XLK vs. ADM
XLK (State Street Technology Select Sector SPDR ETF) is Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index, while ADM (Archer-Daniels-Midland Company) is a stock. Over the past 10 years, XLK returned 25.19%/yr vs 9.94%/yr for ADM. At a 0.31 correlation, their price movements are largely independent.
Performance
XLK vs. ADM - Performance Comparison
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Returns By Period
In the year-to-date period, XLK achieves a 28.52% return, which is significantly lower than ADM's 41.55% return. Over the past 10 years, XLK has outperformed ADM with an annualized return of 25.19%, while ADM has yielded a comparatively lower 9.94% annualized return.
XLK
- 1D
- 0.87%
- 1M
- 4.50%
- YTD
- 28.52%
- 6M
- 28.96%
- 1Y
- 53.24%
- 3Y*
- 30.28%
- 5Y*
- 22.02%
- 10Y*
- 25.19%
ADM
- 1D
- 1.70%
- 1M
- -2.56%
- YTD
- 41.55%
- 6M
- 35.61%
- 1Y
- 66.67%
- 3Y*
- 6.06%
- 5Y*
- 6.96%
- 10Y*
- 9.94%
XLK vs. ADM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 28.52% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
ADM Archer-Daniels-Midland Company | 41.55% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
Correlation
The correlation between XLK and ADM is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.31 |
The correlation between XLK and ADM shifts across timeframes, from -0.11 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLK vs. ADM — Risk / Return Rank
XLK
ADM
XLK vs. ADM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Archer-Daniels-Midland Company (ADM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLK | ADM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 5.24 | -1.88 |
| Martin ratioReturn relative to average drawdown | 10.85 | 14.45 | -3.60 |
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Drawdowns
XLK vs. ADM - Drawdown Comparison
The maximum XLK drawdown since its inception was -82.05%, which is greater than ADM's maximum drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for XLK and ADM.
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Drawdown Indicators
| XLK | ADM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.05% | -68.01% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -12.79% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -49.22% | +23.56% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -54.14% | +20.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -54.14% | +20.58% |
Current DrawdownCurrent decline from peak | -6.77% | -8.23% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -34.93% | -21.59% | -13.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 4.63% | +0.29% |
Volatility
XLK vs. ADM - Volatility Comparison
State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.86% compared to Archer-Daniels-Midland Company (ADM) at 7.74%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLK | ADM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.86% | 7.74% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 19.56% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 27.30% | -4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.18% | 28.26% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.64% | 26.96% | -2.32% |
Dividends
XLK vs. ADM - Dividend Comparison
XLK's dividend yield for the trailing twelve months is around 0.41%, less than ADM's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
XLK State Street Technology Select Sector SPDR ETF | 0.41% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Frequently Asked Questions
XLK and ADM have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLK has higher volatility (10.86%) compared to ADM (7.74%). In terms of maximum drawdown, XLK dropped -82.05% vs ADM's -68.01%.
ADM currently has the higher Sharpe Ratio (2.46 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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