VAC vs. XLY
Compare and contrast key facts about Marriott Vacations Worldwide Corporation (VAC) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998.
Performance
VAC vs. XLY - Performance Comparison
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VAC vs. XLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAC Marriott Vacations Worldwide Corporation | 18.24% | -32.68% | 9.62% | -35.25% | -18.87% | 24.00% | 7.13% | 85.87% | -47.00% | 61.47% |
XLY Consumer Discretionary Select Sector SPDR Fund | -7.86% | 7.37% | 26.51% | 39.64% | -36.27% | 27.93% | 29.63% | 28.39% | 1.58% | 22.82% |
Returns By Period
In the year-to-date period, VAC achieves a 18.24% return, which is significantly higher than XLY's -7.86% return. Over the past 10 years, VAC has underperformed XLY with an annualized return of 2.40%, while XLY has yielded a comparatively higher 11.88% annualized return.
VAC
- 1D
- 3.52%
- 1M
- 1.25%
- YTD
- 18.24%
- 6M
- 4.47%
- 1Y
- 12.31%
- 3Y*
- -17.51%
- 5Y*
- -14.85%
- 10Y*
- 2.40%
XLY
- 1D
- 0.75%
- 1M
- -4.68%
- YTD
- -7.86%
- 6M
- -8.57%
- 1Y
- 10.93%
- 3Y*
- 14.60%
- 5Y*
- 6.19%
- 10Y*
- 11.88%
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Return for Risk
VAC vs. XLY — Risk / Return Rank
VAC
XLY
VAC vs. XLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marriott Vacations Worldwide Corporation (VAC) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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.
| VAC | XLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 0.46 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.70 | 0.85 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.11 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 0.81 | -0.59 |
Martin ratioReturn relative to average drawdown | 0.47 | 2.66 | -2.19 |
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
| VAC | XLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.46 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.26 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.54 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.42 | -0.14 |
Correlation
The correlation between VAC and XLY is 0.53, 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
VAC vs. XLY - Dividend Comparison
VAC's dividend yield for the trailing twelve months is around 4.72%, more than XLY's 0.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAC Marriott Vacations Worldwide Corporation | 4.72% | 5.49% | 3.42% | 3.44% | 1.92% | 0.64% | 0.39% | 1.47% | 2.34% | 1.07% | 1.47% | 1.84% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.81% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
Drawdowns
VAC vs. XLY - Drawdown Comparison
The maximum VAC drawdown since its inception was -74.90%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VAC and XLY.
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Drawdown Indicators
| VAC | XLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.90% | -59.05% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -45.84% | -14.98% | -30.86% |
Max Drawdown (5Y)Largest decline over 5 years | -71.67% | -39.67% | -32.00% |
Max Drawdown (10Y)Largest decline over 10 years | -74.90% | -39.67% | -35.23% |
Current DrawdownCurrent decline from peak | -58.53% | -11.64% | -46.89% |
Average DrawdownAverage peak-to-trough decline | -23.30% | -9.58% | -13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.48% | 4.54% | +16.94% |
Volatility
VAC vs. XLY - Volatility Comparison
Marriott Vacations Worldwide Corporation (VAC) has a higher volatility of 14.59% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 7.36%. This indicates that VAC's price experiences larger fluctuations and is considered to be riskier than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAC | XLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.59% | 7.36% | +7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 46.28% | 13.63% | +32.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.86% | 23.65% | +34.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 23.73% | +18.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.63% | 21.97% | +23.66% |