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 -22.76%/yr vs -0.91%/yr for XRT. At a 0.29 correlation, their price movements are largely independent.
Performance
GO vs. XRT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GO achieves a -6.24% return, which is significantly lower than XRT's 1.06% return.
GO
- 1D
- 1.18%
- 1M
- 18.15%
- YTD
- -6.24%
- 6M
- -7.16%
- 1Y
- -31.67%
- 3Y*
- -31.18%
- 5Y*
- -22.76%
- 10Y*
- —
XRT
- 1D
- 0.32%
- 1M
- 4.15%
- YTD
- 1.06%
- 6M
- -0.21%
- 1Y
- 12.05%
- 3Y*
- 12.88%
- 5Y*
- -0.91%
- 10Y*
- 9.25%
GO vs. XRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GO Grocery Outlet Holding Corp. | -6.24% | -35.30% | -42.10% | -7.64% | 3.22% | -27.95% | 20.96% | 4.68% |
XRT SPDR S&P Retail ETF | 1.06% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 10.06% |
Correlation
The correlation between GO and XRT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.11 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.89 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.76 | 2.02 | -2.78 |
Loading charts...
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.
Loading charts...
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 | -79.70% | -11.14% | -68.56% |
Average DrawdownAverage peak-to-trough decline | -40.70% | -14.99% | -25.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.92% | 5.97% | +35.95% |
Volatility
GO vs. XRT - Volatility Comparison
Grocery Outlet Holding Corp. (GO) has a higher volatility of 11.82% compared to SPDR S&P Retail ETF (XRT) at 6.36%. 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.
Loading charts...
Volatility by Period
| GO | XRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.82% | 6.36% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 47.08% | 14.34% | +32.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.15% | 20.60% | +46.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.01% | 26.93% | +22.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.20% | 27.19% | +20.01% |
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 0.79%.
| 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 | 0.79% | 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 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GO has higher volatility (11.82%) compared to XRT (6.36%). In terms of maximum drawdown, GO dropped -87.59% vs XRT's -65.81%.
XRT currently has the higher Sharpe Ratio (0.59 vs -0.47), 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.
Find the right allocation for GO and XRT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer