SWKS vs. XLU
Compare and contrast key facts about Skyworks Solutions, Inc. (SWKS) 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: SWKS or XLU.
Key characteristics
| SWKS | XLU | |
|---|---|---|
| YTD Return | -17.18% | 8.91% |
| 1Y Return | -7.01% | 3.17% |
| 3Y Return (Ann) | -17.20% | 4.18% |
| 5Y Return (Ann) | 3.08% | 6.61% |
| 10Y Return (Ann) | 10.16% | 8.37% |
| Sharpe Ratio | -0.30 | 0.23 |
| Daily Std Dev | 32.75% | 17.05% |
| Max Drawdown | -96.12% | -52.27% |
| Current Drawdown | -50.62% | -7.38% |
Correlation
The correlation between SWKS and XLU is 0.21, 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.
Performance
SWKS vs. XLU - Performance Comparison
In the year-to-date period, SWKS achieves a -17.18% return, which is significantly lower than XLU's 8.91% return. Over the past 10 years, SWKS has outperformed XLU with an annualized return of 10.16%, while XLU has yielded a comparatively lower 8.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWKS vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Skyworks Solutions, Inc. (SWKS) 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
SWKS vs. XLU - Dividend Comparison
SWKS's dividend yield for the trailing twelve months is around 2.88%, less than XLU's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWKS Skyworks Solutions, Inc. | 2.88% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 3.18% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
Drawdowns
SWKS vs. XLU - Drawdown Comparison
The maximum SWKS drawdown since its inception was -96.12%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for SWKS and XLU. For additional features, visit the drawdowns tool.
Volatility
SWKS vs. XLU - Volatility Comparison
Skyworks Solutions, Inc. (SWKS) has a higher volatility of 19.03% compared to Utilities Select Sector SPDR Fund (XLU) at 4.55%. This indicates that SWKS'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.