EVRG vs. XLU
Compare and contrast key facts about Evergy, Inc. (EVRG) 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: EVRG or XLU.
Performance
EVRG vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, EVRG achieves a 28.85% return, which is significantly lower than XLU's 32.32% return.
EVRG
28.85%
4.80%
22.87%
32.32%
4.12%
N/A
XLU
32.32%
0.68%
17.40%
35.27%
8.81%
9.65%
Key characteristics
| EVRG | XLU | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.29 |
| Sortino Ratio | 2.66 | 3.10 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 1.15 | 1.84 |
| Martin Ratio | 8.47 | 10.93 |
| Ulcer Index | 3.81% | 3.29% |
| Daily Std Dev | 16.92% | 15.68% |
| Max Drawdown | -38.79% | -52.27% |
| Current Drawdown | -0.51% | -0.39% |
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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.
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.
Dividends
EVRG vs. XLU - Dividend Comparison
EVRG's dividend yield for the trailing twelve months is around 4.04%, more than XLU's 2.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVRG Evergy, Inc. | 4.04% | 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 | 2.70% | 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.
Volatility
EVRG vs. XLU - Volatility Comparison
The current volatility for Evergy, Inc. (EVRG) is 4.82%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.61%. 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.