NSC vs. XLI
Compare and contrast key facts about Norfolk Southern Corporation (NSC) 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.
Performance
NSC vs. XLI - Performance Comparison
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NSC vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSC Norfolk Southern Corporation | -0.16% | 25.65% | 1.55% | -1.63% | -15.59% | 27.26% | 24.76% | 32.39% | 5.22% | 36.85% |
XLI Industrial Select Sector SPDR Fund | 4.55% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Returns By Period
In the year-to-date period, NSC achieves a -0.16% return, which is significantly lower than XLI's 4.55% return. Over the past 10 years, NSC has outperformed XLI with an annualized return of 15.58%, while XLI has yielded a comparatively lower 13.21% annualized return.
NSC
- 1D
- 1.65%
- 1M
- -8.81%
- YTD
- -0.16%
- 6M
- -3.58%
- 1Y
- 23.64%
- 3Y*
- 13.15%
- 5Y*
- 3.27%
- 10Y*
- 15.58%
XLI
- 1D
- 3.27%
- 1M
- -8.44%
- YTD
- 4.55%
- 6M
- 5.52%
- 1Y
- 25.05%
- 3Y*
- 18.68%
- 5Y*
- 12.06%
- 10Y*
- 13.21%
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Return for Risk
NSC vs. XLI — Risk / Return Rank
NSC
XLI
NSC vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) 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.
| NSC | XLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.29 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.86 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.08 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.08 | 8.19 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NSC | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.29 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.70 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.67 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.44 | -0.03 |
Correlation
The correlation between NSC and XLI is 0.66, 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
NSC vs. XLI - Dividend Comparison
NSC's dividend yield for the trailing twelve months is around 1.88%, more than XLI's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSC Norfolk Southern Corporation | 1.88% | 1.87% | 2.30% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% |
XLI Industrial Select Sector SPDR Fund | 1.27% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Drawdowns
NSC vs. XLI - Drawdown Comparison
The maximum NSC drawdown since its inception was -67.74%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for NSC and XLI.
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Drawdown Indicators
| NSC | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -62.26% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -12.50% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -35.64% | -21.64% | -14.00% |
Max Drawdown (10Y)Largest decline over 10 years | -44.42% | -42.33% | -2.09% |
Current DrawdownCurrent decline from peak | -9.70% | -9.34% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -15.19% | -9.24% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 3.17% | +1.27% |
Volatility
NSC vs. XLI - Volatility Comparison
The current volatility for Norfolk Southern Corporation (NSC) is 5.69%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 6.44%. This indicates that NSC 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.
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Volatility by Period
| NSC | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 6.44% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 11.65% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 19.45% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.71% | 17.24% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 19.88% | +7.76% |