Correlation
The correlation between XPH and NVS is 0.47, 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.
XPH vs. NVS
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and Novartis AG (NVS).
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 NVS.
Performance
XPH vs. NVS - Performance Comparison
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Key characteristics
XPH:
0.12
NVS:
0.95
XPH:
0.29
NVS:
1.43
XPH:
1.04
NVS:
1.20
XPH:
0.06
NVS:
1.02
XPH:
0.25
NVS:
2.18
XPH:
8.73%
NVS:
9.32%
XPH:
21.56%
NVS:
20.20%
XPH:
-48.03%
NVS:
-41.72%
XPH:
-28.99%
NVS:
-0.80%
Returns By Period
In the year-to-date period, XPH achieves a -5.32% return, which is significantly lower than NVS's 23.24% return. Over the past 10 years, XPH has underperformed NVS with an annualized return of -2.66%, while NVS has yielded a comparatively higher 7.13% annualized return.
XPH
-5.32%
0.60%
-11.57%
1.87%
0.30%
-0.04%
-2.66%
NVS
23.24%
3.98%
13.39%
16.29%
14.81%
11.38%
7.13%
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Risk-Adjusted Performance
XPH vs. NVS — Risk-Adjusted Performance Rank
XPH
NVS
XPH vs. NVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) and Novartis AG (NVS). 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.
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Dividends
XPH vs. NVS - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.62%, less than NVS's 3.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.62% | 1.58% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% |
NVS Novartis AG | 3.45% | 3.84% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
Drawdowns
XPH vs. NVS - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for XPH and NVS.
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Volatility
XPH vs. NVS - Volatility Comparison
SPDR S&P Pharmaceuticals ETF (XPH) and Novartis AG (NVS) have volatilities of 7.61% and 7.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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