LVS vs. XLE
LVS (Las Vegas Sands Corp.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 10 years, LVS returned 2.28%/yr vs 10.52%/yr for XLE. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
LVS vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, LVS achieves a -24.06% return, which is significantly lower than XLE's 35.03% return. Over the past 10 years, LVS has underperformed XLE with an annualized return of 2.28%, while XLE has yielded a comparatively higher 10.52% annualized return.
LVS
- 1D
- -1.97%
- 1M
- 4.04%
- 6M
- -6.26%
- YTD
- -24.06%
- 1Y
- -4.57%
- 3Y*
- -4.39%
- 5Y*
- 4.10%
- 10Y*
- 2.28%
- ALL TIME*
- 2.89%
XLE
- 1D
- 1.00%
- 1M
- 11.89%
- 6M
- 18.26%
- YTD
- 35.03%
- 1Y
- 43.49%
- 3Y*
- 14.62%
- 5Y*
- 23.67%
- 10Y*
- 10.52%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $309.11M | $241.94M | $234.03M | |
| $1.70B | $1.73B | $1.97B |
LVS vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVS Las Vegas Sands Corp. | -24.06% | 29.45% | 6.21% | 3.15% | 27.71% | -36.85% | -11.95% | 39.54% | -21.62% | 36.16% |
XLE State Street Energy Select Sector SPDR ETF | 35.03% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between LVS and XLE is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2004 | 0.38 |
Over the past year, the correlation between LVS and XLE has dropped to 0.00 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
LVS vs. XLE — Risk / Return Rank
LVS
XLE
LVS vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Las Vegas Sands Corp. (LVS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LVS | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.74 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.26 | 7.32 | -7.58 |
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Drawdowns
LVS vs. XLE - Drawdown Comparison
The maximum LVS drawdown since its inception was -99.02%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for LVS and XLE.
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Drawdown Indicators
| LVS | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.02% | -71.26% | -27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -34.85% | -14.98% | -19.87% |
Max Drawdown (3Y)Largest decline over 3 years | -45.73% | -20.14% | -25.59% |
Max Drawdown (5Y)Largest decline over 5 years | -51.18% | -26.04% | -25.14% |
Max Drawdown (10Y)Largest decline over 10 years | -58.77% | -66.81% | +8.04% |
Current DrawdownCurrent decline from peak | -46.30% | -4.13% | -42.17% |
Average DrawdownAverage peak-to-trough decline | -49.93% | -17.93% | -32.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.55% | 5.62% | +12.93% |
Volatility
LVS vs. XLE - Volatility Comparison
Las Vegas Sands Corp. (LVS) has a higher volatility of 7.06% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.85%. This indicates that LVS'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
| LVS | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.85% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 16.71% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.54% | 21.05% | +13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.63% | 25.77% | +14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.75% | 29.57% | +9.18% |
Dividends
LVS vs. XLE - Dividend Comparison
LVS's dividend yield for the trailing twelve months is around 2.25%, less than XLE's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVS Las Vegas Sands Corp. | 2.25% | 1.54% | 1.56% | 0.81% | 0.00% | 0.00% | 1.33% | 4.46% | 5.76% | 4.20% | 5.39% | 5.93% |
XLE State Street Energy Select Sector SPDR ETF | 2.55% | 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
LVS and XLE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVS has higher volatility (7.06%) compared to XLE (5.85%). In terms of maximum drawdown, LVS dropped -99.02% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.95 vs -0.14), 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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