VAC vs. XLY

Last updated Jun 4, 2026

VAC (Marriott Vacations Worldwide Corporation) is a stock, while XLY (Consumer Discretionary Select Sector SPDR Fund) is Consumer Discretionary Equities fund tracking the Consumer Discretionary Select Sector Index. Over the past 10 years, VAC returned 5.62%/yr vs 12.61%/yr for XLY. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

VAC vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marriott Vacations Worldwide Corporation (VAC) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VAC achieves a 51.49% return, which is significantly higher than XLY's -2.05% return. Over the past 10 years, VAC has underperformed XLY with an annualized return of 5.62%, while XLY has yielded a comparatively higher 12.61% annualized return.

VAC

• 1D: -4.64%
• 1M: 23.01%
• YTD: 51.49%
• 6M: 60.24%
• 1Y: 36.00%
• 3Y*: -9.28%
• 5Y*: -10.09%
• 10Y*: 5.62%

XLY

• 1D: -0.73%
• 1M: -0.84%
• YTD: -2.05%
• 6M: -1.92%
• 1Y: 9.22%
• 3Y*: 15.08%
• 5Y*: 7.29%
• 10Y*: 12.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VAC vs. XLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VAC Marriott Vacations Worldwide Corporation	51.49%	-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	-2.05%	7.37%	26.51%	39.64%	-36.27%	27.93%	29.63%	28.39%	1.58%	22.82%

Correlation

The correlation between VAC and XLY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Nov 9, 2011	0.53

The correlation between VAC and XLY has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

Return for Risk

VAC vs. XLY — Risk / Return Rank

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

VAC

VAC Risk / Return Rank: 60
VAC Sharpe Ratio Rank: 63
VAC Sortino Ratio Rank: 58
VAC Omega Ratio Rank: 61
VAC Calmar Ratio Rank: 57
VAC Martin Ratio Rank: 58

XLY

XLY Risk / Return Rank: 16
XLY Sharpe Ratio Rank: 16
XLY Sortino Ratio Rank: 16
XLY Omega Ratio Rank: 16
XLY Calmar Ratio Rank: 16
XLY Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	0.67	0.51	+0.16
Sortino ratio: Return per unit of downside risk	1.19	0.84	+0.35
Omega ratio: Gain probability vs. loss probability	1.18	1.10	+0.08
Calmar ratio: Return relative to maximum drawdown	0.79	0.62	+0.17
Martin ratio: Return relative to average drawdown	1.69	1.95	-0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAC vs. XLY - Sharpe Ratio Comparison

The current VAC Sharpe Ratio is 0.67, which is higher than the XLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VAC and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VAC	XLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	0.51	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	0.31	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.57	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.43	-0.11

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.

Drawdown Indicators

	VAC	XLY	Difference
Max Drawdown Largest 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 (3Y) Largest decline over 3 years	-62.81%	-26.01%	-36.80%
Max Drawdown (5Y) Largest decline over 5 years	-70.62%	-39.67%	-30.95%
Max Drawdown (10Y) Largest decline over 10 years	-74.90%	-39.67%	-35.23%
Current Drawdown Current decline from peak	-46.87%	-6.07%	-40.80%
Average Drawdown Average peak-to-trough decline	-23.67%	-9.56%	-14.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.34%	4.75%	+16.59%

Volatility

VAC vs. XLY - Volatility Comparison

Marriott Vacations Worldwide Corporation (VAC) has a higher volatility of 16.41% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 5.15%. 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.

Volatility by Period

	VAC	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.41%	5.15%	+11.26%
Volatility (6M) Calculated over the trailing 6-month period	36.30%	13.09%	+23.21%
Volatility (1Y) Calculated over the trailing 1-year period	53.64%	18.16%	+35.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.05%	23.79%	+19.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.97%	22.05%	+23.92%

Dividends

VAC vs. XLY - Dividend Comparison

VAC's dividend yield for the trailing twelve months is around 3.73%, more than XLY's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VAC Marriott Vacations Worldwide Corporation	3.73%	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	0.76%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both VAC and XLY in my portfolio?

VAC and XLY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VAC or XLY?

VAC has higher volatility (16.41%) compared to XLY (5.15%). In terms of maximum drawdown, VAC dropped -74.90% vs XLY's -59.05%.

Which has better risk-adjusted returns?

VAC currently has the higher Sharpe Ratio (0.67 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.