EMR vs. XLF
Compare and contrast key facts about Emerson Electric Co. (EMR) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial 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: EMR or XLF.
Performance
EMR vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, EMR achieves a 35.14% return, which is significantly higher than XLF's 33.26% return. Over the past 10 years, EMR has underperformed XLF with an annualized return of 10.06%, while XLF has yielded a comparatively higher 11.83% annualized return.
EMR
35.14%
17.41%
13.61%
48.46%
14.57%
10.06%
XLF
33.26%
4.87%
19.02%
43.33%
12.87%
11.83%
Key characteristics
| EMR | XLF | |
|---|---|---|
| Sharpe Ratio | 1.85 | 3.14 |
| Sortino Ratio | 2.81 | 4.45 |
| Omega Ratio | 1.39 | 1.57 |
| Calmar Ratio | 2.84 | 3.54 |
| Martin Ratio | 7.84 | 22.40 |
| Ulcer Index | 6.14% | 1.93% |
| Daily Std Dev | 26.03% | 13.77% |
| Max Drawdown | -56.14% | -82.69% |
| Current Drawdown | -0.41% | -0.96% |
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Correlation
The correlation between EMR and XLF is 0.60, 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
EMR vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and Financial Select Sector SPDR Fund (XLF). 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
EMR vs. XLF - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.63%, more than XLF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.63% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
EMR vs. XLF - Drawdown Comparison
The maximum EMR drawdown since its inception was -56.14%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for EMR and XLF. For additional features, visit the drawdowns tool.
Volatility
EMR vs. XLF - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.49% compared to Financial Select Sector SPDR Fund (XLF) at 7.02%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.