FCX vs. XLV
Compare and contrast key facts about Freeport-McMoRan Inc. (FCX) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. 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: FCX or XLV.
Performance
FCX vs. XLV - Performance Comparison
Returns By Period
In the year-to-date period, FCX achieves a 1.57% return, which is significantly lower than XLV's 5.18% return. Over the past 10 years, FCX has underperformed XLV with an annualized return of 5.27%, while XLV has yielded a comparatively higher 9.30% annualized return.
FCX
1.57%
-11.37%
-20.79%
20.11%
32.04%
5.27%
XLV
5.18%
-7.46%
-2.31%
12.12%
9.67%
9.30%
Key characteristics
| FCX | XLV | |
|---|---|---|
| Sharpe Ratio | 0.56 | 1.17 |
| Sortino Ratio | 1.03 | 1.65 |
| Omega Ratio | 1.12 | 1.21 |
| Calmar Ratio | 0.68 | 1.33 |
| Martin Ratio | 1.68 | 4.96 |
| Ulcer Index | 11.98% | 2.54% |
| Daily Std Dev | 36.16% | 10.78% |
| Max Drawdown | -92.46% | -39.18% |
| Current Drawdown | -21.70% | -9.46% |
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Correlation
The correlation between FCX and XLV is 0.30, 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.
Risk-Adjusted Performance
FCX vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) and Health Care Select Sector SPDR Fund (XLV). 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
FCX vs. XLV - Dividend Comparison
FCX's dividend yield for the trailing twelve months is around 1.41%, less than XLV's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCX Freeport-McMoRan Inc. | 1.41% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% | 6.80% |
XLV Health Care Select Sector SPDR Fund | 1.60% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
FCX vs. XLV - Drawdown Comparison
The maximum FCX drawdown since its inception was -92.46%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for FCX and XLV. For additional features, visit the drawdowns tool.
Volatility
FCX vs. XLV - Volatility Comparison
Freeport-McMoRan Inc. (FCX) has a higher volatility of 8.68% compared to Health Care Select Sector SPDR Fund (XLV) at 3.52%. This indicates that FCX's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.