PHM vs. XLI
Compare and contrast key facts about PulteGroup, Inc. (PHM) 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: PHM or XLI.
Performance
PHM vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, PHM achieves a 25.17% return, which is significantly higher than XLI's 23.07% return. Over the past 10 years, PHM has outperformed XLI with an annualized return of 21.15%, while XLI has yielded a comparatively lower 11.36% annualized return.
PHM
25.17%
-13.73%
8.20%
46.61%
28.02%
21.15%
XLI
23.07%
-0.25%
11.37%
33.56%
13.22%
11.36%
Key characteristics
| PHM | XLI | |
|---|---|---|
| Sharpe Ratio | 1.61 | 2.58 |
| Sortino Ratio | 2.23 | 3.66 |
| Omega Ratio | 1.28 | 1.46 |
| Calmar Ratio | 3.32 | 5.81 |
| Martin Ratio | 8.08 | 18.02 |
| Ulcer Index | 6.05% | 1.91% |
| Daily Std Dev | 30.47% | 13.38% |
| Max Drawdown | -92.40% | -62.26% |
| Current Drawdown | -13.73% | -2.98% |
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Correlation
The correlation between PHM and XLI is 0.51, 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
PHM vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PulteGroup, Inc. (PHM) 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
PHM vs. XLI - Dividend Comparison
PHM's dividend yield for the trailing twelve months is around 0.62%, less than XLI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM PulteGroup, Inc. | 0.62% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
XLI Industrial Select Sector SPDR Fund | 1.33% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
PHM vs. XLI - Drawdown Comparison
The maximum PHM drawdown since its inception was -92.40%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for PHM and XLI. For additional features, visit the drawdowns tool.
Volatility
PHM vs. XLI - Volatility Comparison
PulteGroup, Inc. (PHM) has a higher volatility of 11.19% compared to Industrial Select Sector SPDR Fund (XLI) at 5.36%. This indicates that PHM's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.