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R vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between R and XLV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

R vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ryder System, Inc. (R) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
962.79%
709.28%
R
XLV

Key characteristics

Sharpe Ratio

R:

0.48

XLV:

-0.05

Sortino Ratio

R:

0.89

XLV:

0.03

Omega Ratio

R:

1.11

XLV:

1.00

Calmar Ratio

R:

0.62

XLV:

-0.05

Martin Ratio

R:

1.90

XLV:

-0.12

Ulcer Index

R:

7.84%

XLV:

6.00%

Daily Std Dev

R:

31.20%

XLV:

14.30%

Max Drawdown

R:

-74.02%

XLV:

-39.17%

Current Drawdown

R:

-19.72%

XLV:

-11.14%

Returns By Period

In the year-to-date period, R achieves a -12.09% return, which is significantly lower than XLV's 0.74% return. Over the past 10 years, R has underperformed XLV with an annualized return of 6.66%, while XLV has yielded a comparatively higher 8.30% annualized return.


R

YTD

-12.09%

1M

-5.10%

6M

-0.84%

1Y

14.51%

5Y*

42.04%

10Y*

6.66%

XLV

YTD

0.74%

1M

-4.62%

6M

-6.31%

1Y

0.26%

5Y*

8.31%

10Y*

8.30%

*Annualized

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Risk-Adjusted Performance

R vs. XLV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

R
The Risk-Adjusted Performance Rank of R is 6969
Overall Rank
The Sharpe Ratio Rank of R is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of R is 6363
Sortino Ratio Rank
The Omega Ratio Rank of R is 6161
Omega Ratio Rank
The Calmar Ratio Rank of R is 7777
Calmar Ratio Rank
The Martin Ratio Rank of R is 7272
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 1616
Overall Rank
The Sharpe Ratio Rank of XLV is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 1515
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 1515
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 1616
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for R, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.00
R: 0.48
XLV: -0.05
The chart of Sortino ratio for R, currently valued at 0.89, compared to the broader market-6.00-4.00-2.000.002.004.00
R: 0.89
XLV: 0.03
The chart of Omega ratio for R, currently valued at 1.11, compared to the broader market0.501.001.502.00
R: 1.11
XLV: 1.00
The chart of Calmar ratio for R, currently valued at 0.62, compared to the broader market0.001.002.003.004.005.00
R: 0.62
XLV: -0.05
The chart of Martin ratio for R, currently valued at 1.90, compared to the broader market-5.000.005.0010.0015.0020.00
R: 1.90
XLV: -0.12

The current R Sharpe Ratio is 0.48, which is higher than the XLV Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of R and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.48
-0.05
R
XLV

Dividends

R vs. XLV - Dividend Comparison

R's dividend yield for the trailing twelve months is around 2.29%, more than XLV's 1.69% yield.


TTM20242023202220212020201920182017201620152014
R
Ryder System, Inc.
2.29%1.94%2.31%2.87%2.77%3.63%4.05%4.40%2.14%2.28%2.75%1.53%
XLV
Health Care Select Sector SPDR Fund
1.69%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%1.35%

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 -39.17%. Use the drawdown chart below to compare losses from any high point for R and XLV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.72%
-11.14%
R
XLV

Volatility

R vs. XLV - Volatility Comparison

Ryder System, Inc. (R) has a higher volatility of 17.44% compared to Health Care Select Sector SPDR Fund (XLV) at 9.15%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.44%
9.15%
R
XLV