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

Key characteristics


UNPXLI
YTD Return-6.28%8.19%
1Y Return21.39%27.11%
3Y Return (Ann)2.75%7.09%
5Y Return (Ann)8.47%12.93%
10Y Return (Ann)11.12%10.65%
Sharpe Ratio1.072.24
Daily Std Dev19.91%12.54%
Max Drawdown-67.49%-62.26%
Current Drawdown-13.19%-2.40%

Correlation

-0.50.00.51.00.7

The correlation between UNP and XLI is 0.66, 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.

Performance

UNP vs. XLI - Performance Comparison

In the year-to-date period, UNP achieves a -6.28% return, which is significantly lower than XLI's 8.19% return. Both investments have delivered pretty close results over the past 10 years, with UNP having a 11.12% annualized return and XLI not far behind at 10.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%December2024FebruaryMarchAprilMay
3,285.02%
733.80%
UNP
XLI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Union Pacific Corporation

Industrial Select Sector SPDR Fund

Risk-Adjusted Performance

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.


UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 1.07, compared to the broader market-2.00-1.000.001.002.003.004.001.07
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.006.001.93
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for UNP, currently valued at 3.27, compared to the broader market-10.000.0010.0020.0030.003.27
XLI
Sharpe ratio
The chart of Sharpe ratio for XLI, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for XLI, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for XLI, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for XLI, currently valued at 2.23, compared to the broader market0.002.004.006.002.23
Martin ratio
The chart of Martin ratio for XLI, currently valued at 7.07, compared to the broader market-10.000.0010.0020.0030.007.07

UNP vs. XLI - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 1.07, which is lower than the XLI Sharpe Ratio of 2.24. The chart below compares the 12-month rolling Sharpe Ratio of UNP and XLI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.07
2.24
UNP
XLI

Dividends

UNP vs. XLI - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.27%, more than XLI's 1.49% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
1.70%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
XLI
Industrial Select Sector SPDR Fund
1.49%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%

Drawdowns

UNP vs. XLI - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, 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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.19%
-2.40%
UNP
XLI

Volatility

UNP vs. XLI - Volatility Comparison

Union Pacific Corporation (UNP) has a higher volatility of 5.26% compared to Industrial Select Sector SPDR Fund (XLI) at 3.28%. This indicates that UNP'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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.26%
3.28%
UNP
XLI