GNRC vs XLI: returns, Sharpe ratio and drawdown

Over the past year, GNRC returned +30.53% against +9.86% for XLI. Over five years, XLI averaged +10.39% a year, compared with -13.10% for GNRC. GNRC had the higher Sharpe ratio over the past year (0.67 vs 0.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.46% for XLI and -40.78% for GNRC.