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LIN vs. XLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LIN and XLB is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

LIN vs. XLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Linde plc (LIN) and Materials Select Sector SPDR ETF (XLB). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,521.90%
545.09%
LIN
XLB

Key characteristics

Sharpe Ratio

LIN:

0.11

XLB:

-0.24

Sortino Ratio

LIN:

0.28

XLB:

-0.21

Omega Ratio

LIN:

1.04

XLB:

0.97

Calmar Ratio

LIN:

0.14

XLB:

-0.20

Martin Ratio

LIN:

0.34

XLB:

-0.61

Ulcer Index

LIN:

5.86%

XLB:

7.53%

Daily Std Dev

LIN:

18.94%

XLB:

19.44%

Max Drawdown

LIN:

-51.76%

XLB:

-59.83%

Current Drawdown

LIN:

-7.23%

XLB:

-14.53%

Returns By Period

In the year-to-date period, LIN achieves a 7.46% return, which is significantly higher than XLB's -1.34% return. Over the past 10 years, LIN has outperformed XLB with an annualized return of 15.82%, while XLB has yielded a comparatively lower 7.17% annualized return.


LIN

YTD

7.46%

1M

-3.51%

6M

-4.75%

1Y

2.45%

5Y*

21.21%

10Y*

15.82%

XLB

YTD

-1.34%

1M

-4.64%

6M

-11.19%

1Y

-5.92%

5Y*

12.30%

10Y*

7.17%

*Annualized

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Risk-Adjusted Performance

LIN vs. XLB — Risk-Adjusted Performance Rank

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

LIN
The Risk-Adjusted Performance Rank of LIN is 5353
Overall Rank
The Sharpe Ratio Rank of LIN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of LIN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of LIN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of LIN is 5959
Calmar Ratio Rank
The Martin Ratio Rank of LIN is 5757
Martin Ratio Rank

XLB
The Risk-Adjusted Performance Rank of XLB is 1010
Overall Rank
The Sharpe Ratio Rank of XLB is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XLB is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XLB is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XLB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of XLB is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LIN vs. XLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Linde plc (LIN) and Materials Select Sector SPDR ETF (XLB). 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.


The chart of Sharpe ratio for LIN, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.00
LIN: 0.11
XLB: -0.24
The chart of Sortino ratio for LIN, currently valued at 0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
LIN: 0.28
XLB: -0.21
The chart of Omega ratio for LIN, currently valued at 1.04, compared to the broader market0.501.001.502.00
LIN: 1.04
XLB: 0.97
The chart of Calmar ratio for LIN, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
LIN: 0.14
XLB: -0.20
The chart of Martin ratio for LIN, currently valued at 0.34, compared to the broader market-5.000.005.0010.0015.0020.00
LIN: 0.34
XLB: -0.61

The current LIN Sharpe Ratio is 0.11, which is higher than the XLB Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of LIN and XLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.11
-0.24
LIN
XLB

Dividends

LIN vs. XLB - Dividend Comparison

LIN's dividend yield for the trailing twelve months is around 1.26%, less than XLB's 2.05% yield.


TTM20242023202220212020201920182017201620152014
LIN
Linde plc
1.26%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
XLB
Materials Select Sector SPDR ETF
2.05%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%

Drawdowns

LIN vs. XLB - Drawdown Comparison

The maximum LIN drawdown since its inception was -51.76%, smaller than the maximum XLB drawdown of -59.83%. Use the drawdown chart below to compare losses from any high point for LIN and XLB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.23%
-14.53%
LIN
XLB

Volatility

LIN vs. XLB - Volatility Comparison

The current volatility for Linde plc (LIN) is 12.59%, while Materials Select Sector SPDR ETF (XLB) has a volatility of 13.94%. This indicates that LIN experiences smaller price fluctuations and is considered to be less risky than XLB 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%14.00%NovemberDecember2025FebruaryMarchApril
12.59%
13.94%
LIN
XLB