SRPT vs. XLI

Last updated Aug 6, 2026

SRPT (Sarepta Therapeutics, Inc.) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, SRPT returned -4.91%/yr vs 14.27%/yr for XLI. Their 0.26 correlation means their historical movements had little consistent relationship.

Performance

SRPT vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarepta Therapeutics, Inc. (SRPT) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SRPT achieves a -25.98% return, which is significantly lower than XLI's 20.77% return. Over the past 10 years, SRPT has underperformed XLI with an annualized return of -4.91%, while XLI has yielded a comparatively higher 14.27% annualized return.

SRPT

• 1D: -2.81%
• 1M: -16.94%
• 6M: -19.26%
• YTD: -25.98%
• 1Y: -4.90%
• 3Y*: -46.72%
• 5Y*: -27.55%
• 10Y*: -4.91%
• ALL TIME*: -3.33%

XLI

• 1D: -0.03%
• 1M: 0.43%
• 6M: 10.59%
• YTD: 20.77%
• 1Y: 25.16%
• 3Y*: 21.59%
• 5Y*: 14.18%
• 10Y*: 14.27%
• ALL TIME*: 9.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SRPT Sarepta Therapeutics, Inc.	$48.42M	$52.85M	$57.85M
XLI Industrial Select Sector SPDR Fund	$1.36B	$1.23B	$1.34B

SRPT vs. XLI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRPT Sarepta Therapeutics, Inc.	-25.98%	-82.30%	26.09%	-25.58%	43.90%	-47.18%	32.12%	18.24%	96.14%	102.84%
XLI Industrial Select Sector SPDR Fund	20.77%	19.35%	17.31%	18.13%	-5.57%	21.08%	10.91%	29.08%	-13.25%	23.98%

Correlation

The correlation between SRPT and XLI is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (3Y) Balances recent behavior with more history.	0.27
Correlation (5Y) Shows whether the relationship held over a longer period.	0.29
Correlation (10Y) Provides a long-term view across more market conditions.	0.28
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998	0.26

Return for Risk

SRPT vs. XLI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRPT

SRPT Risk / Return Rank: 41
SRPT Sharpe Ratio Rank: 40
SRPT Sortino Ratio Rank: 45
SRPT Omega Ratio Rank: 45
SRPT Calmar Ratio Rank: 38
SRPT Martin Ratio Rank: 38

XLI

XLI Risk / Return Rank: 53
XLI Sharpe Ratio Rank: 53
XLI Sortino Ratio Rank: 53
XLI Omega Ratio Rank: 49
XLI Calmar Ratio Rank: 51
XLI Martin Ratio Rank: 61

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRPT vs. XLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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.

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.

	SRPT	XLI	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	1.49	-1.55
Sortino ratio: Return per unit of downside risk	0.51	2.12	-1.61
Omega ratio: Gain probability vs. loss probability	1.07	1.26	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.13	2.07	-2.19
Martin ratio: Return relative to average drawdown	-0.23	8.16	-8.39

SRPT vs. XLI - Sharpe Ratio Comparison

The current SRPT Sharpe Ratio is -0.06, which is lower than the XLI Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SRPT and XLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SRPT vs. XLI - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for SRPT and XLI.

Drawdown Indicators

	SRPT	XLI	Difference
Max Drawdown Largest peak-to-trough decline	-98.17%	-62.26%	-35.91%
Max Drawdown (1Y) Largest decline over 1 year	-39.22%	-12.21%	-27.01%
Max Drawdown (3Y) Largest decline over 3 years	-92.72%	-18.49%	-74.23%
Max Drawdown (5Y) Largest decline over 5 years	-92.72%	-21.64%	-71.08%
Max Drawdown (10Y) Largest decline over 10 years	-93.33%	-42.33%	-51.00%
Current Drawdown Current decline from peak	-91.09%	-0.03%	-91.06%
Average Drawdown Average peak-to-trough decline	-68.28%	-9.16%	-59.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.55%	3.09%	+18.46%

Volatility

SRPT vs. XLI - Volatility Comparison

Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 14.49% compared to Industrial Select Sector SPDR Fund (XLI) at 5.10%. This indicates that SRPT'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.

Volatility by Period

	SRPT	XLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.49%	5.10%	+9.39%
Volatility (6M) Calculated over the trailing 6-month period	51.61%	14.14%	+37.47%
Volatility (1Y) Calculated over the trailing 1-year period	80.76%	17.00%	+63.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.76%	17.62%	+52.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.28%	20.05%	+50.23%

Dividends

SRPT vs. XLI - Dividend Comparison

SRPT has not paid dividends to shareholders, while XLI's dividend yield for the trailing twelve months is around 1.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SRPT Sarepta Therapeutics, 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%
XLI Industrial Select Sector SPDR Fund	1.10%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%

Frequently Asked Questions

Can I hold both SRPT and XLI in my portfolio?

SRPT and XLI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRPT or XLI?

SRPT has higher volatility (14.49%) compared to XLI (5.10%). In terms of maximum drawdown, SRPT dropped -98.17% vs XLI's -62.26%.

Which has better risk-adjusted returns?

XLI currently has the higher Sharpe Ratio (1.49 vs -0.06), 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.