K vs. XLU
Compare and contrast key facts about Kellogg Company (K) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: K or XLU.
Performance
K vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, K achieves a 48.03% return, which is significantly higher than XLU's 29.17% return. Over the past 10 years, K has underperformed XLU with an annualized return of 5.24%, while XLU has yielded a comparatively higher 9.30% annualized return.
K
48.03%
-0.56%
31.99%
58.47%
10.80%
5.24%
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| K | XLU | |
|---|---|---|
| Sharpe Ratio | 2.33 | 2.11 |
| Sortino Ratio | 4.86 | 2.88 |
| Omega Ratio | 1.60 | 1.36 |
| Calmar Ratio | 1.37 | 1.69 |
| Martin Ratio | 15.96 | 10.04 |
| Ulcer Index | 3.78% | 3.28% |
| Daily Std Dev | 25.86% | 15.62% |
| Max Drawdown | -82.53% | -52.27% |
| Current Drawdown | -9.32% | -2.76% |
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Correlation
The correlation between K and XLU is 0.38, 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.
Risk-Adjusted Performance
K vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) 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.
Dividends
K vs. XLU - Dividend Comparison
K's dividend yield for the trailing twelve months is around 2.79%, which matches XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
K Kellogg Company | 2.79% | 10.56% | 3.28% | 3.59% | 3.13% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
K vs. XLU - Drawdown Comparison
The maximum K drawdown since its inception was -82.53%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for K and XLU. For additional features, visit the drawdowns tool.
Volatility
K vs. XLU - Volatility Comparison
The current volatility for Kellogg Company (K) is 1.13%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.41%. This indicates that K 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.