TT vs. XLI
Compare and contrast key facts about Trane Technologies plc (TT) 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: TT or XLI.
Performance
TT vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, TT achieves a 70.71% return, which is significantly higher than XLI's 22.96% return. Over the past 10 years, TT has outperformed XLI with an annualized return of 25.96%, while XLI has yielded a comparatively lower 11.35% annualized return.
TT
70.71%
2.61%
23.71%
84.08%
34.87%
25.96%
XLI
22.96%
-0.34%
11.64%
33.04%
13.21%
11.35%
Key characteristics
| TT | XLI | |
|---|---|---|
| Sharpe Ratio | 3.62 | 2.51 |
| Sortino Ratio | 4.42 | 3.57 |
| Omega Ratio | 1.59 | 1.44 |
| Calmar Ratio | 8.92 | 5.65 |
| Martin Ratio | 31.80 | 17.42 |
| Ulcer Index | 2.60% | 1.92% |
| Daily Std Dev | 22.85% | 13.35% |
| Max Drawdown | -77.92% | -62.26% |
| Current Drawdown | -0.47% | -3.07% |
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Correlation
The correlation between TT and XLI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TT vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trane Technologies plc (TT) 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
TT vs. XLI - Dividend Comparison
TT's dividend yield for the trailing twelve months is around 0.79%, less than XLI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TT Trane Technologies plc | 0.79% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
XLI Industrial Select Sector SPDR Fund | 1.33% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
TT vs. XLI - Drawdown Comparison
The maximum TT drawdown since its inception was -77.92%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for TT and XLI. For additional features, visit the drawdowns tool.
Volatility
TT vs. XLI - Volatility Comparison
Trane Technologies plc (TT) has a higher volatility of 7.83% compared to Industrial Select Sector SPDR Fund (XLI) at 5.35%. This indicates that TT'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.