.92 |
| Ulcer Index | 4.46% | 3.28% |
| Daily Std Dev | 17.89% | 15.58% |
| Max Drawdown | -72.18% | -52.27% |
| Current Drawdown | -3.75% | -3.60% |
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Correlation
The correlation between EIX and XLU is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EIX vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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.
Dividends
EIX vs. XLU - Dividend Comparison
EIX's dividend yield for the trailing twelve months is around 3.73%, more than XLU's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 3.73% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.96% |
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
EIX vs. XLU - Drawdown Comparison
The maximum EIX drawdown since its inception was -72.18%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for EIX and XLU. For additional features, visit the drawdowns tool.
Volatility
EIX vs. XLU - Volatility Comparison
Edison International (EIX) and Utilities Select Sector SPDR Fund (XLU) have volatilities of 5.27% and 5.37%, 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.