VAC vs. XLY
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 5.03%/yr vs 12.39%/yr for XLY. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
VAC vs. XLY - Performance Comparison
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Returns By Period
In the year-to-date period, VAC achieves a 72.58% return, which is significantly higher than XLY's -0.61% return. Over the past 10 years, VAC has underperformed XLY with an annualized return of 5.03%, while XLY has yielded a comparatively higher 12.39% annualized return.
VAC
- 1D
- -0.11%
- 1M
- -2.84%
- 6M
- 83.08%
- YTD
- 72.58%
- 1Y
- 38.70%
- 3Y*
- 0.18%
- 5Y*
- -3.82%
- 10Y*
- 5.03%
- ALL TIME*
- 12.31%
XLY
- 1D
- 1.83%
- 1M
- 0.93%
- 6M
- -2.69%
- YTD
- -0.61%
- 1Y
- 10.26%
- 3Y*
- 12.19%
- 5Y*
- 6.42%
- 10Y*
- 12.39%
- ALL TIME*
- 9.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $39.66M | $38.94M | $43.10M | |
| $974.86M | $983.23M | $951.04M |
VAC vs. XLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAC Marriott Vacations Worldwide Corporation | 72.58% | -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 | -0.61% | 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 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 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.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VAC | XLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.69 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.22 | 1.86 | +0.36 |
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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 | -42.16% | -14.98% | -27.18% |
Max Drawdown (3Y)Largest decline over 3 years | -57.06% | -26.01% | -31.05% |
Max Drawdown (5Y)Largest decline over 5 years | -70.47% | -39.67% | -30.80% |
Max Drawdown (10Y)Largest decline over 10 years | -74.90% | -39.67% | -35.23% |
Current DrawdownCurrent decline from peak | -39.47% | -4.69% | -34.78% |
Average DrawdownAverage peak-to-trough decline | -24.10% | -9.54% | -14.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.51% | 5.54% | +11.97% |
Volatility
VAC vs. XLY - Volatility Comparison
Marriott Vacations Worldwide Corporation (VAC) has a higher volatility of 12.88% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 7.47%. 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 | 12.88% | 7.47% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 36.96% | 15.15% | +21.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.95% | 19.48% | +34.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.24% | 24.09% | +19.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.99% | 22.19% | +23.80% |
Dividends
VAC vs. XLY - Dividend Comparison
VAC's dividend yield for the trailing twelve months is around 3.28%, 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 | 3.28% | 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
VAC and XLY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAC has higher volatility (12.88%) compared to XLY (7.47%). In terms of maximum drawdown, VAC dropped -74.90% vs XLY's -59.05%.
VAC currently has the higher Sharpe Ratio (0.72 vs 0.53), 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.
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