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XLK vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLK achieves a 22.34% return, which is significantly higher than AJG's -1.36% return. Over the past 10 years, XLK has outperformed AJG with an annualized return of 23.89%, while AJG has yielded a comparatively lower 19.74% annualized return.


XLK

1D
0.07%
1M
-8.11%
6M
20.96%
YTD
22.34%
1Y
35.41%
3Y*
26.73%
5Y*
19.16%
10Y*
23.89%
ALL TIME*
10.23%

AJG

1D
-0.09%
1M
18.50%
6M
-1.25%
YTD
-1.36%
1Y
-18.08%
3Y*
6.09%
5Y*
13.67%
10Y*
19.74%
ALL TIME*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLK
State Street Technology Select Sector SPDR ETF
22.34%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%
AJG
Arthur J. Gallagher & Co.
-1.36%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between XLK and AJG is -0.25, 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

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 22, 1998

0.38

The correlation between XLK and AJG shifts across timeframes, from -0.25 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XLK vs. AJG — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 5454
Overall Rank
XLK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 5151
Sortino Ratio Rank
XLK Omega Ratio Rank: 5252
Omega Ratio Rank
XLK Calmar Ratio Rank: 6060
Calmar Ratio Rank
XLK Martin Ratio Rank: 5252
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 2323
Overall Rank
AJG Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 1919
Sortino Ratio Rank
AJG Omega Ratio Rank: 1919
Omega Ratio Rank
AJG Calmar Ratio Rank: 2929
Calmar Ratio Rank
AJG Martin Ratio Rank: 3030
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.

XLK vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and Arthur J. Gallagher & Co. (AJG). 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.


XLKAJGDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.25

0.91

+0.34

Calmar ratioReturn relative to maximum drawdown

2.23

-0.47

+2.70

Martin ratioReturn relative to average drawdown

6.53

-0.79

+7.32

XLK vs. AJG - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 1.45, which is higher than the AJG Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of XLK and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XLK vs. AJG - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for XLK and AJG.


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Drawdown Indicators


XLKAJGDifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-57.49%

-24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-38.59%

+22.67%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-44.40%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-44.40%

+10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-44.40%

+10.84%

Current Drawdown

Current decline from peak

-11.25%

-26.31%

+15.06%

Average Drawdown

Average peak-to-trough decline

-34.83%

-12.87%

-21.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

23.05%

-17.62%

Volatility

XLK vs. AJG - Volatility Comparison

The current volatility for State Street Technology Select Sector SPDR ETF (XLK) is 9.59%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 10.92%. This indicates that XLK experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

10.92%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

24.11%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

24.61%

29.72%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

23.42%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

23.24%

+1.57%

Dividends

XLK vs. AJG - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.45%, less than AJG's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.06%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
XLK
State Street Technology Select Sector SPDR ETF
0.45%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 AJG have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AJG has higher volatility (10.92%) compared to XLK (9.59%). In terms of maximum drawdown, XLK dropped -82.05% vs AJG's -57.49%.

XLK currently has the higher Sharpe Ratio (1.45 vs -0.61), 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.

Portfolio Optimizer

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