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IP vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IP vs. XLE - Performance Comparison

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

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Returns By Period

In the year-to-date period, IP achieves a -11.84% return, which is significantly lower than XLE's 32.26% return. Over the past 10 years, IP has underperformed XLE with an annualized return of 2.48%, while XLE has yielded a comparatively higher 9.99% annualized return.


IP

1D
1.44%
1M
7.92%
YTD
-11.84%
6M
-11.25%
1Y
-24.93%
3Y*
8.57%
5Y*
-7.13%
10Y*
2.48%

XLE

1D
0.07%
1M
-1.18%
YTD
32.26%
6M
29.34%
1Y
47.98%
3Y*
17.74%
5Y*
20.45%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IP vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IP
International Paper Company
-11.84%-23.83%55.31%10.20%-23.05%3.48%13.83%19.47%-27.72%13.13%
XLE
State Street Energy Select Sector SPDR ETF
32.26%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Correlation

The correlation between IP and XLE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 23, 1998

0.43

Over the past year, the correlation between IP and XLE has dropped to 0.07 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

IP vs. XLE — Risk / Return Rank

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

IP
IP Risk / Return Rank: 1818
Overall Rank
IP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IP Sortino Ratio Rank: 1717
Sortino Ratio Rank
IP Omega Ratio Rank: 1616
Omega Ratio Rank
IP Calmar Ratio Rank: 2222
Calmar Ratio Rank
IP Martin Ratio Rank: 2121
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7070
Overall Rank
XLE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XLE Omega Ratio Rank: 6464
Omega Ratio Rank
XLE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLE Martin Ratio Rank: 6565
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.

IP vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Paper Company (IP) and State Street Energy Select Sector SPDR ETF (XLE). 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.


IPXLEDifference
Sharpe ratioReturn per unit of total volatility

-2.98

Sortino ratioReturn per unit of downside risk

-3.67

Omega ratioGain probability vs. loss probability

0.91

1.38

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.55

4.00

-4.55

Martin ratioReturn relative to average drawdown

-1.01

11.60

-12.61

IP vs. XLE - Sharpe Ratio Comparison

The current IP Sharpe Ratio is -0.62, which is lower than the XLE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IP and XLE, 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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Sharpe Ratios by Period


IPXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

2.36

-2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.79

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.34

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.31

-0.12

Drawdowns

IP vs. XLE - Drawdown Comparison

The maximum IP drawdown since its inception was -90.62%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for IP and XLE.


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Drawdown Indicators


IPXLEDifference

Max Drawdown

Largest peak-to-trough decline

-90.62%

-71.26%

-19.36%

Max Drawdown (1Y)

Largest decline over 1 year

-45.52%

-12.05%

-33.47%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-20.14%

-28.47%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

-26.04%

-22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-55.27%

-66.81%

+11.54%

Current Drawdown

Current decline from peak

-39.85%

-6.09%

-33.76%

Average Drawdown

Average peak-to-trough decline

-20.88%

-17.98%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.72%

4.15%

+20.57%

Volatility

IP vs. XLE - Volatility Comparison

International Paper Company (IP) has a higher volatility of 11.07% compared to State Street Energy Select Sector SPDR ETF (XLE) at 8.25%. This indicates that IP's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

8.25%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

30.93%

16.51%

+14.42%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

20.50%

+20.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

26.01%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.11%

29.58%

+2.53%

Dividends

IP vs. XLE - Dividend Comparison

IP's dividend yield for the trailing twelve months is around 5.46%, more than XLE's 2.54% yield.


PositionTTM20252024202320222021202020192018201720162015
IP
International Paper Company
5.46%4.70%3.44%5.12%5.34%4.08%4.12%4.37%4.77%3.21%3.36%4.35%
XLE
State Street Energy Select Sector SPDR ETF
2.54%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Frequently Asked Questions


IP and XLE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IP has higher volatility (11.07%) compared to XLE (8.25%). In terms of maximum drawdown, IP dropped -90.62% vs XLE's -71.26%.

XLE currently has the higher Sharpe Ratio (2.36 vs -0.62), 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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