R vs. XLV
Compare and contrast key facts about Ryder System, Inc. (R) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. 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: R or XLV.
Key characteristics
| R | XLV | |
|---|---|---|
| YTD Return | 7.07% | 3.45% |
| 1Y Return | 56.65% | 6.92% |
| 3Y Return (Ann) | 18.67% | 6.69% |
| 5Y Return (Ann) | 18.21% | 11.22% |
| 10Y Return (Ann) | 7.28% | 11.10% |
| Sharpe Ratio | 2.13 | 0.61 |
| Daily Std Dev | 26.94% | 10.54% |
| Max Drawdown | -74.02% | -39.18% |
| Current Drawdown | -0.57% | -4.84% |
Correlation
The correlation between R and XLV is 0.43, 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.
Performance
R vs. XLV - Performance Comparison
In the year-to-date period, R achieves a 7.07% return, which is significantly higher than XLV's 3.45% return. Over the past 10 years, R has underperformed XLV with an annualized return of 7.28%, while XLV has yielded a comparatively higher 11.10% 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
R vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) and Health Care Select Sector SPDR Fund (XLV). 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
R vs. XLV - Dividend Comparison
R's dividend yield for the trailing twelve months is around 2.25%, more than XLV's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
R Ryder System, Inc. | 2.25% | 2.31% | 2.87% | 2.77% | 3.63% | 4.05% | 4.40% | 2.14% | 2.28% | 2.75% | 1.53% | 1.76% |
XLV Health Care Select Sector SPDR Fund | 1.57% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
Drawdowns
R vs. XLV - Drawdown Comparison
The maximum R drawdown since its inception was -74.02%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for R and XLV. For additional features, visit the drawdowns tool.
Volatility
R vs. XLV - Volatility Comparison
Ryder System, Inc. (R) has a higher volatility of 13.58% compared to Health Care Select Sector SPDR Fund (XLV) at 3.14%. This indicates that R's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.