NI vs. XLU
Compare and contrast key facts about NiSource Inc. (NI) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NI or XLU.
Key characteristics
| NI | XLU | |
|---|---|---|
| YTD Return | 6.27% | 5.62% |
| 1Y Return | 1.68% | -1.93% |
| 3Y Return (Ann) | 6.52% | 3.06% |
| 5Y Return (Ann) | 3.54% | 6.07% |
| 10Y Return (Ann) | 10.47% | 7.93% |
| Sharpe Ratio | 0.07 | -0.08 |
| Daily Std Dev | 19.53% | 17.13% |
| Max Drawdown | -65.58% | -52.27% |
| Current Drawdown | -7.50% | -10.18% |
Correlation
The correlation between NI and XLU is 0.69, 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.
Performance
NI vs. XLU - Performance Comparison
In the year-to-date period, NI achieves a 6.27% return, which is significantly higher than XLU's 5.62% return. Over the past 10 years, NI has outperformed XLU with an annualized return of 10.47%, while XLU has yielded a comparatively lower 7.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NI vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NiSource Inc. (NI) and Utilities Select Sector SPDR Fund (XLU). 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.
Dividends
NI vs. XLU - Dividend Comparison
NI's dividend yield for the trailing twelve months is around 3.63%, more than XLU's 3.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NI NiSource Inc. | 3.63% | 3.77% | 3.43% | 3.19% | 3.66% | 2.87% | 3.08% | 2.73% | 2.89% | 2.68% | 2.51% | 3.11% |
XLU Utilities Select Sector SPDR Fund | 3.28% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
Drawdowns
NI vs. XLU - Drawdown Comparison
The maximum NI drawdown since its inception was -65.58%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for NI and XLU. For additional features, visit the drawdowns tool.
Volatility
NI vs. XLU - Volatility Comparison
The current volatility for NiSource Inc. (NI) is 4.31%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.07%. This indicates that NI experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.