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^XCI vs. XLK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XCI and XLK is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

^XCI vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARCA Computer Technology Index (^XCI) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.06%
5.59%
^XCI
XLK

Key characteristics

Sharpe Ratio

^XCI:

2.15

XLK:

1.13

Sortino Ratio

^XCI:

2.75

XLK:

1.58

Omega Ratio

^XCI:

1.37

XLK:

1.21

Calmar Ratio

^XCI:

2.89

XLK:

1.47

Martin Ratio

^XCI:

9.72

XLK:

5.05

Ulcer Index

^XCI:

4.91%

XLK:

4.94%

Daily Std Dev

^XCI:

22.26%

XLK:

22.12%

Max Drawdown

^XCI:

-77.19%

XLK:

-82.05%

Current Drawdown

^XCI:

0.00%

XLK:

-1.23%

Returns By Period

In the year-to-date period, ^XCI achieves a 47.45% return, which is significantly higher than XLK's 24.53% return. Over the past 10 years, ^XCI has outperformed XLK with an annualized return of 22.68%, while XLK has yielded a comparatively lower 20.40% annualized return.


^XCI

YTD

47.45%

1M

6.64%

6M

10.57%

1Y

47.76%

5Y*

27.62%

10Y*

22.68%

XLK

YTD

24.53%

1M

2.08%

6M

7.40%

1Y

24.81%

5Y*

22.31%

10Y*

20.40%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^XCI vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and Technology Select Sector SPDR Fund (XLK). 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.


Sharpe ratio
The chart of Sharpe ratio for ^XCI, currently valued at 2.15, compared to the broader market-0.500.000.501.001.502.002.502.151.12
The chart of Sortino ratio for ^XCI, currently valued at 2.75, compared to the broader market-1.000.001.002.003.002.751.57
The chart of Omega ratio for ^XCI, currently valued at 1.37, compared to the broader market0.901.001.101.201.301.401.371.21
The chart of Calmar ratio for ^XCI, currently valued at 2.89, compared to the broader market0.001.002.003.002.891.46
The chart of Martin ratio for ^XCI, currently valued at 9.72, compared to the broader market0.005.0010.0015.009.725.02
^XCI
XLK

The current ^XCI Sharpe Ratio is 2.15, which is higher than the XLK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ^XCI and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.15
1.12
^XCI
XLK

Drawdowns

^XCI vs. XLK - Drawdown Comparison

The maximum ^XCI drawdown since its inception was -77.19%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for ^XCI and XLK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-1.23%
^XCI
XLK

Volatility

^XCI vs. XLK - Volatility Comparison

ARCA Computer Technology Index (^XCI) and Technology Select Sector SPDR Fund (XLK) have volatilities of 5.14% and 5.41%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.14%
5.41%
^XCI
XLK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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