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XLB vs. AMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLB and AMX 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.


-0.50.00.51.0
Correlation: 0.5

Performance

XLB vs. AMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Materials Select Sector SPDR ETF (XLB) and América Móvil, S.A.B. de C.V. (AMX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
575.03%
738.81%
XLB
AMX

Key characteristics

Sharpe Ratio

XLB:

-0.24

AMX:

-0.17

Sortino Ratio

XLB:

-0.22

AMX:

-0.05

Omega Ratio

XLB:

0.97

AMX:

0.99

Calmar Ratio

XLB:

-0.20

AMX:

-0.12

Martin Ratio

XLB:

-0.63

AMX:

-0.23

Ulcer Index

XLB:

7.48%

AMX:

20.26%

Daily Std Dev

XLB:

19.43%

AMX:

27.09%

Max Drawdown

XLB:

-59.83%

AMX:

-64.34%

Current Drawdown

XLB:

-13.89%

AMX:

-21.63%

Returns By Period

In the year-to-date period, XLB achieves a -0.60% return, which is significantly lower than AMX's 19.50% return. Over the past 10 years, XLB has outperformed AMX with an annualized return of 7.25%, while AMX has yielded a comparatively lower 0.72% annualized return.


XLB

YTD

-0.60%

1M

-3.79%

6M

-11.09%

1Y

-3.95%

5Y*

13.07%

10Y*

7.25%

AMX

YTD

19.50%

1M

19.66%

6M

4.82%

1Y

-3.79%

5Y*

12.84%

10Y*

0.72%

*Annualized

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Risk-Adjusted Performance

XLB vs. AMX — Risk-Adjusted Performance Rank

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

XLB
The Risk-Adjusted Performance Rank of XLB is 1111
Overall Rank
The Sharpe Ratio Rank of XLB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of XLB is 1111
Sortino Ratio Rank
The Omega Ratio Rank of XLB is 1111
Omega Ratio Rank
The Calmar Ratio Rank of XLB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of XLB is 1111
Martin Ratio Rank

AMX
The Risk-Adjusted Performance Rank of AMX is 4242
Overall Rank
The Sharpe Ratio Rank of AMX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of AMX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AMX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AMX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of AMX is 4848
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.

XLB vs. AMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector SPDR ETF (XLB) and América Móvil, S.A.B. de C.V. (AMX). 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 Sharpe ratio for XLB, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00
XLB: -0.24
AMX: -0.17
The chart of Sortino ratio for XLB, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.00
XLB: -0.22
AMX: -0.05
The chart of Omega ratio for XLB, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
XLB: 0.97
AMX: 0.99
The chart of Calmar ratio for XLB, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00
XLB: -0.20
AMX: -0.12
The chart of Martin ratio for XLB, currently valued at -0.63, compared to the broader market0.0020.0040.0060.00
XLB: -0.63
AMX: -0.23

The current XLB Sharpe Ratio is -0.24, which is lower than the AMX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of XLB and AMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.17
XLB
AMX

Dividends

XLB vs. AMX - Dividend Comparison

XLB's dividend yield for the trailing twelve months is around 2.04%, less than AMX's 2.96% yield.


TTM20242023202220212020201920182017201620152014
XLB
Materials Select Sector SPDR ETF
2.04%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%
AMX
América Móvil, S.A.B. de C.V.
2.96%3.53%120.36%3.99%1.88%2.49%2.30%2.30%1.91%3.39%8.96%1.63%

Drawdowns

XLB vs. AMX - Drawdown Comparison

The maximum XLB drawdown since its inception was -59.83%, smaller than the maximum AMX drawdown of -64.34%. Use the drawdown chart below to compare losses from any high point for XLB and AMX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.89%
-21.63%
XLB
AMX

Volatility

XLB vs. AMX - Volatility Comparison

Materials Select Sector SPDR ETF (XLB) has a higher volatility of 13.94% compared to América Móvil, S.A.B. de C.V. (AMX) at 12.61%. This indicates that XLB's price experiences larger fluctuations and is considered to be riskier than AMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.94%
12.61%
XLB
AMX