XLI vs. NSC
Compare and contrast key facts about Industrial Select Sector SPDR Fund (XLI) and Norfolk Southern Corporation (NSC).
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.
Performance
XLI vs. NSC - Performance Comparison
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XLI vs. NSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
XLI vs. NSC — Risk / Return Rank
XLI
NSC
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.
| XLI | NSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.06 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.61 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.00 | +0.08 |
Martin ratioReturn relative to average drawdown | 8.19 | 6.08 | +2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLI | NSC | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| XLI | NSC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.34% | -9.70% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -9.24% | -15.19% | +5.95% |
Ulcer IndexDepth 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
| XLI | NSC | Difference | |
|---|---|---|---|
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% |