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XLI vs. NSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLI vs. NSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Select Sector SPDR Fund (XLI) and Norfolk Southern Corporation (NSC). The values are adjusted to include any dividend payments, if applicable.

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XLI vs. NSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLI
Industrial Select Sector SPDR Fund
4.55%19.35%17.31%18.13%-5.57%21.08%10.91%29.08%-13.25%23.98%
NSC
Norfolk Southern Corporation
-0.16%25.65%1.55%-1.63%-15.59%27.26%24.76%32.39%5.22%36.85%

Returns By Period

In the year-to-date period, XLI achieves a 4.55% return, which is significantly higher than NSC's -0.16% return. Over the past 10 years, XLI has underperformed NSC with an annualized return of 13.21%, while NSC has yielded a comparatively higher 15.58% annualized return.


XLI

1D
3.27%
1M
-8.44%
YTD
4.55%
6M
5.52%
1Y
25.05%
3Y*
18.68%
5Y*
12.06%
10Y*
13.21%

NSC

1D
1.65%
1M
-8.81%
YTD
-0.16%
6M
-3.58%
1Y
23.64%
3Y*
13.15%
5Y*
3.27%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XLI vs. NSC — Risk / Return Rank

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

XLI
XLI Risk / Return Rank: 7777
Overall Rank
XLI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLI Omega Ratio Rank: 7474
Omega Ratio Rank
XLI Calmar Ratio Rank: 8080
Calmar Ratio Rank
XLI Martin Ratio Rank: 8080
Martin Ratio Rank

NSC
NSC Risk / Return Rank: 7676
Overall Rank
NSC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
NSC Sortino Ratio Rank: 7171
Sortino Ratio Rank
NSC Omega Ratio Rank: 7272
Omega Ratio Rank
NSC Calmar Ratio Rank: 7878
Calmar Ratio Rank
NSC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLI vs. NSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Select Sector SPDR Fund (XLI) and Norfolk Southern Corporation (NSC). 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.


XLINSCDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.06

+0.24

Sortino ratio

Return per unit of downside risk

1.86

1.61

+0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

2.08

2.00

+0.08

Martin ratio

Return relative to average drawdown

8.19

6.08

+2.10

XLI vs. NSC - Sharpe Ratio Comparison

The current XLI Sharpe Ratio is 1.29, which is comparable to the NSC Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of XLI and NSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLINSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.06

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.13

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.57

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.42

+0.03

Correlation

The correlation between XLI and NSC is 0.66, 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.


Dividends

XLI vs. NSC - Dividend Comparison

XLI's dividend yield for the trailing twelve months is around 1.27%, less than NSC's 1.88% yield.


TTM20252024202320222021202020192018201720162015
XLI
Industrial Select Sector SPDR Fund
1.27%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%
NSC
Norfolk Southern Corporation
1.88%1.87%2.30%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%

Drawdowns

XLI vs. NSC - Drawdown Comparison

The maximum XLI drawdown since its inception was -62.26%, smaller than the maximum NSC drawdown of -67.74%. Use the drawdown chart below to compare losses from any high point for XLI and NSC.


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Drawdown Indicators


XLINSCDifference

Max Drawdown

Largest peak-to-trough decline

-62.26%

-67.74%

+5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-13.51%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-35.64%

+14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-44.42%

+2.09%

Current Drawdown

Current decline from peak

-9.34%

-9.70%

+0.36%

Average Drawdown

Average peak-to-trough decline

-9.24%

-15.19%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

4.44%

-1.27%

Volatility

XLI vs. NSC - Volatility Comparison

Industrial Select Sector SPDR Fund (XLI) has a higher volatility of 6.44% compared to Norfolk Southern Corporation (NSC) at 5.69%. This indicates that XLI's price experiences larger fluctuations and is considered to be riskier than NSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLINSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.69%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

12.49%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

22.63%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

24.71%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

27.64%

-7.76%