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

Correlation

The correlation between PERI and XLC is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

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.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
181.82%
107.72%
PERI
XLC

Key characteristics

Sharpe Ratio

PERI:

-0.52

XLC:

1.37

Sortino Ratio

PERI:

-0.40

XLC:

1.88

Omega Ratio

PERI:

0.94

XLC:

1.28

Calmar Ratio

PERI:

-0.31

XLC:

1.48

Martin Ratio

PERI:

-0.81

XLC:

5.63

Ulcer Index

PERI:

32.23%

XLC:

4.71%

Daily Std Dev

PERI:

50.72%

XLC:

19.43%

Max Drawdown

PERI:

-95.14%

XLC:

-46.65%

Current Drawdown

PERI:

-78.91%

XLC:

-7.22%

Returns By Period

In the year-to-date period, PERI achieves a 9.80% return, which is significantly higher than XLC's 0.93% return.


PERI

YTD

9.80%

1M

14.39%

6M

13.28%

1Y

-27.68%

5Y*

14.53%

10Y*

-1.81%

XLC

YTD

0.93%

1M

5.28%

6M

6.02%

1Y

22.83%

5Y*

15.44%

10Y*

N/A

*Annualized

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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 2727
Overall Rank
The Sharpe Ratio Rank of PERI is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PERI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PERI is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PERI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PERI is 3232
Martin Ratio Rank

XLC
The Risk-Adjusted Performance Rank of XLC is 8686
Overall Rank
The Sharpe Ratio Rank of XLC is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of XLC is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XLC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XLC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLC is 8585
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 chart of Sharpe ratio for PERI, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
PERI: -0.52
XLC: 1.37
The chart of Sortino ratio for PERI, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
PERI: -0.40
XLC: 1.88
The chart of Omega ratio for PERI, currently valued at 0.94, compared to the broader market0.501.001.502.00
PERI: 0.94
XLC: 1.28
The chart of Calmar ratio for PERI, currently valued at -0.31, compared to the broader market0.001.002.003.004.005.00
PERI: -0.31
XLC: 1.48
The chart of Martin ratio for PERI, currently valued at -0.81, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
PERI: -0.81
XLC: 5.63

The current PERI Sharpe Ratio is -0.52, which is lower than the XLC Sharpe Ratio of 1.37. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.52
1.37
PERI
XLC

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 1.06%.


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
1.06%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.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-77.78%
-7.22%
PERI
XLC

Volatility

PERI vs. XLC - Volatility Comparison

Perion Network Ltd. (PERI) has a higher volatility of 20.43% compared to Communication Services Select Sector SPDR Fund (XLC) at 13.47%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.43%
13.47%
PERI
XLC