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EVRG vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EVRG and XLU is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EVRG vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evergy, Inc. (EVRG) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
45.26%
88.99%
EVRG
XLU

Key characteristics

Sharpe Ratio

EVRG:

1.63

XLU:

1.65

Sortino Ratio

EVRG:

2.33

XLU:

2.26

Omega Ratio

EVRG:

1.28

XLU:

1.28

Calmar Ratio

EVRG:

0.92

XLU:

1.31

Martin Ratio

EVRG:

6.63

XLU:

7.52

Ulcer Index

EVRG:

3.91%

XLU:

3.40%

Daily Std Dev

EVRG:

15.89%

XLU:

15.48%

Max Drawdown

EVRG:

-38.79%

XLU:

-52.27%

Current Drawdown

EVRG:

-5.49%

XLU:

-7.84%

Returns By Period

The year-to-date returns for both investments are quite close, with EVRG having a 23.18% return and XLU slightly higher at 23.49%.


EVRG

YTD

23.18%

1M

-3.57%

6M

19.18%

1Y

25.90%

5Y*

3.12%

10Y*

N/A

XLU

YTD

23.49%

1M

-6.67%

6M

11.79%

1Y

24.90%

5Y*

6.81%

10Y*

8.18%

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Risk-Adjusted Performance

EVRG vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) 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.


Sharpe ratio
The chart of Sharpe ratio for EVRG, currently valued at 1.63, compared to the broader market-4.00-2.000.002.001.631.65
The chart of Sortino ratio for EVRG, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.332.26
The chart of Omega ratio for EVRG, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.28
The chart of Calmar ratio for EVRG, currently valued at 0.92, compared to the broader market0.002.004.006.000.921.31
The chart of Martin ratio for EVRG, currently valued at 6.63, compared to the broader market-5.000.005.0010.0015.0020.0025.006.637.52
EVRG
XLU

The current EVRG Sharpe Ratio is 1.63, which is comparable to the XLU Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EVRG and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.63
1.65
EVRG
XLU

Dividends

EVRG vs. XLU - Dividend Comparison

EVRG's dividend yield for the trailing twelve months is around 4.23%, more than XLU's 2.11% yield.


TTM20232022202120202019201820172016201520142013
EVRG
Evergy, Inc.
4.23%4.75%3.71%3.17%3.69%2.97%1.65%0.00%0.00%0.00%0.00%0.00%
XLU
Utilities Select Sector SPDR Fund
2.11%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%3.86%

Drawdowns

EVRG vs. XLU - Drawdown Comparison

The maximum EVRG drawdown since its inception was -38.79%, smaller than the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for EVRG and XLU. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.49%
-7.84%
EVRG
XLU

Volatility

EVRG vs. XLU - Volatility Comparison

The current volatility for Evergy, Inc. (EVRG) is 3.51%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 4.96%. This indicates that EVRG experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.51%
4.96%
EVRG
XLU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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