GO vs. XRT
GO (Grocery Outlet Holding Corp.) is a stock, while XRT (SPDR S&P Retail ETF) is Consumer Discretionary Equities fund tracking the S&P Retail Select Industry. Over the past 5 years, GO returned -22.24%/yr vs -0.14%/yr for XRT. At a 0.29 correlation, their price movements are largely independent.
Performance
GO vs. XRT - Performance Comparison
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Returns By Period
In the year-to-date period, GO achieves a -1.88% return, which is significantly lower than XRT's 3.06% return.
GO
- 1D
- -0.70%
- 1M
- 3.44%
- 6M
- 2.80%
- YTD
- -1.88%
- 1Y
- -25.32%
- 3Y*
- -32.93%
- 5Y*
- -22.24%
- 10Y*
- —
XRT
- 1D
- -0.69%
- 1M
- -0.08%
- 6M
- -2.21%
- YTD
- 3.06%
- 1Y
- 9.86%
- 3Y*
- 11.62%
- 5Y*
- -0.14%
- 10Y*
- 8.79%
GO vs. XRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GO Grocery Outlet Holding Corp. | -1.88% | -35.30% | -42.10% | -7.64% | 3.22% | -27.95% | 20.96% | 4.68% |
XRT SPDR S&P Retail ETF | 3.06% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 10.06% |
Correlation
The correlation between GO and XRT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.29 |
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Return for Risk
GO vs. XRT — Risk / Return Rank
GO
XRT
GO vs. XRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grocery Outlet Holding Corp. (GO) and SPDR S&P Retail ETF (XRT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GO | XRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.10 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.73 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.59 | 1.64 | -2.23 |
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Drawdowns
GO vs. XRT - Drawdown Comparison
The maximum GO drawdown since its inception was -87.59%, which is greater than XRT's maximum drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for GO and XRT.
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Drawdown Indicators
| GO | XRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.59% | -65.81% | -21.78% |
Max Drawdown (1Y)Largest decline over 1 year | -68.97% | -13.53% | -55.44% |
Max Drawdown (3Y)Largest decline over 3 years | -83.30% | -25.62% | -57.68% |
Max Drawdown (5Y)Largest decline over 5 years | -87.29% | -44.57% | -42.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.02% | — |
Current DrawdownCurrent decline from peak | -78.75% | -9.39% | -69.36% |
Average DrawdownAverage peak-to-trough decline | -40.97% | -14.97% | -26.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.20% | 6.01% | +37.19% |
Volatility
GO vs. XRT - Volatility Comparison
Grocery Outlet Holding Corp. (GO) has a higher volatility of 10.64% compared to SPDR S&P Retail ETF (XRT) at 6.51%. This indicates that GO's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GO | XRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.64% | 6.51% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 47.16% | 14.38% | +32.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.12% | 20.70% | +46.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.13% | 26.90% | +22.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.14% | 27.17% | +19.97% |
Dividends
GO vs. XRT - Dividend Comparison
GO has not paid dividends to shareholders, while XRT's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GO Grocery Outlet Holding Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRT SPDR S&P Retail ETF | 0.77% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Frequently Asked Questions
GO and XRT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GO has higher volatility (10.64%) compared to XRT (6.51%). In terms of maximum drawdown, GO dropped -87.59% vs XRT's -65.81%.
XRT currently has the higher Sharpe Ratio (0.48 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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