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XRT vs. ELF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRT vs. ELF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) and e.l.f. Beauty, Inc. (ELF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRT achieves a 1.06% return, which is significantly higher than ELF's -16.50% return.


XRT

1D
0.32%
1M
4.15%
YTD
1.06%
6M
-0.21%
1Y
12.05%
3Y*
12.88%
5Y*
-0.91%
10Y*
9.25%

ELF

1D
0.49%
1M
20.02%
YTD
-16.50%
6M
-19.08%
1Y
-48.43%
3Y*
-16.34%
5Y*
17.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRT vs. ELF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRT
SPDR S&P Retail ETF
1.06%8.07%11.78%21.53%-31.64%42.60%41.91%14.12%-8.04%4.22%
ELF
e.l.f. Beauty, Inc.
-16.50%-39.43%-13.02%161.01%66.52%31.84%56.17%86.26%-61.18%-22.91%

Correlation

The correlation between XRT and ELF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.42

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2016

0.41

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Return for Risk

XRT vs. ELF — Risk / Return Rank

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

XRT
XRT Risk / Return Rank: 1919
Overall Rank
XRT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XRT Sortino Ratio Rank: 1919
Sortino Ratio Rank
XRT Omega Ratio Rank: 1717
Omega Ratio Rank
XRT Calmar Ratio Rank: 2121
Calmar Ratio Rank
XRT Martin Ratio Rank: 1919
Martin Ratio Rank

ELF
ELF Risk / Return Rank: 1414
Overall Rank
ELF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ELF Sortino Ratio Rank: 1616
Sortino Ratio Rank
ELF Omega Ratio Rank: 1414
Omega Ratio Rank
ELF Calmar Ratio Rank: 1414
Calmar Ratio Rank
ELF Martin Ratio Rank: 1515
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.

XRT vs. ELF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and e.l.f. Beauty, Inc. (ELF). 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.


XRTELFDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.11

0.89

+0.22

Calmar ratioReturn relative to maximum drawdown

0.89

-0.73

+1.63

Martin ratioReturn relative to average drawdown

2.02

-1.19

+3.21

XRT vs. ELF - Sharpe Ratio Comparison

The current XRT Sharpe Ratio is 0.59, which is higher than the ELF Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of XRT and ELF, 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

XRT vs. ELF - Drawdown Comparison

The maximum XRT drawdown since its inception was -65.81%, smaller than the maximum ELF drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for XRT and ELF.


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Drawdown Indicators


XRTELFDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-77.26%

+11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-66.20%

+52.67%

Max Drawdown (3Y)

Largest decline over 3 years

-25.62%

-77.26%

+51.64%

Max Drawdown (5Y)

Largest decline over 5 years

-44.57%

-77.26%

+32.69%

Max Drawdown (10Y)

Largest decline over 10 years

-47.02%

Current Drawdown

Current decline from peak

-11.14%

-70.88%

+59.74%

Average Drawdown

Average peak-to-trough decline

-14.99%

-32.52%

+17.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

40.83%

-34.86%

Volatility

XRT vs. ELF - Volatility Comparison

The current volatility for SPDR S&P Retail ETF (XRT) is 6.36%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 17.28%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRTELFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

17.28%

-10.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

43.47%

-29.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

67.04%

-46.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.93%

57.51%

-30.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.19%

55.29%

-28.10%

Dividends

XRT vs. ELF - Dividend Comparison

XRT's dividend yield for the trailing twelve months is around 0.79%, while ELF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XRT
SPDR S&P Retail ETF
0.79%0.77%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.30%

Frequently Asked Questions


XRT and ELF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELF has higher volatility (17.28%) compared to XRT (6.36%). In terms of maximum drawdown, XRT dropped -65.81% vs ELF's -77.26%.

XRT currently has the higher Sharpe Ratio (0.59 vs -0.73), 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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