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INGR vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INGR and XLU is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

INGR vs. XLU - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.78%
11.77%
INGR
XLU

Key characteristics

Sharpe Ratio

INGR:

1.38

XLU:

1.66

Sortino Ratio

INGR:

2.68

XLU:

2.28

Omega Ratio

INGR:

1.34

XLU:

1.29

Calmar Ratio

INGR:

2.39

XLU:

1.32

Martin Ratio

INGR:

9.23

XLU:

7.50

Ulcer Index

INGR:

3.46%

XLU:

3.43%

Daily Std Dev

INGR:

23.21%

XLU:

15.51%

Max Drawdown

INGR:

-64.20%

XLU:

-52.27%

Current Drawdown

INGR:

-9.94%

XLU:

-7.52%

Returns By Period

In the year-to-date period, INGR achieves a 31.01% return, which is significantly higher than XLU's 23.91% return. Over the past 10 years, INGR has underperformed XLU with an annualized return of 7.53%, while XLU has yielded a comparatively higher 8.09% annualized return.


INGR

YTD

31.01%

1M

-4.78%

6M

22.78%

1Y

31.96%

5Y*

11.57%

10Y*

7.53%

XLU

YTD

23.91%

1M

-5.84%

6M

10.71%

1Y

25.32%

5Y*

6.86%

10Y*

8.09%

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Risk-Adjusted Performance

INGR vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) and Utilities Select Sector SPDR Fund (XLU). 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.


Sharpe ratio
The chart of Sharpe ratio for INGR, currently valued at 1.38, compared to the broader market-4.00-2.000.002.001.381.64
The chart of Sortino ratio for INGR, currently valued at 2.68, compared to the broader market-4.00-2.000.002.004.002.682.25
The chart of Omega ratio for INGR, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.28
The chart of Calmar ratio for INGR, currently valued at 2.39, compared to the broader market0.002.004.006.002.391.30
The chart of Martin ratio for INGR, currently valued at 9.23, compared to the broader market0.0010.0020.009.237.31
INGR
XLU

The current INGR Sharpe Ratio is 1.38, which is comparable to the XLU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of INGR and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.38
1.64
INGR
XLU

Dividends

INGR vs. XLU - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.25%, less than XLU's 2.95% yield.


TTM20232022202120202019201820172016201520142013
INGR
Ingredion Incorporated
2.25%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%
XLU
Utilities Select Sector SPDR Fund
2.95%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%3.86%

Drawdowns

INGR vs. XLU - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for INGR and XLU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.94%
-7.52%
INGR
XLU

Volatility

INGR vs. XLU - Volatility Comparison

The current volatility for Ingredion Incorporated (INGR) is 4.26%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 4.56%. This indicates that INGR experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.26%
4.56%
INGR
XLU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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