HSIC vs. XLI
Compare and contrast key facts about Henry Schein, Inc. (HSIC) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: HSIC or XLI.
Performance
HSIC vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, HSIC achieves a -2.40% return, which is significantly lower than XLI's 23.07% return. Over the past 10 years, HSIC has underperformed XLI with an annualized return of 3.60%, while XLI has yielded a comparatively higher 11.36% annualized return.
HSIC
-2.40%
2.07%
0.57%
7.48%
1.58%
3.60%
XLI
23.07%
-0.25%
11.37%
33.56%
13.22%
11.36%
Key characteristics
| HSIC | XLI | |
|---|---|---|
| Sharpe Ratio | 0.29 | 2.58 |
| Sortino Ratio | 0.61 | 3.66 |
| Omega Ratio | 1.07 | 1.46 |
| Calmar Ratio | 0.24 | 5.81 |
| Martin Ratio | 0.67 | 18.02 |
| Ulcer Index | 11.11% | 1.91% |
| Daily Std Dev | 25.60% | 13.38% |
| Max Drawdown | -78.48% | -62.26% |
| Current Drawdown | -19.65% | -2.98% |
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Correlation
The correlation between HSIC and XLI is 0.46, 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
HSIC vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Henry Schein, Inc. (HSIC) and Industrial Select Sector SPDR Fund (XLI). 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
HSIC vs. XLI - Dividend Comparison
HSIC has not paid dividends to shareholders, while XLI's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSIC Henry Schein, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.33% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
HSIC vs. XLI - Drawdown Comparison
The maximum HSIC drawdown since its inception was -78.48%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for HSIC and XLI. For additional features, visit the drawdowns tool.
Volatility
HSIC vs. XLI - Volatility Comparison
Henry Schein, Inc. (HSIC) has a higher volatility of 10.96% compared to Industrial Select Sector SPDR Fund (XLI) at 5.36%. This indicates that HSIC's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.