PTON vs. XLE
PTON (Peloton Interactive, Inc.) is a stock, while XLE (State Street Energy Select Sector SPDR ETF) is Energy Equities fund tracking the Energy Select Sector Index. Over the past 5 years, PTON returned -44.36%/yr vs 23.80%/yr for XLE. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
PTON vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, PTON achieves a 4.71% return, which is significantly lower than XLE's 33.31% return.
PTON
- 1D
- 0.94%
- 1M
- 12.17%
- 6M
- 11.98%
- YTD
- 4.71%
- 1Y
- -2.27%
- 3Y*
- -9.39%
- 5Y*
- -44.36%
- 10Y*
- —
- ALL TIME*
- -18.93%
XLE
- 1D
- -1.28%
- 1M
- 10.47%
- 6M
- 19.08%
- YTD
- 33.31%
- 1Y
- 41.66%
- 3Y*
- 14.20%
- 5Y*
- 23.80%
- 10Y*
- 10.08%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $42.85M | $45.73M | $68.91M | |
| $1.70B | $1.73B | $1.97B |
PTON vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PTON Peloton Interactive, Inc. | 4.71% | -29.20% | 42.86% | -23.30% | -77.80% | -76.43% | 434.23% | 4.53% |
XLE State Street Energy Select Sector SPDR ETF | 33.31% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 3.32% |
Correlation
The correlation between PTON and XLE is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.04 |
The correlation between PTON and XLE shifts across timeframes, from -0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PTON vs. XLE — Risk / Return Rank
PTON
XLE
PTON vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) and State Street Energy Select Sector SPDR ETF (XLE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PTON | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.79 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.07 | 7.45 | -7.52 |
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Drawdowns
PTON vs. XLE - Drawdown Comparison
The maximum PTON drawdown since its inception was -98.28%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for PTON and XLE.
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Drawdown Indicators
| PTON | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.28% | -71.26% | -27.02% |
Max Drawdown (1Y)Largest decline over 1 year | -58.78% | -14.98% | -43.80% |
Max Drawdown (3Y)Largest decline over 3 years | -66.78% | -20.14% | -46.64% |
Max Drawdown (5Y)Largest decline over 5 years | -97.60% | -26.04% | -71.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.81% | — |
Current DrawdownCurrent decline from peak | -96.15% | -5.35% | -90.80% |
Average DrawdownAverage peak-to-trough decline | -71.26% | -17.93% | -53.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.35% | 5.60% | +28.75% |
Volatility
PTON vs. XLE - Volatility Comparison
Peloton Interactive, Inc. (PTON) has a higher volatility of 12.27% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.13%. This indicates that PTON's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTON | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.27% | 6.13% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 48.09% | 16.74% | +31.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.11% | 21.04% | +40.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.00% | 25.77% | +60.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.39% | 29.58% | +52.81% |
Dividends
PTON vs. XLE - Dividend Comparison
PTON has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTON Peloton Interactive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.58% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
PTON and XLE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTON has higher volatility (12.27%) compared to XLE (6.13%). In terms of maximum drawdown, PTON dropped -98.28% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.99 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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