NJR vs. XLI
Compare and contrast key facts about New Jersey Resources Corporation (NJR) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: NJR or XLI.
Key characteristics
| NJR | XLI | |
|---|---|---|
| YTD Return | 9.15% | 23.90% |
| 1Y Return | 15.46% | 35.35% |
| 3Y Return (Ann) | 10.33% | 11.11% |
| 5Y Return (Ann) | 6.44% | 13.08% |
| 10Y Return (Ann) | 8.56% | 11.61% |
| Sharpe Ratio | 0.77 | 2.67 |
| Sortino Ratio | 1.20 | 3.77 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 0.54 | 6.02 |
| Martin Ratio | 3.16 | 18.83 |
| Ulcer Index | 4.56% | 1.89% |
| Daily Std Dev | 18.61% | 13.34% |
| Max Drawdown | -50.72% | -62.26% |
| Current Drawdown | -9.83% | -2.33% |
Correlation
The correlation between NJR and XLI 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.
Performance
NJR vs. XLI - Performance Comparison
In the year-to-date period, NJR achieves a 9.15% return, which is significantly lower than XLI's 23.90% return. Over the past 10 years, NJR has underperformed XLI with an annualized return of 8.56%, while XLI has yielded a comparatively higher 11.61% 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
NJR vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for New Jersey Resources Corporation (NJR) and Industrial Select Sector SPDR Fund (XLI). 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
NJR vs. XLI - Dividend Comparison
NJR's dividend yield for the trailing twelve months is around 3.62%, more than XLI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NJR New Jersey Resources Corporation | 3.62% | 3.63% | 3.04% | 3.39% | 3.63% | 2.72% | 2.48% | 2.63% | 2.79% | 2.82% | 2.84% | 3.55% |
XLI Industrial Select Sector SPDR Fund | 1.32% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
NJR vs. XLI - Drawdown Comparison
The maximum NJR drawdown since its inception was -50.72%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for NJR and XLI. For additional features, visit the drawdowns tool.
Volatility
NJR vs. XLI - Volatility Comparison
The current volatility for New Jersey Resources Corporation (NJR) is 4.85%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 5.34%. This indicates that NJR experiences smaller price fluctuations and is considered to be less risky than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.