GD vs. XLU
Compare and contrast key facts about General Dynamics Corporation (GD) 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: GD or XLU.
Performance
GD vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, GD achieves a 10.03% return, which is significantly lower than XLU's 30.05% return. Both investments have delivered pretty close results over the past 10 years, with GD having a 9.28% annualized return and XLU not far ahead at 9.37%.
GD
10.03%
-9.10%
-5.10%
15.95%
11.59%
9.28%
XLU
30.05%
-1.40%
13.44%
33.60%
8.44%
9.37%
Key characteristics
| GD | XLU | |
|---|---|---|
| Sharpe Ratio | 0.93 | 2.17 |
| Sortino Ratio | 1.33 | 2.95 |
| Omega Ratio | 1.19 | 1.37 |
| Calmar Ratio | 1.50 | 1.74 |
| Martin Ratio | 6.70 | 10.31 |
| Ulcer Index | 2.43% | 3.29% |
| Daily Std Dev | 17.54% | 15.59% |
| Max Drawdown | -95.88% | -52.27% |
| Current Drawdown | -10.82% | -2.09% |
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Correlation
The correlation between GD and XLU is 0.36, 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
GD vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) 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
GD vs. XLU - Dividend Comparison
GD's dividend yield for the trailing twelve months is around 1.99%, less than XLU's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GD General Dynamics Corporation | 1.99% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
XLU Utilities Select Sector SPDR Fund | 2.75% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
GD vs. XLU - Drawdown Comparison
The maximum GD drawdown since its inception was -95.88%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for GD and XLU. For additional features, visit the drawdowns tool.
Volatility
GD vs. XLU - Volatility Comparison
General Dynamics Corporation (GD) has a higher volatility of 9.59% compared to Utilities Select Sector SPDR Fund (XLU) at 5.45%. This indicates that GD's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.