Correlation
The correlation between WRB and XLU is 0.50, 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.
WRB vs. XLU
Compare and contrast key facts about W. R. Berkley Corporation (WRB) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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: WRB or XLU.
Performance
WRB vs. XLU - Performance Comparison
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Key characteristics
WRB:
1.86
XLU:
1.05
WRB:
2.45
XLU:
1.48
WRB:
1.35
XLU:
1.19
WRB:
3.87
XLU:
1.73
WRB:
10.20
XLU:
4.43
WRB:
4.52%
XLU:
4.11%
WRB:
24.11%
XLU:
17.36%
WRB:
-69.19%
XLU:
-52.27%
WRB:
0.00%
XLU:
-1.03%
Returns By Period
In the year-to-date period, WRB achieves a 27.79% return, which is significantly higher than XLU's 9.00% return. Over the past 10 years, WRB has outperformed XLU with an annualized return of 20.15%, while XLU has yielded a comparatively lower 9.95% annualized return.
WRB
27.79%
4.93%
16.97%
41.67%
18.94%
26.23%
20.15%
XLU
9.00%
3.53%
0.31%
16.10%
6.58%
9.92%
9.95%
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Risk-Adjusted Performance
WRB vs. XLU — Risk-Adjusted Performance Rank
WRB
XLU
WRB vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and Utilities Select Sector SPDR Fund (XLU). 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.
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Dividends
WRB vs. XLU - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 1.88%, less than XLU's 2.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 1.88% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% |
XLU Utilities Select Sector SPDR Fund | 2.78% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
Drawdowns
WRB vs. XLU - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.19%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for WRB and XLU.
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Volatility
WRB vs. XLU - Volatility Comparison
W. R. Berkley Corporation (WRB) and Utilities Select Sector SPDR Fund (XLU) have volatilities of 4.81% and 4.66%, 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.
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