EMR vs. XLY
EMR (Emerson Electric Co.) is a stock, while XLY (Consumer Discretionary Select Sector SPDR Fund) is Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. Over the past 10 years, EMR returned 13.44%/yr vs 12.78%/yr for XLY. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. XLY - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 8.65% return, which is significantly higher than XLY's -2.16% return. Both investments have delivered pretty close results over the past 10 years, with EMR having a 13.44% annualized return and XLY not far behind at 12.78%.
EMR
- 1D
- 0.69%
- 1M
- 4.18%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 15.82%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
XLY
- 1D
- 0.26%
- 1M
- -1.74%
- YTD
- -2.16%
- 6M
- -3.01%
- 1Y
- 11.01%
- 3Y*
- 12.99%
- 5Y*
- 7.00%
- 10Y*
- 12.78%
EMR vs. XLY - 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% |
XLY Consumer Discretionary Select Sector SPDR Fund | -2.16% | 7.37% | 26.51% | 39.64% | -36.27% | 27.93% | 29.63% | 28.39% | 1.58% | 22.82% |
Correlation
The correlation between EMR and XLY is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.57 |
The correlation between EMR and XLY has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.
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Return for Risk
EMR vs. XLY — Risk / Return Rank
EMR
XLY
EMR vs. XLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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 | XLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.67 | -0.04 |
| Martin ratioReturn relative to average drawdown | 1.37 | 2.05 | -0.68 |
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Drawdowns
EMR vs. XLY - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, roughly equal to the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EMR and XLY.
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Drawdown Indicators
| EMR | XLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -59.05% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -14.98% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -26.01% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -39.67% | +10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -39.67% | -11.10% |
Current DrawdownCurrent decline from peak | -10.82% | -6.17% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -9.55% | -4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.79% | 4.88% | +5.91% |
Volatility
EMR vs. XLY - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 9.08% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 6.19%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMR | XLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 6.19% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 25.24% | 13.44% | +11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.47% | 18.27% | +12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.36% | 23.83% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.14% | 22.08% | +7.06% |
Dividends
EMR vs. XLY - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.53%, more than XLY's 0.77% 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% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.77% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
Frequently Asked Questions
EMR and XLY have a correlation of 0.50, 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 XLY (6.19%). In terms of maximum drawdown, EMR dropped -59.05% vs XLY's -59.05%.
XLY currently has the higher Sharpe Ratio (0.55 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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