EXPE vs. XLY
Compare and contrast key facts about Expedia Group, Inc. (EXPE) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary 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: EXPE or XLY.
Performance
EXPE vs. XLY - Performance Comparison
Returns By Period
In the year-to-date period, EXPE achieves a 16.65% return, which is significantly lower than XLY's 21.33% return. Over the past 10 years, EXPE has underperformed XLY with an annualized return of 8.23%, while XLY has yielded a comparatively higher 13.22% annualized return.
EXPE
16.65%
10.93%
58.50%
31.25%
13.46%
8.23%
XLY
21.33%
8.05%
21.27%
29.37%
13.57%
13.22%
Key characteristics
| EXPE | XLY | |
|---|---|---|
| Sharpe Ratio | 0.80 | 1.70 |
| Sortino Ratio | 1.16 | 2.32 |
| Omega Ratio | 1.19 | 1.29 |
| Calmar Ratio | 0.61 | 1.55 |
| Martin Ratio | 1.89 | 8.12 |
| Ulcer Index | 15.80% | 3.70% |
| Daily Std Dev | 37.35% | 17.70% |
| Max Drawdown | -82.73% | -59.05% |
| Current Drawdown | -17.18% | -1.77% |
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Correlation
The correlation between EXPE and XLY is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EXPE vs. XLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) 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.
Dividends
EXPE vs. XLY - Dividend Comparison
EXPE has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPE Expedia Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 1.22% | 1.10% | 0.97% | 0.88% | 0.68% | 0.77% | 0.80% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.70% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
EXPE vs. XLY - Drawdown Comparison
The maximum EXPE drawdown since its inception was -82.73%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EXPE and XLY. For additional features, visit the drawdowns tool.
Volatility
EXPE vs. XLY - Volatility Comparison
Expedia Group, Inc. (EXPE) has a higher volatility of 8.64% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 6.57%. This indicates that EXPE'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.