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XLU vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLU and SO is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XLU vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector SPDR Fund (XLU) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
557.84%
1,630.42%
XLU
SO

Key characteristics

Sharpe Ratio

XLU:

1.57

SO:

1.88

Sortino Ratio

XLU:

2.16

SO:

2.67

Omega Ratio

XLU:

1.27

SO:

1.32

Calmar Ratio

XLU:

1.63

SO:

2.57

Martin Ratio

XLU:

6.45

SO:

6.32

Ulcer Index

XLU:

3.79%

SO:

5.42%

Daily Std Dev

XLU:

15.61%

SO:

18.17%

Max Drawdown

XLU:

-52.27%

SO:

-38.43%

Current Drawdown

XLU:

-3.37%

SO:

-0.43%

Returns By Period

In the year-to-date period, XLU achieves a 5.01% return, which is significantly lower than SO's 13.39% return. Over the past 10 years, XLU has underperformed SO with an annualized return of 9.27%, while SO has yielded a comparatively higher 12.27% annualized return.


XLU

YTD

5.01%

1M

1.85%

6M

-1.60%

1Y

24.93%

5Y*

12.29%

10Y*

9.27%

SO

YTD

13.39%

1M

2.97%

6M

3.77%

1Y

34.92%

5Y*

17.61%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

XLU vs. SO — Risk-Adjusted Performance Rank

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

XLU
The Risk-Adjusted Performance Rank of XLU is 8888
Overall Rank
The Sharpe Ratio Rank of XLU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 8989
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 8888
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8787
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 9292
Overall Rank
The Sharpe Ratio Rank of SO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9696
Calmar Ratio Rank
The Martin Ratio Rank of SO is 9090
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.

XLU vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) and The Southern Company (SO). 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 XLU, currently valued at 1.57, compared to the broader market0.002.004.00
XLU: 1.57
SO: 1.88
The chart of Sortino ratio for XLU, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.00
XLU: 2.16
SO: 2.67
The chart of Omega ratio for XLU, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.00
XLU: 1.27
SO: 1.32
The chart of Calmar ratio for XLU, currently valued at 1.63, compared to the broader market0.005.0010.0015.00
XLU: 1.63
SO: 2.57
The chart of Martin ratio for XLU, currently valued at 6.45, compared to the broader market0.0020.0040.0060.0080.00100.00
XLU: 6.45
SO: 6.32

The current XLU Sharpe Ratio is 1.57, which is comparable to the SO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XLU and SO, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.57
1.88
XLU
SO

Dividends

XLU vs. SO - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.89%, less than SO's 3.11% yield.


TTM20242023202220212020201920182017201620152014
XLU
Utilities Select Sector SPDR Fund
2.89%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%
SO
The Southern Company
3.11%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

Drawdowns

XLU vs. SO - Drawdown Comparison

The maximum XLU drawdown since its inception was -52.27%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for XLU and SO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.37%
-0.43%
XLU
SO

Volatility

XLU vs. SO - Volatility Comparison

The current volatility for Utilities Select Sector SPDR Fund (XLU) is 4.62%, while The Southern Company (SO) has a volatility of 6.16%. This indicates that XLU experiences smaller price fluctuations and is considered to be less risky than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
4.62%
6.16%
XLU
SO