PERI vs. XLC
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.
Performance
PERI vs. XLC - Performance Comparison
Returns By Period
In the year-to-date period, PERI achieves a -72.40% return, which is significantly lower than XLC's 33.36% return.
PERI
-72.40%
6.23%
-29.35%
-69.87%
11.29%
-6.62%
XLC
33.36%
5.33%
16.64%
38.63%
14.19%
N/A
Key characteristics
| PERI | XLC | |
|---|---|---|
| Sharpe Ratio | -1.06 | 2.57 |
| Sortino Ratio | -1.54 | 3.42 |
| Omega Ratio | 0.70 | 1.46 |
| Calmar Ratio | -0.84 | 2.08 |
| Martin Ratio | -1.21 | 21.04 |
| Ulcer Index | 57.56% | 1.84% |
| Daily Std Dev | 65.61% | 15.06% |
| Max Drawdown | -95.14% | -46.66% |
| Current Drawdown | -80.68% | -1.14% |
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Correlation
The correlation between PERI and XLC is 0.45, 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.
Risk-Adjusted Performance
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.
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 0.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PERI Perion Network Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLC Communication Services Select Sector SPDR Fund | 0.92% | 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 -46.66%. Use the drawdown chart below to compare losses from any high point for PERI and XLC. For additional features, visit the drawdowns tool.
Volatility
PERI vs. XLC - Volatility Comparison
Perion Network Ltd. (PERI) has a higher volatility of 10.73% compared to Communication Services Select Sector SPDR Fund (XLC) at 4.22%. 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.