WCN vs. XLI
Compare and contrast key facts about Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial 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: WCN or XLI.
Performance
WCN vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, WCN achieves a 25.81% return, which is significantly higher than XLI's 23.09% return. Over the past 10 years, WCN has outperformed XLI with an annualized return of 17.45%, while XLI has yielded a comparatively lower 11.35% annualized return.
WCN
25.81%
2.84%
13.04%
42.69%
16.75%
17.45%
XLI
23.09%
0.12%
11.63%
33.28%
13.12%
11.35%
Key characteristics
| WCN | XLI | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.49 |
| Sortino Ratio | 3.92 | 3.55 |
| Omega Ratio | 1.48 | 1.44 |
| Calmar Ratio | 3.89 | 5.60 |
| Martin Ratio | 16.07 | 17.21 |
| Ulcer Index | 2.48% | 1.93% |
| Daily Std Dev | 15.04% | 13.35% |
| Max Drawdown | -31.59% | -62.26% |
| Current Drawdown | -0.57% | -2.96% |
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Correlation
The correlation between WCN and XLI 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
WCN vs. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI). 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
WCN vs. XLI - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.63%, less than XLI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | 0.63% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% | 3.06% |
XLI Industrial Select Sector SPDR Fund | 1.33% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
WCN vs. XLI - Drawdown Comparison
The maximum WCN drawdown since its inception was -31.59%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for WCN and XLI. For additional features, visit the drawdowns tool.
Volatility
WCN vs. XLI - Volatility Comparison
Waste Connections, Inc. (WCN) and Industrial Select Sector SPDR Fund (XLI) have volatilities of 4.97% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.