PPL vs. XLI
Compare and contrast key facts about PPL Corporation (PPL) 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: PPL or XLI.
Key characteristics
| PPL | XLI | |
|---|---|---|
| YTD Return | 10.17% | 10.83% |
| 1Y Return | 11.36% | 31.18% |
| 3Y Return (Ann) | 4.48% | 8.07% |
| 5Y Return (Ann) | 4.58% | 12.93% |
| 10Y Return (Ann) | 4.06% | 11.11% |
| Sharpe Ratio | 0.50 | 2.31 |
| Daily Std Dev | 18.04% | 12.72% |
| Max Drawdown | -55.38% | -62.26% |
| Current Drawdown | -2.50% | -0.02% |
Correlation
The correlation between PPL and XLI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PPL vs. XLI - Performance Comparison
In the year-to-date period, PPL achieves a 10.17% return, which is significantly lower than XLI's 10.83% return. Over the past 10 years, PPL has underperformed XLI with an annualized return of 4.06%, while XLI has yielded a comparatively higher 11.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PPL vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) 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
PPL vs. XLI - Dividend Comparison
PPL's dividend yield for the trailing twelve months is around 3.31%, more than XLI's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPL PPL Corporation | 3.31% | 3.54% | 2.99% | 5.52% | 5.89% | 4.60% | 5.79% | 5.11% | 4.46% | 4.32% | 4.10% | 4.89% |
XLI Industrial Select Sector SPDR Fund | 1.46% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
PPL vs. XLI - Drawdown Comparison
The maximum PPL drawdown since its inception was -55.38%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for PPL and XLI. For additional features, visit the drawdowns tool.
Volatility
PPL vs. XLI - Volatility Comparison
PPL Corporation (PPL) has a higher volatility of 3.81% compared to Industrial Select Sector SPDR Fund (XLI) at 3.19%. This indicates that PPL'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.