GEN vs. XLK
Compare and contrast key facts about Gen Digital Inc. (GEN) and Technology Select Sector SPDR Fund (XLK).
XLK is a passively managed fund by State Street that tracks the performance of the Technology 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: GEN or XLK.
Performance
GEN vs. XLK - Performance Comparison
Returns By Period
In the year-to-date period, GEN achieves a 33.27% return, which is significantly higher than XLK's 21.93% return. Over the past 10 years, GEN has underperformed XLK with an annualized return of 11.71%, while XLK has yielded a comparatively higher 20.32% annualized return.
GEN
33.27%
10.43%
21.95%
43.52%
18.69%
11.71%
XLK
21.93%
0.75%
9.80%
27.30%
23.15%
20.32%
Key characteristics
| GEN | XLK | |
|---|---|---|
| Sharpe Ratio | 1.51 | 1.29 |
| Sortino Ratio | 2.22 | 1.76 |
| Omega Ratio | 1.32 | 1.24 |
| Calmar Ratio | 1.36 | 1.64 |
| Martin Ratio | 6.76 | 5.66 |
| Ulcer Index | 6.56% | 4.92% |
| Daily Std Dev | 29.40% | 21.69% |
| Max Drawdown | -87.75% | -82.05% |
| Current Drawdown | -1.94% | -1.66% |
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Correlation
The correlation between GEN and XLK is 0.53, 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
GEN vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gen Digital Inc. (GEN) and Technology Select Sector SPDR Fund (XLK). 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
GEN vs. XLK - Dividend Comparison
GEN's dividend yield for the trailing twelve months is around 1.68%, more than XLK's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEN Gen Digital Inc. | 1.68% | 2.19% | 2.33% | 1.92% | 60.15% | 1.37% | 1.59% | 1.07% | 18.31% | 2.86% | 2.34% | 1.91% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
GEN vs. XLK - Drawdown Comparison
The maximum GEN drawdown since its inception was -87.75%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for GEN and XLK. For additional features, visit the drawdowns tool.
Volatility
GEN vs. XLK - Volatility Comparison
Gen Digital Inc. (GEN) has a higher volatility of 9.65% compared to Technology Select Sector SPDR Fund (XLK) at 6.25%. This indicates that GEN's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.