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 12.35%/yr vs 13.79%/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 5.76% return, which is significantly lower than XLI's 15.78% return. Over the past 10 years, EMR has underperformed XLI with an annualized return of 12.35%, while XLI has yielded a comparatively higher 13.79% annualized return.
EMR
- 1D
- 1.96%
- 1M
- -7.57%
- 6M
- -3.35%
- YTD
- 5.76%
- 1Y
- -0.97%
- 3Y*
- 17.26%
- 5Y*
- 9.58%
- 10Y*
- 12.35%
- ALL TIME*
- 9.09%
XLI
- 1D
- 0.30%
- 1M
- -1.00%
- 6M
- 9.83%
- YTD
- 15.78%
- 1Y
- 20.11%
- 3Y*
- 19.42%
- 5Y*
- 13.31%
- 10Y*
- 13.79%
- ALL TIME*
- 9.62%
EMR vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 5.76% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
XLI Industrial Select Sector SPDR Fund | 15.78% | 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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
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 0.79 - 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 | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.65 | -1.70 |
| Martin ratioReturn relative to average drawdown | -0.08 | 6.39 | -6.47 |
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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 | -13.19% | -3.72% | -9.47% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -9.17% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.45% | 3.16% | +8.29% |
Volatility
EMR vs. XLI - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 8.57% compared to Industrial Select Sector SPDR Fund (XLI) at 4.98%. 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 | 8.57% | 4.98% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 25.47% | 13.79% | +11.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.21% | 16.65% | +14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.39% | 17.53% | +9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.15% | 20.01% | +9.14% |
Dividends
EMR vs. XLI - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.57%, more than XLI's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.57% | 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 | 1.15% | 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 (8.57%) compared to XLI (4.98%). In terms of maximum drawdown, EMR dropped -59.05% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.21 vs -0.03), 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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