RH vs. XLK
Compare and contrast key facts about RH (RH) and Technology Select Sector SPDR Fund (XLK).
XLK is a passively managed fund by State Street that tracks the performance of the Technology 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: RH or XLK.
Performance
RH vs. XLK - Performance Comparison
Returns By Period
In the year-to-date period, RH achieves a 8.31% return, which is significantly lower than XLK's 19.44% return. Over the past 10 years, RH has underperformed XLK with an annualized return of 14.56%, while XLK has yielded a comparatively higher 20.13% annualized return.
RH
8.31%
-10.29%
13.39%
24.03%
10.89%
14.56%
XLK
19.44%
-0.30%
8.36%
25.78%
22.44%
20.13%
Key characteristics
| RH | XLK | |
|---|---|---|
| Sharpe Ratio | 0.35 | 1.22 |
| Sortino Ratio | 1.00 | 1.68 |
| Omega Ratio | 1.12 | 1.23 |
| Calmar Ratio | 0.31 | 1.56 |
| Martin Ratio | 1.15 | 5.38 |
| Ulcer Index | 19.00% | 4.91% |
| Daily Std Dev | 62.83% | 21.72% |
| Max Drawdown | -76.26% | -82.05% |
| Current Drawdown | -57.25% | -3.67% |
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Correlation
The correlation between RH and XLK 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.
Risk-Adjusted Performance
RH vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RH (RH) and Technology Select Sector SPDR Fund (XLK). 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
RH vs. XLK - Dividend Comparison
RH has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RH RH | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.68% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
RH vs. XLK - Drawdown Comparison
The maximum RH drawdown since its inception was -76.26%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for RH and XLK. For additional features, visit the drawdowns tool.
Volatility
RH vs. XLK - Volatility Comparison
RH (RH) has a higher volatility of 9.42% compared to Technology Select Sector SPDR Fund (XLK) at 6.32%. This indicates that RH's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.