MRIN vs. XLE

Last updated Apr 1, 2026

Compare and contrast key facts about Marin Software Incorporated (MRIN) and State Street Energy Select Sector SPDR ETF (XLE).

XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.

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.

MRIN vs. XLE - Yearly Performance Comparison

	2026 (YTD)
MRIN Marin Software Incorporated	0.00%
XLE State Street Energy Select Sector SPDR ETF	15.79%

Returns By Period

MRIN

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

XLE

• 1D: -1.13%
• 1M: 10.27%
• YTD: 37.91%
• 6M: 39.21%
• 1Y: 35.32%
• 3Y*: 17.71%
• 5Y*: 23.99%
• 10Y*: 11.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MRIN vs. XLE — Risk / Return Rank

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

XLE

XLE Risk / Return Rank: 73
XLE Sharpe Ratio Rank: 79
XLE Sortino Ratio Rank: 76
XLE Omega Ratio Rank: 77
XLE Calmar Ratio Rank: 78
XLE Martin Ratio Rank: 58

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.

Sharpe Ratios by Period

	MRIN	XLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.42	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.32	—

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 2.44%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	2.44%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%

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.

Drawdown Indicators

	MRIN	XLE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-71.26%	+71.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.79%	—
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%	-2.08%	+2.08%
Average Drawdown Average peak-to-trough decline	0.00%	-18.05%	+18.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.14%	—

Volatility

Volatility by Period

	MRIN	XLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	24.93%	-24.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	26.06%	-26.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	29.48%	-29.48%