TRNO vs. XLI
Compare and contrast key facts about Terreno Realty Corporation (TRNO) 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.
Performance
TRNO vs. XLI - Performance Comparison
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TRNO vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRNO Terreno Realty Corporation | 6.11% | 2.70% | -2.77% | 13.39% | -31.61% | 48.55% | 10.42% | 57.19% | 2.87% | 26.24% |
XLI Industrial Select Sector SPDR Fund | 6.30% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Returns By Period
The year-to-date returns for both investments are quite close, with TRNO having a 6.11% return and XLI slightly higher at 6.30%. Both investments have delivered pretty close results over the past 10 years, with TRNO having a 13.04% annualized return and XLI not far ahead at 13.39%.
TRNO
- 1D
- 0.57%
- 1M
- -6.15%
- YTD
- 6.11%
- 6M
- 8.92%
- 1Y
- 0.94%
- 3Y*
- 1.67%
- 5Y*
- 3.72%
- 10Y*
- 13.04%
XLI
- 1D
- 1.67%
- 1M
- -7.83%
- YTD
- 6.30%
- 6M
- 7.58%
- 1Y
- 26.43%
- 3Y*
- 19.34%
- 5Y*
- 12.43%
- 10Y*
- 13.39%
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Return for Risk
TRNO vs. XLI — Risk / Return Rank
TRNO
XLI
TRNO vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) 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.
| TRNO | XLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 1.36 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.95 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.28 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.17 | -2.11 |
Martin ratioReturn relative to average drawdown | 0.14 | 8.46 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRNO | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 1.36 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.72 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.68 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | -0.01 |
Correlation
The correlation between TRNO and XLI is 0.44, 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.
Dividends
TRNO vs. XLI - Dividend Comparison
TRNO's dividend yield for the trailing twelve months is around 3.32%, more than XLI's 1.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRNO Terreno Realty Corporation | 3.32% | 3.44% | 3.18% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% |
XLI Industrial Select Sector SPDR Fund | 1.24% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Drawdowns
TRNO vs. XLI - Drawdown Comparison
The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for TRNO and XLI.
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Drawdown Indicators
| TRNO | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.45% | -62.26% | +20.81% |
Max Drawdown (1Y)Largest decline over 1 year | -19.89% | -12.50% | -7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -39.06% | -21.64% | -17.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.06% | -42.33% | +3.27% |
Current DrawdownCurrent decline from peak | -17.84% | -7.83% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -12.29% | -9.24% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 3.21% | +5.05% |
Volatility
TRNO vs. XLI - Volatility Comparison
The current volatility for Terreno Realty Corporation (TRNO) is 5.29%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 6.58%. This indicates that TRNO experiences smaller price fluctuations and is considered to be less risky than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRNO | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 6.58% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 11.74% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 19.50% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 17.25% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 19.88% | +4.61% |