PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XLY.TO vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLY.TO and XLV is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

XLY.TO vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Auxly Cannabis Group Inc. (XLY.TO) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
44.06%
-4.10%
XLY.TO
XLV

Key characteristics

Sharpe Ratio

XLY.TO:

1.58

XLV:

0.24

Sortino Ratio

XLY.TO:

2.97

XLV:

0.41

Omega Ratio

XLY.TO:

1.42

XLV:

1.05

Calmar Ratio

XLY.TO:

3.05

XLV:

0.21

Martin Ratio

XLY.TO:

9.24

XLV:

0.54

Ulcer Index

XLY.TO:

32.48%

XLV:

5.02%

Daily Std Dev

XLY.TO:

190.27%

XLV:

11.44%

Max Drawdown

XLY.TO:

-98.89%

XLV:

-39.17%

Current Drawdown

XLY.TO:

-93.33%

XLV:

-5.60%

Returns By Period

In the year-to-date period, XLY.TO achieves a 50.00% return, which is significantly higher than XLV's 7.01% return.


XLY.TO

YTD

50.00%

1M

20.00%

6M

50.00%

1Y

200.00%

5Y*

-36.16%

10Y*

N/A

XLV

YTD

7.01%

1M

3.31%

6M

-4.10%

1Y

2.82%

5Y*

9.07%

10Y*

9.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XLY.TO vs. XLV — Risk-Adjusted Performance Rank

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

XLY.TO
The Risk-Adjusted Performance Rank of XLY.TO is 9191
Overall Rank
The Sharpe Ratio Rank of XLY.TO is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of XLY.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XLY.TO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XLY.TO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XLY.TO is 9191
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 1111
Overall Rank
The Sharpe Ratio Rank of XLV is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 1111
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 1313
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 1111
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.

XLY.TO vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Auxly Cannabis Group Inc. (XLY.TO) and Health Care Select Sector SPDR Fund (XLV). 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.


Sharpe ratio
The chart of Sharpe ratio for XLY.TO, currently valued at 1.51, compared to the broader market-2.000.002.001.510.17
The chart of Sortino ratio for XLY.TO, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.940.31
The chart of Omega ratio for XLY.TO, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.04
The chart of Calmar ratio for XLY.TO, currently valued at 2.86, compared to the broader market0.002.004.006.002.860.15
The chart of Martin ratio for XLY.TO, currently valued at 8.32, compared to the broader market-10.000.0010.0020.0030.008.320.38
XLY.TO
XLV

The current XLY.TO Sharpe Ratio is 1.58, which is higher than the XLV Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of XLY.TO and XLV, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.51
0.17
XLY.TO
XLV

Dividends

XLY.TO vs. XLV - Dividend Comparison

XLY.TO's dividend yield for the trailing twelve months is around 2,694.78%, more than XLV's 1.56% yield.


TTM20242023202220212020201920182017201620152014
XLY.TO
Auxly Cannabis Group Inc.
2,694.78%4,042.18%13,902.70%6,444.30%587.31%518.20%296.93%0.00%0.00%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.56%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

XLY.TO vs. XLV - Drawdown Comparison

The maximum XLY.TO drawdown since its inception was -98.89%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for XLY.TO and XLV. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-93.76%
-5.60%
XLY.TO
XLV

Volatility

XLY.TO vs. XLV - Volatility Comparison

Auxly Cannabis Group Inc. (XLY.TO) has a higher volatility of 43.19% compared to Health Care Select Sector SPDR Fund (XLV) at 3.85%. This indicates that XLY.TO's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
43.19%
3.85%
XLY.TO
XLV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab