EMR vs. XLE
EMR (Emerson Electric Co.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, EMR returned 13.21%/yr vs 10.22%/yr for XLE. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 6.99% return, which is significantly lower than XLE's 32.17% return. Over the past 10 years, EMR has outperformed XLE with an annualized return of 13.21%, while XLE has yielded a comparatively lower 10.22% annualized return.
EMR
- 1D
- -0.81%
- 1M
- 4.42%
- YTD
- 6.99%
- 6M
- 5.27%
- 1Y
- 18.92%
- 3Y*
- 21.58%
- 5Y*
- 9.66%
- 10Y*
- 13.21%
XLE
- 1D
- 1.29%
- 1M
- -1.14%
- YTD
- 32.17%
- 6M
- 29.80%
- 1Y
- 45.00%
- 3Y*
- 17.46%
- 5Y*
- 20.44%
- 10Y*
- 10.22%
EMR vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 6.99% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
XLE State Street Energy Select Sector SPDR ETF | 32.17% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between EMR and XLE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.50 |
Over the past year, the correlation between EMR and XLE has dropped to 0.05 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
EMR vs. XLE — Risk / Return Rank
EMR
XLE
EMR vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.75 | -2.94 |
| Martin ratioReturn relative to average drawdown | 1.79 | 10.92 | -9.13 |
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
| EMR | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.21 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.79 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.35 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.31 | +0.03 |
Drawdowns
EMR vs. XLE - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for EMR and XLE.
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Drawdown Indicators
| EMR | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -71.26% | +12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -12.05% | -11.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -20.14% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -26.04% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -66.81% | +16.04% |
Current DrawdownCurrent decline from peak | -12.18% | -6.15% | -6.03% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -17.98% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 4.14% | +6.45% |
Volatility
EMR vs. XLE - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.89% compared to State Street Energy Select Sector SPDR ETF (XLE) at 8.25%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier 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
| EMR | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | 8.25% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 16.58% | +8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 20.53% | +9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.22% | 26.02% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.09% | 29.59% | -0.50% |
Dividends
EMR vs. XLE - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.56%, less than XLE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.56% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
XLE State Street Energy Select Sector SPDR ETF | 2.54% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
EMR and XLE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (10.89%) compared to XLE (8.25%). In terms of maximum drawdown, EMR dropped -59.05% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (2.21 vs 0.64), 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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