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MHK vs. XLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHK vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohawk Industries, Inc. (MHK) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

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MHK vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHK
Mohawk Industries, Inc.
-9.92%-8.25%15.10%1.25%-43.89%29.25%3.35%16.60%-57.61%38.17%
XLV
State Street Health Care Select Sector SPDR ETF
-4.90%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Returns By Period

In the year-to-date period, MHK achieves a -9.92% return, which is significantly lower than XLV's -4.90% return. Over the past 10 years, MHK has underperformed XLV with an annualized return of -6.48%, while XLV has yielded a comparatively higher 9.72% annualized return.


MHK

1D
3.26%
1M
-21.40%
YTD
-9.92%
6M
-23.63%
1Y
-13.77%
3Y*
-0.59%
5Y*
-13.06%
10Y*
-6.48%

XLV

1D
1.94%
1M
-8.11%
YTD
-4.90%
6M
6.23%
1Y
2.20%
3Y*
5.98%
5Y*
6.42%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MHK vs. XLV — Risk / Return Rank

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

MHK
MHK Risk / Return Rank: 2626
Overall Rank
MHK Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MHK Sortino Ratio Rank: 2323
Sortino Ratio Rank
MHK Omega Ratio Rank: 2525
Omega Ratio Rank
MHK Calmar Ratio Rank: 2828
Calmar Ratio Rank
MHK Martin Ratio Rank: 2626
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 1616
Overall Rank
XLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLV Omega Ratio Rank: 1515
Omega Ratio Rank
XLV Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLV Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MHK vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohawk Industries, Inc. (MHK) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


MHKXLVDifference

Sharpe ratio

Return per unit of total volatility

-0.36

0.12

-0.48

Sortino ratio

Return per unit of downside risk

-0.29

0.30

-0.59

Omega ratio

Gain probability vs. loss probability

0.97

1.04

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.42

0.28

-0.70

Martin ratio

Return relative to average drawdown

-0.93

0.57

-1.49

MHK vs. XLV - Sharpe Ratio Comparison

The current MHK Sharpe Ratio is -0.36, which is lower than the XLV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of MHK and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MHKXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

0.12

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.44

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.59

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.46

-0.26

Correlation

The correlation between MHK and XLV is 0.43, 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.


Dividends

MHK vs. XLV - Dividend Comparison

MHK has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.71%.


TTM20252024202320222021202020192018201720162015
MHK
Mohawk Industries, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Drawdowns

MHK vs. XLV - Drawdown Comparison

The maximum MHK drawdown since its inception was -83.44%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for MHK and XLV.


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Drawdown Indicators


MHKXLVDifference

Max Drawdown

Largest peak-to-trough decline

-83.44%

-39.17%

-44.27%

Max Drawdown (1Y)

Largest decline over 1 year

-31.77%

-10.76%

-21.01%

Max Drawdown (5Y)

Largest decline over 5 years

-66.68%

-17.11%

-49.57%

Max Drawdown (10Y)

Largest decline over 10 years

-79.40%

-28.40%

-51.00%

Current Drawdown

Current decline from peak

-65.43%

-8.11%

-57.32%

Average Drawdown

Average peak-to-trough decline

-30.84%

-7.12%

-23.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.46%

5.75%

+8.71%

Volatility

MHK vs. XLV - Volatility Comparison

Mohawk Industries, Inc. (MHK) has a higher volatility of 12.06% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.73%. This indicates that MHK's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHKXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.06%

4.73%

+7.33%

Volatility (6M)

Calculated over the trailing 6-month period

25.40%

10.53%

+14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

38.45%

17.74%

+20.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.97%

14.56%

+24.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.78%

16.53%

+24.25%