GSAT vs XLC: returns, Sharpe ratio and drawdown

Over the past year, GSAT returned +85.17% against -5.09% for XLC. Over five years, GSAT averaged +27.39% a year, compared with +6.60% for XLC. GSAT had the higher Sharpe ratio over the past year (1.28 vs -0.53), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.24% for XLC and -26.53% for GSAT.