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PERI vs. XLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PERI vs. XLC

Last updated May 22, 2025

Compare and contrast key facts about Perion Network Ltd. (PERI) and Communication Services Select Sector SPDR Fund (XLC).

XLC is a passively managed fund by State Street that tracks the performance of the S&P Communication Services Select Sector Index. It was launched on Jun 18, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PERI or XLC.

Correlation

The correlation between PERI and XLC 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

PERI vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perion Network Ltd. (PERI) and Communication Services Select Sector SPDR Fund (XLC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PERI:

-0.19

XLC:

1.20

Sortino Ratio

PERI:

0.06

XLC:

1.69

Omega Ratio

PERI:

1.01

XLC:

1.25

Calmar Ratio

PERI:

-0.14

XLC:

1.31

Martin Ratio

PERI:

-0.38

XLC:

4.82

Ulcer Index

PERI:

30.93%

XLC:

4.87%

Daily Std Dev

PERI:

52.94%

XLC:

19.49%

Max Drawdown

PERI:

-95.14%

XLC:

-46.65%

Current Drawdown

PERI:

-75.94%

XLC:

-3.93%

Returns By Period

In the year-to-date period, PERI achieves a 25.27% return, which is significantly higher than XLC's 4.50% return.

PERI

YTD

25.27%

1M

18.15%

6M

26.01%

1Y

-10.16%

3Y*

-18.22%

5Y*

15.07%

10Y*

0.39%

XLC

YTD

4.50%

1M

14.39%

6M

4.20%

1Y

23.29%

3Y*

21.46%

5Y*

14.48%

10Y*

N/A

*Annualized

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Perion Network Ltd.

Communication Services Select Sector SPDR Fund

Risk-Adjusted Performance

PERI vs. XLC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PERI
The Risk-Adjusted Performance Rank of PERI is 4040
Overall Rank
The Sharpe Ratio Rank of PERI is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PERI is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PERI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PERI is 4141
Calmar Ratio Rank
The Martin Ratio Rank of PERI is 4343
Martin Ratio Rank
XLC
The Risk-Adjusted Performance Rank of XLC is 8686
Overall Rank
The Sharpe Ratio Rank of XLC is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PERI vs. XLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perion Network Ltd. (PERI) and Communication Services Select Sector SPDR Fund (XLC). 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.

The current PERI Sharpe Ratio is -0.19, which is lower than the XLC Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PERI and XLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

PERI vs. XLC - Dividend Comparison

PERI has not paid dividends to shareholders, while XLC's dividend yield for the trailing twelve months is around 1.03%.

TTM2024202320222021202020192018
PERI
Perion Network Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund		1.03%0.99%0.82%1.11%0.74%0.68%0.81%0.64%

Drawdowns

PERI vs. XLC - Drawdown Comparison

The maximum PERI drawdown since its inception was -95.14%, which is greater than XLC's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for PERI and XLC. For additional features, visit the drawdowns tool.

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Volatility

PERI vs. XLC - Volatility Comparison

Perion Network Ltd. (PERI) has a higher volatility of 17.68% compared to Communication Services Select Sector SPDR Fund (XLC) at 3.50%. This indicates that PERI's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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