KT vs. XLI
Compare and contrast key facts about KT Corporation (KT) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: KT or XLI.
Performance
KT vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, KT achieves a 18.00% return, which is significantly lower than XLI's 23.07% return. Over the past 10 years, KT has underperformed XLI with an annualized return of 4.35%, while XLI has yielded a comparatively higher 11.36% annualized return.
KT
18.00%
-3.05%
15.13%
29.87%
12.17%
4.35%
XLI
23.07%
-0.25%
11.37%
33.56%
13.22%
11.36%
Key characteristics
| KT | XLI | |
|---|---|---|
| Sharpe Ratio | 1.26 | 2.58 |
| Sortino Ratio | 1.84 | 3.66 |
| Omega Ratio | 1.25 | 1.46 |
| Calmar Ratio | 0.49 | 5.81 |
| Martin Ratio | 4.53 | 18.02 |
| Ulcer Index | 6.66% | 1.91% |
| Daily Std Dev | 23.99% | 13.38% |
| Max Drawdown | -82.91% | -62.26% |
| Current Drawdown | -49.01% | -2.98% |
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Correlation
The correlation between KT and XLI is 0.36, 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
KT vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KT Corporation (KT) 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.
Dividends
KT vs. XLI - Dividend Comparison
KT's dividend yield for the trailing twelve months is around 8.21%, more than XLI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KT KT Corporation | 8.21% | 5.29% | 5.40% | 6.00% | 5.51% | 3.83% | 3.34% | 2.99% | 2.49% | 1.84% | 0.00% | 2.59% |
XLI Industrial Select Sector SPDR Fund | 1.33% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
KT vs. XLI - Drawdown Comparison
The maximum KT drawdown since its inception was -82.91%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for KT and XLI. For additional features, visit the drawdowns tool.
Volatility
KT vs. XLI - Volatility Comparison
KT Corporation (KT) has a higher volatility of 10.77% compared to Industrial Select Sector SPDR Fund (XLI) at 5.36%. This indicates that KT'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.