RTX vs. XLE
RTX (RTX Corporation) 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 10 years, RTX returned 17.18%/yr vs 9.80%/yr for XLE. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
RTX vs. XLE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RTX achieves a 22.13% return, which is significantly lower than XLE's 29.95% return. Over the past 10 years, RTX has outperformed XLE with an annualized return of 17.18%, while XLE has yielded a comparatively lower 9.80% annualized return.
RTX
- 1D
- 2.01%
- 1M
- 10.40%
- 6M
- 13.84%
- YTD
- 22.13%
- 1Y
- 44.47%
- 3Y*
- 40.97%
- 5Y*
- 23.16%
- 10Y*
- 17.18%
- ALL TIME*
- 12.62%
XLE
- 1D
- -2.07%
- 1M
- 7.87%
- 6M
- 9.98%
- YTD
- 29.95%
- 1Y
- 38.22%
- 3Y*
- 13.23%
- 5Y*
- 22.66%
- 10Y*
- 9.80%
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.36B | $1.05B | $1.03B | |
| $1.81B | $1.78B | $1.93B |
RTX vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTX RTX Corporation | 22.13% | 61.44% | 40.76% | -14.44% | 20.01% | 23.27% | -7.70% | 43.82% | -14.66% | 19.13% |
XLE State Street Energy Select Sector SPDR ETF | 29.95% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between RTX and XLE is -0.04, 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. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.44 |
The correlation between RTX and XLE shifts across timeframes, from -0.04 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RTX vs. XLE — Risk / Return Rank
RTX
XLE
RTX vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RTX Corporation (RTX) 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.
| RTX | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.56 | -0.25 |
| Martin ratioReturn relative to average drawdown | 5.80 | 6.80 | -1.00 |
Loading charts...
Drawdowns
RTX vs. XLE - Drawdown Comparison
The maximum RTX drawdown since its inception was -55.14%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for RTX and XLE.
Loading charts...
Drawdown Indicators
| RTX | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.14% | -71.26% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.32% | -14.98% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -20.40% | -20.14% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -26.04% | -6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -51.98% | -66.81% | +14.83% |
Current DrawdownCurrent decline from peak | 0.00% | -7.73% | +7.73% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -17.93% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.69% | 5.64% | +2.05% |
Volatility
RTX vs. XLE - Volatility Comparison
RTX Corporation (RTX) has a higher volatility of 9.00% compared to State Street Energy Select Sector SPDR ETF (XLE) at 6.16%. This indicates that RTX'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.
Loading charts...
Volatility by Period
| RTX | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 6.16% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 20.11% | 16.48% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.73% | 21.12% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.20% | 25.76% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.95% | 29.58% | -1.63% |
Dividends
RTX vs. XLE - Dividend Comparison
RTX's dividend yield for the trailing twelve months is around 1.25%, less than XLE's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTX RTX Corporation | 1.25% | 1.46% | 2.14% | 2.76% | 2.14% | 2.33% | 21.21% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% |
XLE State Street Energy Select Sector SPDR ETF | 2.65% | 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
RTX and XLE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RTX has higher volatility (9.00%) compared to XLE (6.16%). In terms of maximum drawdown, RTX dropped -55.14% vs XLE's -71.26%.
XLE currently has the higher Sharpe Ratio (1.82 vs 1.74), 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.
Find the right allocation for RTX and XLE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer