SBUX vs. XLP
Compare and contrast key facts about Starbucks Corporation (SBUX) and Consumer Staples Select Sector SPDR Fund (XLP).
XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples 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: SBUX or XLP.
Performance
SBUX vs. XLP - Performance Comparison
Returns By Period
In the year-to-date period, SBUX achieves a 5.18% return, which is significantly lower than XLP's 13.27% return. Over the past 10 years, SBUX has outperformed XLP with an annualized return of 11.90%, while XLP has yielded a comparatively lower 8.03% annualized return.
SBUX
5.18%
3.74%
27.97%
-5.80%
5.40%
11.90%
XLP
13.27%
-3.00%
3.56%
18.15%
8.30%
8.03%
Key characteristics
| SBUX | XLP | |
|---|---|---|
| Sharpe Ratio | -0.13 | 1.64 |
| Sortino Ratio | 0.07 | 2.36 |
| Omega Ratio | 1.01 | 1.28 |
| Calmar Ratio | -0.12 | 1.62 |
| Martin Ratio | -0.27 | 10.06 |
| Ulcer Index | 17.64% | 1.66% |
| Daily Std Dev | 36.85% | 10.18% |
| Max Drawdown | -81.91% | -35.89% |
| Current Drawdown | -15.58% | -4.60% |
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Correlation
The correlation between SBUX and XLP is 0.45, 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.
Risk-Adjusted Performance
SBUX vs. XLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Starbucks Corporation (SBUX) and Consumer Staples Select Sector SPDR Fund (XLP). 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
SBUX vs. XLP - Dividend Comparison
SBUX's dividend yield for the trailing twelve months is around 2.36%, less than XLP's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBUX Starbucks Corporation | 2.36% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
XLP Consumer Staples Select Sector SPDR Fund | 2.64% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
SBUX vs. XLP - Drawdown Comparison
The maximum SBUX drawdown since its inception was -81.91%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for SBUX and XLP. For additional features, visit the drawdowns tool.
Volatility
SBUX vs. XLP - Volatility Comparison
Starbucks Corporation (SBUX) has a higher volatility of 5.03% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.97%. This indicates that SBUX's price experiences larger fluctuations and is considered to be riskier than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.