TAK vs. XLI
Compare and contrast key facts about Takeda Pharmaceutical Company Limited (TAK) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: TAK or XLI.
Key characteristics
| TAK | XLI | |
|---|---|---|
| YTD Return | -0.66% | 23.90% |
| 1Y Return | 3.62% | 35.35% |
| 3Y Return (Ann) | 2.32% | 11.11% |
| 5Y Return (Ann) | -3.63% | 13.08% |
| 10Y Return (Ann) | 0.83% | 11.61% |
| Sharpe Ratio | 0.16 | 2.67 |
| Sortino Ratio | 0.34 | 3.77 |
| Omega Ratio | 1.04 | 1.47 |
| Calmar Ratio | 0.06 | 6.02 |
| Martin Ratio | 0.41 | 18.83 |
| Ulcer Index | 6.49% | 1.89% |
| Daily Std Dev | 16.67% | 13.34% |
| Max Drawdown | -52.14% | -62.26% |
| Current Drawdown | -37.72% | -2.33% |
Correlation
The correlation between TAK and XLI is 0.07, 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
TAK vs. XLI - Performance Comparison
In the year-to-date period, TAK achieves a -0.66% return, which is significantly lower than XLI's 23.90% return. Over the past 10 years, TAK has underperformed XLI with an annualized return of 0.83%, while XLI has yielded a comparatively higher 11.61% 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
TAK vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Takeda Pharmaceutical Company Limited (TAK) 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.
Dividends
TAK vs. XLI - Dividend Comparison
TAK's dividend yield for the trailing twelve months is around 4.67%, more than XLI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 4.67% | 4.41% | 4.05% | 5.80% | 4.34% | 5.74% | 8.33% | 5.15% | 6.93% | 5.31% | 5.00% | 3.85% |
XLI Industrial Select Sector SPDR Fund | 1.32% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
TAK vs. XLI - Drawdown Comparison
The maximum TAK drawdown since its inception was -52.14%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for TAK and XLI. For additional features, visit the drawdowns tool.
Volatility
TAK vs. XLI - Volatility Comparison
Takeda Pharmaceutical Company Limited (TAK) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 5.29% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.