FN vs XLK: returns, Sharpe ratio and drawdown

Over the past year, XLK returned +27.33% against -10.81% for FN. Over five years, FN averaged +30.74% a year, compared with +17.96% for XLK. XLK had the higher Sharpe ratio over the past year (0.89 vs 0.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -51.30% for FN.