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.
Performance
EMR vs. XLU - Performance Comparison
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EMR vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 0.12% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, EMR achieves a 0.12% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, EMR has outperformed XLU with an annualized return of 12.05%, while XLU has yielded a comparatively lower 9.79% annualized return.
EMR
- 1D
- 1.03%
- 1M
- -12.96%
- YTD
- 0.12%
- 6M
- 1.73%
- 1Y
- 22.34%
- 3Y*
- 17.16%
- 5Y*
- 10.14%
- 10Y*
- 12.05%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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Return for Risk
EMR vs. XLU — Risk / Return Rank
EMR
XLU
EMR vs. XLU - Risk-Adjusted Trends 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.
| EMR | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.27 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.73 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.21 | -1.24 |
Martin ratioReturn relative to average drawdown | 2.40 | 5.31 | -2.91 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.27 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.64 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.41 | -0.07 |
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.
Dividends
EMR vs. XLU - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.64%, less than XLU's 2.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.64% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
EMR vs. XLU - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for EMR and XLU.
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Drawdown Indicators
| EMR | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -51.98% | -7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -9.18% | -14.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -25.26% | -4.36% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -36.07% | -14.70% |
Current DrawdownCurrent decline from peak | -17.82% | -2.72% | -15.10% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -10.26% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.46% | 3.82% | +5.64% |
Volatility
EMR vs. XLU - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.46% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. 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.
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Volatility by Period
| EMR | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.46% | 5.09% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.88% | 10.36% | +12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.95% | 15.79% | +17.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.63% | 17.18% | +9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.84% | 19.21% | +9.63% |