EMR vs. XLU
Compare and contrast key facts about Emerson Electric Co. (EMR) 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: EMR or XLU.
Performance
EMR vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, EMR achieves a 35.62% return, which is significantly higher than XLU's 29.99% return. Over the past 10 years, EMR has outperformed XLU with an annualized return of 10.10%, while XLU has yielded a comparatively lower 9.37% annualized return.
EMR
35.62%
17.79%
15.00%
48.67%
14.68%
10.10%
XLU
29.99%
-1.83%
12.05%
33.81%
8.44%
9.37%
Key characteristics
| EMR | XLU | |
|---|---|---|
| Sharpe Ratio | 1.84 | 2.14 |
| Sortino Ratio | 2.79 | 2.92 |
| Omega Ratio | 1.38 | 1.37 |
| Calmar Ratio | 2.82 | 1.71 |
| Martin Ratio | 7.79 | 10.18 |
| Ulcer Index | 6.14% | 3.28% |
| Daily Std Dev | 26.03% | 15.60% |
| Max Drawdown | -56.14% | -52.27% |
| Current Drawdown | -0.05% | -2.14% |
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Correlation
The correlation between EMR and XLU is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EMR vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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
EMR vs. XLU - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.62%, less than XLU's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.62% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
XLU Utilities Select Sector SPDR Fund | 2.75% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
EMR vs. XLU - Drawdown Comparison
The maximum EMR drawdown since its inception was -56.14%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for EMR and XLU. For additional features, visit the drawdowns tool.
Volatility
EMR vs. XLU - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.56% compared to Utilities Select Sector SPDR Fund (XLU) at 5.46%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.