CDNS vs XLK: returns, Sharpe ratio and drawdown

Over the past year, XLK returned +36.31% against +0.05% for CDNS. Over five years, XLK averaged +20.53% a year, compared with +17.55% for CDNS. XLK had the higher Sharpe ratio over the past year (1.15 vs 0.09), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -34.21% for CDNS.