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SNA vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNA and XLI is 0.68, 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.


-0.50.00.51.00.7

Performance

SNA vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap-on Incorporated (SNA) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
30.06%
9.41%
SNA
XLI

Key characteristics

Sharpe Ratio

SNA:

0.95

XLI:

1.51

Sortino Ratio

SNA:

1.43

XLI:

2.23

Omega Ratio

SNA:

1.22

XLI:

1.27

Calmar Ratio

SNA:

1.69

XLI:

2.45

Martin Ratio

SNA:

3.72

XLI:

7.80

Ulcer Index

SNA:

6.10%

XLI:

2.63%

Daily Std Dev

SNA:

23.84%

XLI:

13.59%

Max Drawdown

SNA:

-65.76%

XLI:

-62.26%

Current Drawdown

SNA:

-9.61%

XLI:

-7.66%

Returns By Period

In the year-to-date period, SNA achieves a -1.13% return, which is significantly lower than XLI's 0.41% return. Over the past 10 years, SNA has outperformed XLI with an annualized return of 12.00%, while XLI has yielded a comparatively lower 11.15% annualized return.


SNA

YTD

-1.13%

1M

-6.18%

6M

32.74%

1Y

21.87%

5Y*

18.15%

10Y*

12.00%

XLI

YTD

0.41%

1M

-5.40%

6M

10.39%

1Y

19.71%

5Y*

11.56%

10Y*

11.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Snap-on Incorporated

Risk-Adjusted Performance

SNA vs. XLI — Risk-Adjusted Performance Rank

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

SNA
The Risk-Adjusted Performance Rank of SNA is 7878
Overall Rank
The Sharpe Ratio Rank of SNA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SNA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SNA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SNA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SNA is 7878
Martin Ratio Rank

XLI
The Risk-Adjusted Performance Rank of XLI is 6767
Overall Rank
The Sharpe Ratio Rank of XLI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 6666
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.

SNA vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) and Industrial Select Sector SPDR Fund (XLI). 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 SNA, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.951.51
The chart of Sortino ratio for SNA, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.432.23
The chart of Omega ratio for SNA, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.27
The chart of Calmar ratio for SNA, currently valued at 1.69, compared to the broader market0.002.004.006.001.692.45
The chart of Martin ratio for SNA, currently valued at 3.72, compared to the broader market-10.000.0010.0020.003.727.80
SNA
XLI

The current SNA Sharpe Ratio is 0.95, which is lower than the XLI Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SNA and XLI, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.95
1.51
SNA
XLI

Dividends

SNA vs. XLI - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.30%, more than XLI's 1.43% yield.


TTM20242023202220212020201920182017201620152014
SNA
Snap-on Incorporated
2.30%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%
XLI
Industrial Select Sector SPDR Fund
1.43%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

Drawdowns

SNA vs. XLI - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for SNA and XLI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.61%
-7.66%
SNA
XLI

Volatility

SNA vs. XLI - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 4.32% compared to Industrial Select Sector SPDR Fund (XLI) at 3.81%. This indicates that SNA's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.32%
3.81%
SNA
XLI

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