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JOE vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


JOEXLI
YTD Return-3.74%7.29%
1Y Return41.75%25.08%
3Y Return (Ann)8.91%7.51%
5Y Return (Ann)27.72%11.14%
10Y Return (Ann)12.04%10.78%
Sharpe Ratio1.301.92
Daily Std Dev33.32%12.81%
Max Drawdown-84.33%-62.26%
Current Drawdown-27.76%-3.21%

Correlation

-0.50.00.51.00.5

The correlation between JOE and XLI is 0.48, 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.

Performance

JOE vs. XLI - Performance Comparison

In the year-to-date period, JOE achieves a -3.74% return, which is significantly lower than XLI's 7.29% return. Over the past 10 years, JOE has outperformed XLI with an annualized return of 12.04%, while XLI has yielded a comparatively lower 10.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%650.00%700.00%750.00%December2024FebruaryMarchAprilMay
730.07%
726.88%
JOE
XLI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The St. Joe Company

Industrial Select Sector SPDR Fund

Risk-Adjusted Performance

JOE vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The St. Joe Company (JOE) 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.


JOE
Sharpe ratio
The chart of Sharpe ratio for JOE, currently valued at 1.30, compared to the broader market-2.00-1.000.001.002.003.004.001.30
Sortino ratio
The chart of Sortino ratio for JOE, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for JOE, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for JOE, currently valued at 0.88, compared to the broader market0.002.004.006.000.88
Martin ratio
The chart of Martin ratio for JOE, currently valued at 3.36, compared to the broader market-10.000.0010.0020.0030.003.36
XLI
Sharpe ratio
The chart of Sharpe ratio for XLI, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for XLI, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for XLI, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for XLI, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for XLI, currently valued at 6.19, compared to the broader market-10.000.0010.0020.0030.006.19

JOE vs. XLI - Sharpe Ratio Comparison

The current JOE Sharpe Ratio is 1.30, which is lower than the XLI Sharpe Ratio of 1.92. The chart below compares the 12-month rolling Sharpe Ratio of JOE and XLI.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.30
1.92
JOE
XLI

Dividends

JOE vs. XLI - Dividend Comparison

JOE's dividend yield for the trailing twelve months is around 0.80%, less than XLI's 1.51% yield.


TTM20232022202120202019201820172016201520142013
JOE
The St. Joe Company
0.80%0.73%1.03%0.61%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLI
Industrial Select Sector SPDR Fund
1.51%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%

Drawdowns

JOE vs. XLI - Drawdown Comparison

The maximum JOE drawdown since its inception was -84.33%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for JOE and XLI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-27.76%
-3.21%
JOE
XLI

Volatility

JOE vs. XLI - Volatility Comparison

The St. Joe Company (JOE) has a higher volatility of 8.25% compared to Industrial Select Sector SPDR Fund (XLI) at 3.55%. This indicates that JOE'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
8.25%
3.55%
JOE
XLI