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INGR vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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INGR vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INGR
Ingredion Incorporated
2.41%-17.86%29.22%14.08%4.47%26.35%-12.55%4.70%-33.10%13.87%
XLU
Utilities Select Sector SPDR Fund
8.77%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Returns By Period

In the year-to-date period, INGR achieves a 2.41% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, INGR has underperformed XLU with an annualized return of 2.76%, while XLU has yielded a comparatively higher 9.79% annualized return.


INGR

1D
-0.52%
1M
-4.18%
YTD
2.41%
6M
-7.17%
1Y
-15.89%
3Y*
5.83%
5Y*
7.23%
10Y*
2.76%

XLU

1D
0.48%
1M
-1.98%
YTD
8.77%
6M
6.26%
1Y
19.98%
3Y*
14.30%
5Y*
10.90%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

INGR vs. XLU — Risk / Return Rank

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

INGR
INGR Risk / Return Rank: 1313
Overall Rank
INGR Sharpe Ratio Rank: 77
Sharpe Ratio Rank
INGR Sortino Ratio Rank: 99
Sortino Ratio Rank
INGR Omega Ratio Rank: 1010
Omega Ratio Rank
INGR Calmar Ratio Rank: 1919
Calmar Ratio Rank
INGR Martin Ratio Rank: 2121
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 6666
Overall Rank
XLU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLU Omega Ratio Rank: 6262
Omega Ratio Rank
XLU Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLU Martin Ratio Rank: 5252
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. XLU - Risk-Adjusted Trends 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.


INGRXLUDifference

Sharpe ratio

Return per unit of total volatility

-0.87

1.27

-2.14

Sortino ratio

Return per unit of downside risk

-1.12

1.73

-2.85

Omega ratio

Gain probability vs. loss probability

0.86

1.23

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.62

2.21

-2.83

Martin ratio

Return relative to average drawdown

-1.09

5.31

-6.39

INGR vs. XLU - Sharpe Ratio Comparison

The current INGR Sharpe Ratio is -0.87, which is lower than the XLU Sharpe Ratio of 1.27. 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.


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Sharpe Ratios by Period


INGRXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.27

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.64

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.51

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.41

-0.11

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.


Dividends

INGR vs. XLU - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.93%, more than XLU's 2.58% yield.


TTM20252024202320222021202020192018201720162015
INGR
Ingredion Incorporated
2.93%2.92%1.72%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%
XLU
Utilities Select Sector SPDR Fund
2.58%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

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 -51.98%. Use the drawdown chart below to compare losses from any high point for INGR and XLU.


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Drawdown Indicators


INGRXLUDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-51.98%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-23.94%

-9.18%

-14.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

-25.26%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-36.07%

-20.07%

Current Drawdown

Current decline from peak

-25.28%

-2.72%

-22.56%

Average Drawdown

Average peak-to-trough decline

-18.25%

-10.26%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.75%

3.82%

+9.93%

Volatility

INGR vs. XLU - Volatility Comparison

The current volatility for Ingredion Incorporated (INGR) is 4.35%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.09%. 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.


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Volatility by Period


INGRXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.09%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

10.36%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

15.79%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

17.18%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.96%

19.21%

+5.75%