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VMW vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMW and XLK is 0.52, 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: 0.5

Performance

VMW vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VMware, Inc. (VMW) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
309.99%
962.55%
VMW
XLK

Key characteristics

Returns By Period


VMW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLK

YTD

-10.19%

1M

1.01%

6M

-9.17%

1Y

5.05%

5Y*

19.86%

10Y*

18.72%

*Annualized

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Risk-Adjusted Performance

VMW vs. XLK — Risk-Adjusted Performance Rank

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

VMW

XLK
The Risk-Adjusted Performance Rank of XLK is 4141
Overall Rank
The Sharpe Ratio Rank of XLK is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 4242
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 4242
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4444
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 4040
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.

VMW vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VMware, Inc. (VMW) and Technology Select Sector SPDR Fund (XLK). 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 Calmar ratio for VMW, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
VMW: 0.00
XLK: 0.25


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-1.00
0.22
VMW
XLK

Dividends

VMW vs. XLK - Dividend Comparison

VMW has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.75%.


TTM20242023202220212020201920182017201620152014
VMW
VMware, Inc.
0.00%0.00%0.00%0.00%23.65%0.00%0.00%19.55%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.75%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

VMW vs. XLK - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.35%
-13.77%
VMW
XLK

Volatility

VMW vs. XLK - Volatility Comparison

The current volatility for VMware, Inc. (VMW) is 0.00%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 19.02%. This indicates that VMW experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril0
19.02%
VMW
XLK