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INGR vs. XLI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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INGR vs. XLI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGR
Ingredion Incorporated
2.94%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%
XLI
Industrial Select Sector SPDR Fund
4.55%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%

Returns By Period

In the year-to-date period, INGR achieves a 2.94% return, which is significantly lower than XLI's 4.55% return. Over the past 10 years, INGR has underperformed XLI with an annualized return of 2.81%, while XLI has yielded a comparatively higher 13.21% annualized return.


INGR

1D
0.19%
1M
-4.09%
YTD
2.94%
6M
-6.42%
1Y
-14.48%
3Y*
6.01%
5Y*
7.34%
10Y*
2.81%

XLI

1D
3.27%
1M
-8.44%
YTD
4.55%
6M
5.52%
1Y
25.05%
3Y*
18.68%
5Y*
12.06%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

INGR vs. XLI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INGR
INGR Risk / Return Rank: 1616
Overall Rank
INGR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 1111
Sortino Ratio Rank
INGR Omega Ratio Rank: 1212
Omega Ratio Rank
INGR Calmar Ratio Rank: 2222
Calmar Ratio Rank
INGR Martin Ratio Rank: 2323
Martin Ratio Rank

XLI
XLI Risk / Return Rank: 7777
Overall Rank
XLI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLI Omega Ratio Rank: 7474
Omega Ratio Rank
XLI Calmar Ratio Rank: 8080
Calmar Ratio Rank
XLI Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


INGRXLIDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.29

-2.09

Sortino ratio

Return per unit of downside risk

-1.01

1.86

-2.87

Omega ratio

Gain probability vs. loss probability

0.88

1.26

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.60

2.08

-2.67

Martin ratio

Return relative to average drawdown

-1.05

8.19

-9.23

INGR vs. XLI - Sharpe Ratio Comparison

The current INGR Sharpe Ratio is -0.79, which is lower than the XLI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of INGR and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INGRXLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.29

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.70

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.67

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.44

-0.14

Correlation

The correlation between INGR and XLI is 0.45, 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.


Dividends

INGR vs. XLI - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.88%, more than XLI's 1.27% yield.


TTM20252024202320222021202020192018201720162015
INGR
Ingredion Incorporated
2.88%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
1.27%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%

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

-23.94%

-12.50%

-11.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

-21.64%

-8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-42.33%

-13.81%

Current Drawdown

Current decline from peak

-24.89%

-9.34%

-15.55%

Average Drawdown

Average peak-to-trough decline

-18.25%

-9.24%

-9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.70%

3.17%

+10.53%

Volatility

INGR vs. XLI - Volatility Comparison

The current volatility for Ingredion Incorporated (INGR) is 4.62%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 6.44%. This indicates that INGR experiences smaller price fluctuations and is considered to be less risky 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

4.62%

6.44%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

11.65%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

19.45%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

17.24%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.96%

19.88%

+5.08%