SWK vs. XLU
Compare and contrast key facts about Stanley Black & Decker, Inc. (SWK) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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: SWK or XLU.
Performance
SWK vs. XLU - Performance Comparison
Returns By Period
In the year-to-date period, SWK achieves a -9.36% return, which is significantly lower than XLU's 29.17% return. Over the past 10 years, SWK has underperformed XLU with an annualized return of 1.36%, while XLU has yielded a comparatively higher 9.30% annualized return.
SWK
-9.36%
-18.63%
-1.61%
-2.23%
-8.46%
1.36%
XLU
29.17%
-2.45%
12.34%
32.56%
8.22%
9.30%
Key characteristics
| SWK | XLU | |
|---|---|---|
| Sharpe Ratio | -0.01 | 2.11 |
| Sortino Ratio | 0.21 | 2.88 |
| Omega Ratio | 1.03 | 1.36 |
| Calmar Ratio | -0.01 | 1.69 |
| Martin Ratio | -0.04 | 10.04 |
| Ulcer Index | 10.42% | 3.28% |
| Daily Std Dev | 31.70% | 15.62% |
| Max Drawdown | -66.45% | -52.27% |
| Current Drawdown | -56.36% | -2.76% |
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Correlation
The correlation between SWK and XLU is 0.33, 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.
Risk-Adjusted Performance
SWK vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) and Utilities Select Sector SPDR Fund (XLU). 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
SWK vs. XLU - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.75%, more than XLU's 2.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 3.75% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
XLU Utilities Select Sector SPDR Fund | 2.77% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
SWK vs. XLU - Drawdown Comparison
The maximum SWK drawdown since its inception was -66.45%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for SWK and XLU. For additional features, visit the drawdowns tool.
Volatility
SWK vs. XLU - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 11.19% compared to Utilities Select Sector SPDR Fund (XLU) at 5.41%. This indicates that SWK's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.