COO vs XLV: returns, Sharpe ratio and drawdown

Over the past year, XLV returned +16.62% against -22.15% for COO. Over five years, XLV averaged +5.63% a year, compared with -11.45% for COO. XLV had the higher Sharpe ratio over the past year (0.78 vs -0.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -36.82% for COO.