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HSY vs. XLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSY vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hershey Company (HSY) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSY achieves a -0.97% return, which is significantly lower than XLK's 23.97% return. Over the past 10 years, HSY has underperformed XLK with an annualized return of 7.30%, while XLK has yielded a comparatively higher 23.73% annualized return.


HSY

1D
1.50%
1M
-2.45%
6M
-8.99%
YTD
-0.97%
1Y
-3.18%
3Y*
-5.31%
5Y*
2.44%
10Y*
7.30%
ALL TIME*
12.09%

XLK

1D
1.53%
1M
-1.41%
6M
22.86%
YTD
23.97%
1Y
39.24%
3Y*
28.50%
5Y*
19.12%
10Y*
23.73%
ALL TIME*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$327.42M$326.71M$373.67M
$1.65B$1.63B$2.23B

HSY vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSY
The Hershey Company
-0.97%10.98%-6.51%-17.88%21.86%29.58%5.90%40.20%-2.92%12.33%
XLK
State Street Technology Select Sector SPDR ETF
23.97%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Correlation

The correlation between HSY and XLK is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 22, 1998

0.23

The correlation between HSY and XLK shifts across timeframes, from -0.22 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HSY vs. XLK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HSY
HSY Risk / Return Rank: 3737
Overall Rank
HSY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HSY Sortino Ratio Rank: 3333
Sortino Ratio Rank
HSY Omega Ratio Rank: 3333
Omega Ratio Rank
HSY Calmar Ratio Rank: 4040
Calmar Ratio Rank
HSY Martin Ratio Rank: 4040
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6262
Overall Rank
XLK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6060
Sortino Ratio Rank
XLK Omega Ratio Rank: 6060
Omega Ratio Rank
XLK Calmar Ratio Rank: 7070
Calmar Ratio Rank
XLK Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HSY vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) and State Street Technology Select Sector SPDR ETF (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.

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.


HSYXLKDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.00

1.26

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.12

2.48

-2.59

Martin ratioReturn relative to average drawdown

-0.24

6.68

-6.92

HSY vs. XLK - Sharpe Ratio Comparison

The current HSY Sharpe Ratio is -0.12, which is lower than the XLK Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HSY and XLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSY vs. XLK - Drawdown Comparison

The maximum HSY drawdown since its inception was -49.15%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for HSY and XLK.


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Drawdown Indicators


HSYXLKDifference

Max Drawdown

Largest peak-to-trough decline

-49.15%

-82.05%

+32.90%

Max Drawdown (1Y)

Largest decline over 1 year

-27.38%

-15.92%

-11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-25.66%

-8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

-33.56%

-11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-45.25%

-33.56%

-11.69%

Current Drawdown

Current decline from peak

-29.60%

-10.07%

-19.53%

Average Drawdown

Average peak-to-trough decline

-13.16%

-34.80%

+21.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.48%

5.89%

+7.59%

Volatility

HSY vs. XLK - Volatility Comparison

The current volatility for The Hershey Company (HSY) is 8.12%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 9.37%. This indicates that HSY experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSYXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

9.37%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

21.90%

21.74%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

27.61%

25.56%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.30%

25.77%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

24.91%

-1.83%

Dividends

HSY vs. XLK - Dividend Comparison

HSY's dividend yield for the trailing twelve months is around 3.18%, more than XLK's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
HSY
The Hershey Company
3.18%3.01%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%
XLK
State Street Technology Select Sector SPDR ETF
0.45%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


HSY and XLK have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLK has higher volatility (9.37%) compared to HSY (8.12%). In terms of maximum drawdown, HSY dropped -49.15% vs XLK's -82.05%.

XLK currently has the higher Sharpe Ratio (1.55 vs -0.12), 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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