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XPH vs. ALC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPH vs. ALC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Pharmaceuticals ETF (XPH) and Alcon Inc. (ALC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XPH achieves a 11.13% return, which is significantly higher than ALC's -16.39% return.


XPH

1D
1.85%
1M
7.58%
YTD
11.13%
6M
9.03%
1Y
54.24%
3Y*
15.94%
5Y*
5.10%
10Y*
5.26%

ALC

1D
0.77%
1M
-3.84%
YTD
-16.39%
6M
-18.19%
1Y
-22.84%
3Y*
-6.13%
5Y*
-0.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPH vs. ALC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XPH
SPDR S&P Pharmaceuticals ETF
11.13%31.60%4.94%2.97%-9.83%-10.54%14.68%8.67%
ALC
Alcon Inc.
-16.39%-6.50%9.02%14.32%-21.09%32.23%16.63%-2.38%

Correlation

The correlation between XPH and ALC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2019

0.47

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Return for Risk

XPH vs. ALC — Risk / Return Rank

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

XPH
XPH Risk / Return Rank: 8080
Overall Rank
XPH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 8080
Sortino Ratio Rank
XPH Omega Ratio Rank: 7272
Omega Ratio Rank
XPH Calmar Ratio Rank: 8686
Calmar Ratio Rank
XPH Martin Ratio Rank: 8383
Martin Ratio Rank

ALC
ALC Risk / Return Rank: 1111
Overall Rank
ALC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ALC Sortino Ratio Rank: 1212
Sortino Ratio Rank
ALC Omega Ratio Rank: 1212
Omega Ratio Rank
ALC Calmar Ratio Rank: 1515
Calmar Ratio Rank
ALC Martin Ratio Rank: 99
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.

XPH vs. ALC - Risk-Adjusted Trends 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.

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.


XPHALCDifference
Sharpe ratioReturn per unit of total volatility

+3.31

Sortino ratioReturn per unit of downside risk

+4.36

Omega ratioGain probability vs. loss probability

1.41

0.87

+0.54

Calmar ratioReturn relative to maximum drawdown

4.55

-0.72

+5.27

Martin ratioReturn relative to average drawdown

16.31

-1.38

+17.69

XPH vs. ALC - Sharpe Ratio Comparison

The current XPH Sharpe Ratio is 2.51, which is higher than the ALC Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of XPH and ALC, 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

XPH vs. ALC - Drawdown Comparison

The maximum XPH drawdown since its inception was -48.03%, which is greater than ALC's maximum drawdown of -37.33%. Use the drawdown chart below to compare losses from any high point for XPH and ALC.


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Drawdown Indicators


XPHALCDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-37.33%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-32.01%

+20.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-37.33%

+13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

-37.33%

+5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

0.00%

-34.14%

+34.14%

Average Drawdown

Average peak-to-trough decline

-17.21%

-11.83%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

16.62%

-13.29%

Volatility

XPH vs. ALC - Volatility Comparison

The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 6.16%, while Alcon Inc. (ALC) has a volatility of 7.29%. 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.


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Volatility by Period


XPHALCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

7.29%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

21.37%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

28.60%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.91%

27.05%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

27.87%

-5.75%

Dividends

XPH vs. ALC - Dividend Comparison

XPH's dividend yield for the trailing twelve months is around 0.69%, less than ALC's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ALC
Alcon Inc.
1.24%0.84%0.31%0.30%0.30%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.69%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Frequently Asked Questions


XPH and ALC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALC has higher volatility (7.29%) compared to XPH (6.16%). In terms of maximum drawdown, XPH dropped -48.03% vs ALC's -37.33%.

XPH currently has the higher Sharpe Ratio (2.51 vs -0.80), 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.

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