CTVA vs XLB: returns, Sharpe ratio and drawdown

Over the past year, XLB returned +11.13% against -78.09% for CTVA. Over five years, XLB averaged +3.22% a year, compared with -20.63% for CTVA. XLB had the higher Sharpe ratio over the past year (0.44 vs -0.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.38% for XLB and -86.83% for CTVA.