XOMA vs. XLE
Compare and contrast key facts about XOMA Corporation (XOMA) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOMA or XLE.
Performance
XOMA vs. XLE - Performance Comparison
Returns By Period
In the year-to-date period, XOMA achieves a 62.22% return, which is significantly higher than XLE's 17.31% return. Over the past 10 years, XOMA has underperformed XLE with an annualized return of -10.61%, while XLE has yielded a comparatively higher 4.85% annualized return.
XOMA
62.22%
2.07%
19.90%
87.91%
3.63%
-10.61%
XLE
17.31%
6.25%
3.41%
17.24%
15.71%
4.85%
Key characteristics
| XOMA | XLE | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.11 |
| Sortino Ratio | 2.58 | 1.58 |
| Omega Ratio | 1.30 | 1.20 |
| Calmar Ratio | 1.03 | 1.48 |
| Martin Ratio | 15.25 | 3.45 |
| Ulcer Index | 6.74% | 5.71% |
| Daily Std Dev | 57.57% | 17.64% |
| Max Drawdown | -99.96% | -71.54% |
| Current Drawdown | -99.70% | -0.53% |
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Correlation
The correlation between XOMA and XLE is 0.19, 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.
Risk-Adjusted Performance
XOMA vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for XOMA Corporation (XOMA) and Energy Select Sector SPDR Fund (XLE). 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.
Dividends
XOMA vs. XLE - Dividend Comparison
XOMA has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOMA XOMA Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.10% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
XOMA vs. XLE - Drawdown Comparison
The maximum XOMA drawdown since its inception was -99.96%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for XOMA and XLE. For additional features, visit the drawdowns tool.
Volatility
XOMA vs. XLE - Volatility Comparison
XOMA Corporation (XOMA) has a higher volatility of 14.77% compared to Energy Select Sector SPDR Fund (XLE) at 4.93%. This indicates that XOMA's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.