W vs. XLY
Compare and contrast key facts about Wayfair Inc. (W) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: W or XLY.
Performance
W vs. XLY - Performance Comparison
Returns By Period
In the year-to-date period, W achieves a -30.91% return, which is significantly lower than XLY's 21.01% return. Over the past 10 years, W has underperformed XLY with an annualized return of 6.38%, while XLY has yielded a comparatively higher 13.08% annualized return.
W
-30.91%
-10.98%
-30.60%
-12.77%
-12.86%
6.38%
XLY
21.01%
9.05%
24.23%
28.97%
13.34%
13.08%
Key characteristics
| W | XLY | |
|---|---|---|
| Sharpe Ratio | -0.18 | 1.66 |
| Sortino Ratio | 0.20 | 2.28 |
| Omega Ratio | 1.02 | 1.28 |
| Calmar Ratio | -0.13 | 1.53 |
| Martin Ratio | -0.44 | 7.92 |
| Ulcer Index | 26.25% | 3.70% |
| Daily Std Dev | 64.72% | 17.70% |
| Max Drawdown | -91.79% | -59.05% |
| Current Drawdown | -87.66% | -2.03% |
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Correlation
The correlation between W and XLY is 0.44, 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.
Risk-Adjusted Performance
W vs. XLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wayfair Inc. (W) 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.
Dividends
W vs. XLY - Dividend Comparison
W has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
W Wayfair Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.70% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
W vs. XLY - Drawdown Comparison
The maximum W drawdown since its inception was -91.79%, which is greater than XLY's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for W and XLY. For additional features, visit the drawdowns tool.
Volatility
W vs. XLY - Volatility Comparison
Wayfair Inc. (W) has a higher volatility of 17.00% compared to Consumer Discretionary Select Sector SPDR Fund (XLY) at 6.25%. This indicates that W'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.