XPH vs. ALC
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and Alcon Inc. (ALC).
XPH is a passively managed fund by State Street that tracks the performance of the S&P Pharmaceuticals Select Industry Index. It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPH or ALC.
Performance
XPH vs. ALC - Performance Comparison
Returns By Period
In the year-to-date period, XPH achieves a 13.28% return, which is significantly higher than ALC's 10.44% return.
XPH
13.28%
0.74%
16.74%
28.75%
4.27%
0.05%
ALC
10.44%
-9.01%
-3.85%
18.44%
8.96%
N/A
Key characteristics
| XPH | ALC | |
|---|---|---|
| Sharpe Ratio | 1.71 | 0.79 |
| Sortino Ratio | 2.46 | 1.37 |
| Omega Ratio | 1.29 | 1.17 |
| Calmar Ratio | 0.77 | 1.01 |
| Martin Ratio | 4.44 | 3.53 |
| Ulcer Index | 6.47% | 5.23% |
| Daily Std Dev | 16.83% | 23.26% |
| Max Drawdown | -48.03% | -37.19% |
| Current Drawdown | -19.04% | -14.66% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between XPH and ALC is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XPH vs. ALC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) and Alcon Inc. (ALC). 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
XPH vs. ALC - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.50%, more than ALC's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.50% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% | 2.06% |
ALC Alcon Inc. | 0.31% | 0.30% | 0.30% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XPH vs. ALC - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, which is greater than ALC's maximum drawdown of -37.19%. Use the drawdown chart below to compare losses from any high point for XPH and ALC. For additional features, visit the drawdowns tool.
Volatility
XPH vs. ALC - Volatility Comparison
The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 5.51%, while Alcon Inc. (ALC) has a volatility of 7.12%. This indicates that XPH experiences smaller price fluctuations and is considered to be less risky than ALC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.