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MRIN vs. XLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRIN vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marin Software Incorporated (MRIN) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MRIN

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

XLE

1D
1.29%
1M
-1.14%
YTD
32.17%
6M
29.80%
1Y
45.00%
3Y*
17.46%
5Y*
20.44%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRIN vs. XLE - Yearly Performance Comparison


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Return for Risk

MRIN vs. XLE — Risk / Return Rank

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

MRIN

XLE
XLE Risk / Return Rank: 6363
Overall Rank
XLE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XLE Omega Ratio Rank: 5656
Omega Ratio Rank
XLE Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLE Martin Ratio Rank: 6060
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.

MRIN vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marin Software Incorporated (MRIN) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MRIN vs. XLE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRINXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

Drawdowns

MRIN vs. XLE - Drawdown Comparison

The maximum MRIN drawdown since its inception was 0.00%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MRIN and XLE.


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Drawdown Indicators


MRINXLEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-71.26%

+71.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

0.00%

-6.15%

+6.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-17.98%

+17.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

Volatility

MRIN vs. XLE - Volatility Comparison


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Volatility by Period


MRINXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

20.53%

-20.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

26.02%

-26.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

29.59%

-29.59%

Dividends

MRIN vs. XLE - Dividend Comparison

MRIN has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.54%.


PositionTTM20252024202320222021202020192018201720162015
MRIN
Marin Software Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
State Street Energy Select Sector SPDR ETF
2.54%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
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