PZZA vs. XLY
Compare and contrast key facts about Papa John's International, Inc. (PZZA) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998.
Performance
PZZA vs. XLY - Performance Comparison
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PZZA vs. XLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | -13.61% | -2.01% | -44.21% | -5.28% | -37.26% | 58.87% | 35.88% | 61.50% | -27.80% | -33.68% |
XLY Consumer Discretionary Select Sector SPDR Fund | -7.86% | 7.37% | 26.51% | 39.64% | -36.27% | 27.93% | 29.63% | 28.39% | 1.58% | 22.82% |
Returns By Period
In the year-to-date period, PZZA achieves a -13.61% return, which is significantly lower than XLY's -7.86% return. Over the past 10 years, PZZA has underperformed XLY with an annualized return of -3.12%, while XLY has yielded a comparatively higher 11.88% annualized return.
PZZA
- 1D
- 1.23%
- 1M
- 2.72%
- YTD
- -13.61%
- 6M
- -30.29%
- 1Y
- -17.37%
- 3Y*
- -21.20%
- 5Y*
- -15.66%
- 10Y*
- -3.12%
XLY
- 1D
- 0.75%
- 1M
- -4.68%
- YTD
- -7.86%
- 6M
- -8.57%
- 1Y
- 10.93%
- 3Y*
- 14.60%
- 5Y*
- 6.19%
- 10Y*
- 11.88%
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Return for Risk
PZZA vs. XLY — Risk / Return Rank
PZZA
XLY
PZZA vs. XLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Papa John's International, Inc. (PZZA) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.
| PZZA | XLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 0.46 | -0.79 |
Sortino ratioReturn per unit of downside risk | -0.15 | 0.85 | -1.00 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.81 | -1.19 |
Martin ratioReturn relative to average drawdown | -0.73 | 2.66 | -3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PZZA | XLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.46 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.26 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.54 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.42 | -0.23 |
Correlation
The correlation between PZZA and XLY is 0.39, 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.
Dividends
PZZA vs. XLY - Dividend Comparison
PZZA's dividend yield for the trailing twelve months is around 5.61%, more than XLY's 0.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | 5.61% | 4.78% | 4.48% | 2.31% | 1.87% | 0.86% | 1.06% | 1.43% | 2.26% | 1.51% | 0.88% | 1.13% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.81% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
Drawdowns
PZZA vs. XLY - Drawdown Comparison
The maximum PZZA drawdown since its inception was -76.22%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for PZZA and XLY.
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Drawdown Indicators
| PZZA | XLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -59.05% | -17.17% |
Max Drawdown (1Y)Largest decline over 1 year | -43.11% | -14.98% | -28.13% |
Max Drawdown (5Y)Largest decline over 5 years | -76.22% | -39.67% | -36.55% |
Max Drawdown (10Y)Largest decline over 10 years | -76.22% | -39.67% | -36.55% |
Current DrawdownCurrent decline from peak | -73.17% | -11.64% | -61.53% |
Average DrawdownAverage peak-to-trough decline | -27.74% | -9.58% | -18.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.60% | 4.54% | +18.06% |
Volatility
PZZA vs. XLY - Volatility Comparison
Papa John's International, Inc. (PZZA) has a higher volatility of 22.78% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 7.36%. This indicates that PZZA's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZZA | XLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 7.36% | +15.42% |
Volatility (6M)Calculated over the trailing 6-month period | 39.28% | 13.63% | +25.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.56% | 23.65% | +29.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.99% | 23.73% | +17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.43% | 21.97% | +19.46% |