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UNP vs. XLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UNP and XLI is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

UNP vs. XLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Union Pacific Corporation (UNP) and Industrial Select Sector SPDR Fund (XLI). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,123.51%
788.03%
UNP
XLI

Key characteristics

Sharpe Ratio

UNP:

-0.33

XLI:

0.33

Sortino Ratio

UNP:

-0.33

XLI:

0.61

Omega Ratio

UNP:

0.96

XLI:

1.08

Calmar Ratio

UNP:

-0.40

XLI:

0.35

Martin Ratio

UNP:

-1.11

XLI:

1.26

Ulcer Index

UNP:

6.91%

XLI:

5.05%

Daily Std Dev

UNP:

23.39%

XLI:

19.67%

Max Drawdown

UNP:

-67.48%

XLI:

-62.26%

Current Drawdown

UNP:

-17.33%

XLI:

-9.68%

Returns By Period

In the year-to-date period, UNP achieves a -5.95% return, which is significantly lower than XLI's -1.79% return. Over the past 10 years, UNP has underperformed XLI with an annualized return of 9.50%, while XLI has yielded a comparatively higher 10.66% annualized return.


UNP

YTD

-5.95%

1M

-10.39%

6M

-6.34%

1Y

-10.46%

5Y*

8.81%

10Y*

9.50%

XLI

YTD

-1.79%

1M

-3.44%

6M

-3.95%

1Y

6.91%

5Y*

17.82%

10Y*

10.66%

*Annualized

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Risk-Adjusted Performance

UNP vs. XLI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNP
The Risk-Adjusted Performance Rank of UNP is 2828
Overall Rank
The Sharpe Ratio Rank of UNP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 2626
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 2424
Martin Ratio Rank

XLI
The Risk-Adjusted Performance Rank of XLI is 4545
Overall Rank
The Sharpe Ratio Rank of XLI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of XLI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of XLI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XLI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of XLI is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNP vs. XLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) 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.


The chart of Sharpe ratio for UNP, currently valued at -0.33, compared to the broader market-2.00-1.000.001.002.003.00
UNP: -0.33
XLI: 0.33
The chart of Sortino ratio for UNP, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
UNP: -0.33
XLI: 0.61
The chart of Omega ratio for UNP, currently valued at 0.96, compared to the broader market0.501.001.502.00
UNP: 0.96
XLI: 1.08
The chart of Calmar ratio for UNP, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00
UNP: -0.40
XLI: 0.35
The chart of Martin ratio for UNP, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.00
UNP: -1.11
XLI: 1.26

The current UNP Sharpe Ratio is -0.33, which is lower than the XLI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of UNP and XLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
0.33
UNP
XLI

Dividends

UNP vs. XLI - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.49%, more than XLI's 1.49% yield.


TTM20242023202220212020201920182017201620152014
UNP
Union Pacific Corporation
2.49%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
XLI
Industrial Select Sector SPDR Fund
1.49%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

Drawdowns

UNP vs. XLI - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.48%, which is greater than XLI's maximum drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for UNP and XLI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.33%
-9.68%
UNP
XLI

Volatility

UNP vs. XLI - Volatility Comparison

The current volatility for Union Pacific Corporation (UNP) is 12.17%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 13.75%. This indicates that UNP 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.17%
13.75%
UNP
XLI