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
Returns By Period
In the year-to-date period, XPH achieves a 10.04% return, which is significantly higher than NVS's 6.19% return. Over the past 10 years, XPH has underperformed NVS with an annualized return of 0.01%, while NVS has yielded a comparatively higher 6.72% annualized return.
XPH
10.04%
-4.33%
10.87%
24.70%
3.94%
0.01%
NVS
6.19%
-11.87%
0.42%
12.56%
8.19%
6.72%
Key characteristics
| XPH | NVS | |
|---|---|---|
| Sharpe Ratio | 1.52 | 0.78 |
| Sortino Ratio | 2.23 | 1.14 |
| Omega Ratio | 1.26 | 1.15 |
| Calmar Ratio | 0.68 | 0.88 |
| Martin Ratio | 3.96 | 2.46 |
| Ulcer Index | 6.46% | 5.27% |
| Daily Std Dev | 16.78% | 16.54% |
| Max Drawdown | -48.03% | -41.72% |
| Current Drawdown | -21.36% | -14.58% |
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Correlation
The correlation between XPH and NVS is 0.45, 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. 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.
Dividends
XPH vs. NVS - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.54%, less than NVS's 3.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.54% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% | 2.06% |
NVS Novartis AG | 3.66% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
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. For additional features, visit the drawdowns tool.
Volatility
XPH vs. NVS - Volatility Comparison
The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 5.25%, while Novartis AG (NVS) has a volatility of 5.89%. This indicates that XPH experiences smaller price fluctuations and is considered to be less risky than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.