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INGR vs. XLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INGR vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingredion Incorporated (INGR) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INGR achieves a -7.65% return, which is significantly lower than XLI's 16.55% return. Over the past 10 years, INGR has underperformed XLI with an annualized return of -0.31%, while XLI has yielded a comparatively higher 14.04% annualized return.


INGR

1D
-0.87%
1M
1.88%
6M
-14.42%
YTD
-7.65%
1Y
-18.88%
3Y*
-1.22%
5Y*
5.45%
10Y*
-0.31%
ALL TIME*
9.00%

XLI

1D
0.81%
1M
-2.21%
6M
9.28%
YTD
16.55%
1Y
21.65%
3Y*
19.24%
5Y*
13.41%
10Y*
14.04%
ALL TIME*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.81M$66.10M$91.69M
$1.17B$1.19B$1.34B

INGR vs. XLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGR
Ingredion Incorporated
-7.65%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%
XLI
Industrial Select Sector SPDR Fund
16.55%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%

Correlation

The correlation between INGR and XLI is 0.18, which is low. Their historical price movements had little consistent relationship.


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

0.18

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

0.32

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

0.43

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

0.47

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

0.45

Over the past year, the correlation between INGR and XLI has dropped to 0.18 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

INGR vs. XLI — Risk / Return Rank

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

INGR
INGR Risk / Return Rank: 55
Overall Rank
INGR Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 55
Sortino Ratio Rank
INGR Omega Ratio Rank: 66
Omega Ratio Rank
INGR Calmar Ratio Rank: 99
Calmar Ratio Rank
INGR Martin Ratio Rank: 33
Martin Ratio Rank

XLI
XLI Risk / Return Rank: 4848
Overall Rank
XLI Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 4848
Sortino Ratio Rank
XLI Omega Ratio Rank: 4545
Omega Ratio Rank
XLI Calmar Ratio Rank: 4545
Calmar Ratio Rank
XLI 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.

INGR vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) 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.

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.


INGRXLIDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

0.80

1.21

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.88

1.63

-2.51

Martin ratioReturn relative to average drawdown

-1.64

6.43

-8.07

INGR vs. XLI - Sharpe Ratio Comparison

The current INGR Sharpe Ratio is -1.27, which is lower than the XLI Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of INGR and XLI, 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

INGR vs. XLI - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for INGR and XLI.


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Drawdown Indicators


INGRXLIDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-62.26%

-1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-25.30%

-12.21%

-13.09%

Max Drawdown (3Y)

Largest decline over 3 years

-36.40%

-18.49%

-17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-36.40%

-21.64%

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-42.33%

-13.81%

Current Drawdown

Current decline from peak

-32.62%

-3.08%

-29.54%

Average Drawdown

Average peak-to-trough decline

-18.39%

-9.16%

-9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.64%

3.09%

+11.55%

Volatility

INGR vs. XLI - Volatility Comparison

Ingredion Incorporated (INGR) has a higher volatility of 5.87% compared to Industrial Select Sector SPDR Fund (XLI) at 4.83%. This indicates that INGR'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.


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Volatility by Period


INGRXLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

4.83%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

14.00%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

16.92%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

17.60%

+3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.88%

20.04%

+4.84%

Dividends

INGR vs. XLI - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 3.30%, more than XLI's 1.14% yield.


PositionTTM20252024202320222021202020192018201720162015
INGR
Ingredion Incorporated
3.30%2.92%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%
XLI
Industrial Select Sector SPDR Fund
1.14%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

Frequently Asked Questions


INGR and XLI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INGR has higher volatility (5.87%) compared to XLI (4.83%). In terms of maximum drawdown, INGR dropped -64.20% vs XLI's -62.26%.

XLI currently has the higher Sharpe Ratio (1.18 vs -1.27), 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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