EMR vs. XLI
EMR (Emerson Electric Co.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, EMR returned 13.44%/yr vs 14.15%/yr for XLI. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. XLI - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 8.65% return, which is significantly lower than XLI's 13.90% return. Over the past 10 years, EMR has underperformed XLI with an annualized return of 13.44%, while XLI has yielded a comparatively higher 14.15% annualized return.
EMR
- 1D
- 0.69%
- 1M
- 4.27%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 14.74%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
XLI
- 1D
- 0.59%
- 1M
- 1.47%
- YTD
- 13.90%
- 6M
- 13.10%
- 1Y
- 24.12%
- 3Y*
- 20.87%
- 5Y*
- 12.93%
- 10Y*
- 14.15%
EMR vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 8.65% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
XLI Industrial Select Sector SPDR Fund | 13.90% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between EMR and XLI is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.74 |
The correlation between EMR and XLI has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
EMR vs. XLI — Risk / Return Rank
EMR
XLI
EMR vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and Industrial Select Sector SPDR Fund (XLI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMR | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.98 | -1.35 |
| Martin ratioReturn relative to average drawdown | 1.37 | 7.82 | -6.45 |
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Drawdowns
EMR vs. XLI - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for EMR and XLI.
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Drawdown Indicators
| EMR | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -62.26% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -12.21% | -11.24% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -18.49% | -11.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -21.64% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -42.33% | -8.44% |
Current DrawdownCurrent decline from peak | -10.82% | -1.24% | -9.58% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -9.20% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.79% | 3.09% | +7.70% |
Volatility
EMR vs. XLI - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 9.08% compared to Industrial Select Sector SPDR Fund (XLI) at 6.22%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMR | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 6.22% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 25.24% | 13.59% | +11.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.47% | 16.17% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.36% | 17.55% | +9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.14% | 20.04% | +9.10% |
Dividends
EMR vs. XLI - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.53%, more than XLI's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
XLI Industrial Select Sector SPDR Fund | 1.16% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Frequently Asked Questions
EMR and XLI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.08%) compared to XLI (6.22%). In terms of maximum drawdown, EMR dropped -59.05% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.50 vs 0.49), 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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