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SEDG vs. XLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEDG vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SolarEdge Technologies, Inc. (SEDG) and State Street Technology Select Sector SPDR ETF (XLK). The values are adjusted to include any dividend payments, if applicable.

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SEDG vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEDG
SolarEdge Technologies, Inc.
79.79%112.13%-85.47%-66.96%0.96%-12.08%235.60%170.91%-6.52%202.82%
XLK
State Street Technology Select Sector SPDR ETF
-6.18%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Returns By Period

In the year-to-date period, SEDG achieves a 79.79% return, which is significantly higher than XLK's -6.18% return. Over the past 10 years, SEDG has underperformed XLK with an annualized return of 7.72%, while XLK has yielded a comparatively higher 21.00% annualized return.


SEDG

1D
1.61%
1M
27.76%
YTD
79.79%
6M
34.31%
1Y
210.88%
3Y*
-44.53%
5Y*
-28.80%
10Y*
7.72%

XLK

1D
1.51%
1M
-3.20%
YTD
-6.18%
6M
-4.94%
1Y
30.47%
3Y*
22.19%
5Y*
15.65%
10Y*
21.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SEDG vs. XLK — Risk / Return Rank

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

SEDG
SEDG Risk / Return Rank: 8989
Overall Rank
SEDG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SEDG Sortino Ratio Rank: 8585
Sortino Ratio Rank
SEDG Omega Ratio Rank: 8484
Omega Ratio Rank
SEDG Calmar Ratio Rank: 9595
Calmar Ratio Rank
SEDG Martin Ratio Rank: 9191
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6565
Overall Rank
XLK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLK Omega Ratio Rank: 6363
Omega Ratio Rank
XLK Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEDG vs. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) and State Street Technology Select Sector SPDR ETF (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.


SEDGXLKDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.13

+0.82

Sortino ratio

Return per unit of downside risk

2.47

1.71

+0.76

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

5.92

1.97

+3.95

Martin ratio

Return relative to average drawdown

11.52

6.31

+5.22

SEDG vs. XLK - Sharpe Ratio Comparison

The current SEDG Sharpe Ratio is 1.95, which is higher than the XLK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SEDG and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SEDGXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.13

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.64

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.87

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.36

-0.24

Correlation

The correlation between SEDG 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.


Dividends

SEDG vs. XLK - Dividend Comparison

SEDG has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.57%.


TTM20252024202320222021202020192018201720162015
SEDG
SolarEdge Technologies, Inc.
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
State Street Technology Select Sector SPDR ETF
0.57%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Drawdowns

SEDG vs. XLK - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for SEDG and XLK.


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Drawdown Indicators


SEDGXLKDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-82.05%

-15.11%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-15.92%

-21.34%

Max Drawdown (5Y)

Largest decline over 5 years

-97.16%

-33.56%

-63.60%

Max Drawdown (10Y)

Largest decline over 10 years

-97.16%

-33.56%

-63.60%

Current Drawdown

Current decline from peak

-85.92%

-11.04%

-74.88%

Average Drawdown

Average peak-to-trough decline

-42.43%

-35.17%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.14%

4.98%

+14.16%

Volatility

SEDG vs. XLK - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 29.03% compared to State Street Technology Select Sector SPDR ETF (XLK) at 8.12%. This indicates that SEDG'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.


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Volatility by Period


SEDGXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.03%

8.12%

+20.91%

Volatility (6M)

Calculated over the trailing 6-month period

65.91%

16.49%

+49.42%

Volatility (1Y)

Calculated over the trailing 1-year period

108.85%

27.05%

+81.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.73%

24.72%

+57.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.45%

24.33%

+48.12%